Value-oriented price forecasting for arbitrage strategies of Energy Storage Systems through loss function tuning
Ruben Smets, Jean‐François Toubeau, Mihály Dolányi, Kenneth Bruninx, Erik Delarue
Topics & Concepts
ArbitrageValue (mathematics)Function (biology)Energy storageEconomicsEnergy (signal processing)EconometricsMicroeconomicsComputer scienceFinancial economicsMathematicsThermodynamicsStatisticsPhysicsBiologyMachine learningEvolutionary biologyPower (physics)Energy Load and Power ForecastingSmart Grid Energy ManagementElectric Power System Optimization