A risk-averse storage arbitrage policy that samples from conformal prediction intervals and acts only on unanimous charge/discharge recommendations earns near-baseline profits with far fewer market purchases.
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Conformal Uncertainty Quantification of Electricity Price Predictions for Risk-Averse Storage Arbitrage
A risk-averse storage arbitrage policy that samples from conformal prediction intervals and acts only on unanimous charge/discharge recommendations earns near-baseline profits with far fewer market purchases.