Joint Bidding on Intraday and Frequency Containment Reserve Markets

By Yiming Zhang, Wolfgang Ridinger, David Wozabal

Published 2025-10-06

Everscope rating

1507.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Learned Classifier Strategy (LCS) with Rolling Intrinsic Algorithm. Problem types: Classification, Optimization, Portfolio Optimization, Algorithmic Execution, Market Making.

arXiv:2510.03209 · Paper rankings

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