Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632)
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scientific article; zbMATH DE number 7452729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis |
scientific article; zbMATH DE number 7452729 |
Statements
Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (English)
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6 January 2022
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electricity prices
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deep learning
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Gaussian clusters
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jump-diffusion dynamics
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regime-switching dynamics
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mean-reversion
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Lévy distributions
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