Data Science Intern | Python, Data Science, Reinforcement Learning
Saluzzo, Piemonte, Italia
As a data scientist intern, I developed and tested Reinforcement Learning algorithms to create an intelligent agent that could trade electricity on intraday electricity markets, enhancing overall performance of 1,5%. I coded in Python as the main programming language, along with libraries such as TensorFlow, PyTorch, and OpenAI Gym. I also performed data analysis and visualization using pandas, numpy, and matplotlib. My main tasks included:- Reviewing the literature on Reinforcement Learning and electricity markets- Designing and implementing a simulation environment for the intraday electricity market using OpenAI Gym- Developing and evaluating different Reinforcement Learning algorithms, such as Deep Q-Networks, Policy Gradient Methods, and Actor-Critic Methods- Optimizing the agent's performance using hyper parameter tuning, reward shaping, and exploration strategies- Comparing the agent's performance with other trading strategies, such as rule-based and heuristic methods- Writing reports and presenting the results to the project manager and the stakeholders, discussing results in front of 20+ people of different backgrounds