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Mari et al., 2021 - Google Patents

Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis

Mari et al., 2021

Document ID
10002805593684670673
Author
Mari C
Mari E
Publication year
Publication venue
Decisions in Economics and Finance

External Links

Snippet

We propose a deep learning-based methodology to investigate the complex dynamics of electricity prices observed in power markets. The aims are:(a) to process missing data in power price time series with irregular observation times;(b) to detect a Gaussian component …
Continue reading at link.springer.com (other versions)

Classifications

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    • G06Q10/00—Administration; Management
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