Intraday Power Trading for Imbalance Markets: An Adaptive Risk-Averse Strategy using Mixture Models.

Robin Bruneel Mathijs Schuurmans Panagiotis Patrinos Intraday Power Trading for Imbalance Markets: An Adaptive Risk-Averse Strategy using Mixture Models. 2024 abs/2402.01215 CoRR https://doi.org/10.48550/arXiv.2402.01215 db/journals/corr/corr2402.html#abs-2402-01215