OrderFusion encodes orderbook buy-sell interactions in an end-to-end probabilistic model for intraday electricity price forecasting with non-crossing quantiles and reports consistent gains over baselines on European CID indices.
Econometric modelling and forecasting of intraday electricity prices,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.CP 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting
OrderFusion encodes orderbook buy-sell interactions in an end-to-end probabilistic model for intraday electricity price forecasting with non-crossing quantiles and reports consistent gains over baselines on European CID indices.