Electricity Price Forecasting with Neural Networks on EPEX Order Books

DOI10.1080/1350486X.2020.1805337zbMath1457.91363arXiv1906.06248MaRDI QIDQ5149266

Andreas Wagner, Simon Schnürch

Publication date: 8 February 2021

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.06248

zbMATH Keywords

neural networksforecastingmachine learningelectricity marketrandom forestsspot pricerenewables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Uses Software

• RMSprop
• Adam

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Random forests
• Unnamed Item