Database for Automatic Risk Adjustment in Short-Term Electricity Markets

<p>Database (2014-2018) used in the paper entitled &quot;Automatic Risk Adjustment in Short-Term Electricity Markets&quot;.</p> <p>This database includes :</p> <ul> <li>the inputs and outputs of the deep learning probabilistic forecaster which predicts the Belgian system imbalance;</li> <li>the market data related to the construction of the real-time imbalance settlement mechanism;</li> <li>the inputs and outputs of the Machine Learning-based modules, which allow to continuously adjust the optimal risk policy of an actor to the dynamically changing market operating conditions.</li> </ul> <p>These data are obtained from the Belgian Transmission System Operator (Elia)&nbsp;and&nbsp;&nbsp;the European Network of Transmission system Operators (ENTSO-E).</p> <p>If you use these data, please refer to the following paper:</p> <p>J. Bottieau, K. Bruninx, A. Sanjab, Z. De Gr&egrave;ve, F. Vall&eacute;e and J-F. Toubeau, &ldquo;Automatic Risk Adjustment in Short-Term Electricity Markets&rdquo;.</p>