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MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
会议论文
台湾台北, 20240507-20240510
作者:
Cheng X(程曦)
;
Zhang JH(张景昊)
;
Ceng YN(曾宇楠)
;
Xue WF(薛文芳)
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2024/06/03
A Novel Stackelberg-Game-Based Energy Storage Sharing Scheme Under Demand Charge
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2023, 卷号: 10, 期号: 2, 页码: 462-473
作者:
Bingyun Li
;
Qinmin Yang
;
Innocent Kamwa
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  |  
浏览/下载:21/0
  |  
提交时间:2023/01/16
Bi-level optimization
demand charge
energy storage system (ESS) sharing
energy transaction
mathematical program with equilibrium constraints (MPEC)
stackelberg game
Financial hedging in two-stage sustainable commodity supply chains
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:
Wang, Moran
;
Guo, Xiaolong
;
Wang, Shouyang
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  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Risk analysis
Financial hedging
Index-based price contract
Sustainable supply chain management
Competition
A low-cost communication security scheme of UAV based on multi-round reverse auction model
期刊论文
Pervasive and Mobile Computing, 2022, 卷号: 85
作者:
Xue, Jianbin
;
Zhang, Han
;
Hu, Qingchun
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  |  
浏览/下载:17/0
  |  
提交时间:2022/08/09
Combinatorial optimization
Cost functions
Cost reduction
Jamming
Mobile edge computing
Security systems
Communications security
Data offloading
Jamming
Low-costs
Reverse auction
Security performance
UAV communication
User groups
Wireless communication links
Wireless communications
Joint Optimization of Production Lot Sizing and Preventive Maintenance Threshold Based on Nonlinear Degradation
期刊论文
APPLIED SCIENCES-BASEL, 2022, 卷号: 12, 期号: 17, 页码: 12
作者:
Qu, Li
;
Liao, Junli
;
Gao, Kaiye
;
Yang, Li
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  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
lot sizing
preventive maintenance
degradation modeling
joint optimization
A dynamic and combined maintenance strategy for photovoltaic power plants considering the dependencies and availability of components
期刊论文
ELECTRICAL ENGINEERING, 2022
作者:
Chen, Wei
;
Li, Xubin
;
Ji, Qingchun
;
Pei, Xiping
;
Wang, Zhongfei
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2022/07/19
Relevance
Markov
Availability
Weather factor
Combined maintenance
Incorporating environmental impacts into zero-point shifting diagnosis of wind turbines yaw angle
期刊论文
ENERGY, 2022, 卷号: 238
作者:
Yang, Jian
;
Wang, Li
;
Song, Dongran
;
Huang, Chaoneng
;
Huang, Liansheng
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  |  
浏览/下载:47/0
  |  
提交时间:2021/11/01
Wind turbines
Yaw angle
Zero-point shifting
Air temperature
Turbulence intensity
Price-Based Residential Demand Response Management in Smart Grids: A Reinforcement Learning-Based Approach
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2022, 卷号: 9, 期号: 1, 页码: 123-134
作者:
Yanni Wan
;
Jiahu Qin
;
Xinghuo Yu
;
Tao Yang
;
Yu Kang
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  |  
浏览/下载:74/0
  |  
提交时间:2021/11/03
Demand response management (DRM)
Markovian decision process (MDP)
Monte Carlo simulation
reinforcement learning (RL)
smart grid
Calendar anomalies in passion investments: Price patterns and profit opportunities
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 61
作者:
Plastun, Alex
;
Bouri, Elie
;
Havrylina, Ahniia
;
Ji, Qiang
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  |  
浏览/下载:1/0
  |  
提交时间:2023/05/30
Diamonds
Fine wine
Stamps
Fine art
Calendar anomalies
Trading strategies
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy
期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:
Zhan, Baoqiang
;
Zhang, Shu
;
Du, Helen S.
;
Yang, Xiaoguang
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  |  
浏览/下载:13/0
  |  
提交时间:2022/04/02
Statistical arbitrage
Cointegration
Machine learning
Opportunities exploration
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