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pro vyhledávání: '"Zeng, Claire"'
In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the non-coincident p
Externí odkaz:
http://arxiv.org/abs/2409.03942
Meeting the ever-growing needs of the power grid requires constant infrastructure enhancement. There are two important aspects for a grid ability to ensure continuous and reliable electricity delivery to consumers: capacity, the maximum amount the sy
Externí odkaz:
http://arxiv.org/abs/2407.04081
Autor:
Carmona, René, Zeng, Claire
Recently, a deep-learning algorithm referred to as Deep Galerkin Method (DGM), has gained a lot of attention among those trying to solve numerically Mean Field Games with finite horizon, even if the performance seems to be decreasing significantly wi
Externí odkaz:
http://arxiv.org/abs/2402.18725
Autor:
Carmona, Rene, Zeng, Claire
This paper investigates the impact of anonymous trading on the agents' strategy in an optimal execution framework. It mainly explores the specificity of order attribution on the Toronto Stock Exchange, where brokers can choose to either trade with th
Externí odkaz:
http://arxiv.org/abs/2210.04167
Autor:
Zeng, Claire, Hendrickson, Stephen, Lee, Sangkeun Matt, Chinthavali, Supriya, Lin, Jessica, Hsieh, Eric, Shankar, Mallikarjun
Publikováno v:
In The Electricity Journal April 2017 30(3):4-9
