Regression markets and application to energy forecasting

DOI10.1007/s11750-022-00631-7OpenAlexW3202764263MaRDI QIDQ2085817

Pierre Pinson, Liyang Han, Jalal Kazempour

Publication date: 19 October 2022

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03633

zbMATH Keywords

estimationregressionmechanism designdata marketsenergy forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear inference, regression (62J99) Parametric inference (62F99) Learning and adaptive systems in artificial intelligence (68T05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Unnamed Item
• Incentive compatible regression learning
• Information Sharing in Oligopoly
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Regularization and Variable Selection Via the Elastic Net
• Robust Estimation of a Location Parameter

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