Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis
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Publication:2064632
DOI10.1007/s10203-021-00332-zzbMath1480.91154OpenAlexW3162398673MaRDI QIDQ2064632
Publication date: 6 January 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00332-z
mean-reversionelectricity pricesdeep learningjump-diffusion dynamicsLévy distributionsGaussian clustersregime-switching dynamics
Artificial neural networks and deep learning (68T07) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Jump processes on discrete state spaces (60J74)
Uses Software
Cites Work
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