Learning to Bid in FCR Markets: data and algorithms

Description

Companion code to the research paper, for reproducibility purposes.

Steps to reproduce

The full steps to reproduce are available in the file README.md. Here are the main steps : Ensure the required python packages are installed (listed in the file requirements.txt). Then running the python files run_simulation.py, run_simulation_full_info.py and main generates a few runs of the algorithms, one might specify as an argument the number of steps and the number of repetitions of the learning simulation to run (for monte carlo purposes). The graphs can then be produced in Numerics.ipynb and Make_Graphs_fcr.ipynb.

Institutions

• ENSAE Paris

  Île-de-France, Palaiseau

Categories

Licence