online-ml/river

Online Decision Making for Trading Wind Energy

Opened this issue · 2 comments

MaxHalford commented
  • Reproducing this paper would provide a lot of learnings. In particular, it would open the door to real-time stock trading via online optimization.
  • The authors use energy prices from Nordic countries available here
robme-l commented

@MaxHalford I would be interested in diving through this. What exactly are you looking for from exploring this paper? Meaning, should I try to write out a basic ONLV class (as described by the paper) that could be later adapted into the RiverML library?

MaxHalford commented

I think it's a bit premature to say what could/should be added to River. I think it's worth exploring this paper and trying to reimplement. Afterwards you'll be able to tell what could be added to River.

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