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ResearchFormerly WizWand

Energy Arbitrage on New York State day-ahead electricity market (June 2018 - March 2021)

942.57Total RewardPerfect MPC
358.0588509.8069661.555813.3031Sep 18, 2025
Updated 8mo ago

Evaluation results

MethodLinks
Perfect MPCForecaster=Perfect, Control=Standard MPC2025.09942.5794.26
Oracle MPCForecaster=Oracle, Control=Standard MPC2025.09889.388.93
DST MPCForecaster=Diffusion, Control=Scenario-Tree MPC2025.09858.0985.81
D-I MPCForecaster=Diffusion, Control=Standard MPC (Monte Carlo)2025.09855.6385.56
LSTM ST MPCForecaster=LSTM, Control=Scenario-Tree MPC2025.09727.3272.73
VAR ST MPCForecaster=VAR, Control=Scenario-Tree MPC2025.09684.5868.46
VAR MPCForecaster=VAR, Control=Standard MPC2025.09501.5450.15
LSTM MPCForecaster=LSTM, Control=Standard MPC2025.09380.5438.05