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Short-duration arbitrage on ENTSO-E longest consecutive available (test)
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55.6
Reward (% Optimal Profit)
absolute + relative + forecast DDQN
8.488
20.719
32.95
45.181
Jun 25, 2026
Reward (% Optimal Profit)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Reward (% Optimal Profit)
absolute + relative + forecast DDQN
Policy=absolute + rela...
2026.06
55.6
absolute + relative DDQN
Policy=absolute + rela...
2026.06
49.9
absolute + forecast DDQN
Policy=absolute + fore...
2026.06
49.5
relative + forecast DDQN
Policy=relative + fore...
2026.06
42.1
Price-score heuristic
Policy=Price-score heu...
2026.06
37.4
forecast DDQN
Policy=forecast, seeds=5
2026.06
33.4
absolute DDQN
Policy=absolute, seeds=5
2026.06
28.8
relative DDQN
Policy=relative, seeds=5
2026.06
10.3
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