Short-duration arbitrage on ENTSO-E longest consecutive available (test)
55.6Reward (% Optimal Profit)absolute + relative + forecast DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| absolute + relative + forecast DDQNPolicy=absolute + relative + forecast, seeds=52026.06 | 55.6 | |
| absolute + relative DDQNPolicy=absolute + relative, seeds=52026.06 | 49.9 | |
| absolute + forecast DDQNPolicy=absolute + forecast, seeds=52026.06 | 49.5 | |
| relative + forecast DDQNPolicy=relative + forecast, seeds=52026.06 | 42.1 | |
| Price-score heuristicPolicy=Price-score heuristic2026.06 | 37.4 | |
| forecast DDQNPolicy=forecast, seeds=52026.06 | 33.4 | |
| absolute DDQNPolicy=absolute, seeds=52026.06 | 28.8 | |
| relative DDQNPolicy=relative, seeds=52026.06 | 10.3 |