Thibaud OU

This repository contains an end-to-end machine learning pipeline designed to model and forecast short-term electricity spot prices and stochastic imbalance prices across Danish bidding zones (DK1 and DK2). Group Project for the SIC 7002 Module taught at Télécom SudParis (IP Paris)

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A modular, theory-grounded library for stochastic modelling applied to quantitative trading. Starting from first principles, it builds progressively toward a reinforcement learning agent that trades a mean-reverting spread modelled by an Ornstein-Uhlenbeck process.