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Mari et al., 2024 - Google Patents

Occam's razor, machine learning and stochastic modeling of complex systems: the case of the Italian energy market

Mari et al., 2024

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Document ID
352126874745901462
Author
Mari C
Mari E
Publication year
Publication venue
Quality & Quantity

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In the spirit of Occam's razor, we propose a parsimoniuos regime-switching model for describing the complex dynamics of electricity and natural gas prices observed in real markets. The model was built using a machine learning-based methodology, namely a …
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    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
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    • G06Q10/00—Administration; Management
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    • G—PHYSICS
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