Multi-zone unified statistical model for DART spike prediction combined with closed-form impact-aware INC/DEC trading strategy improves risk-return profile over unit-size trades in NYISO.
Forecasting day-ahead price spikes for the ontario electricity market.Electric Power Systems Research, 141:450–459, 2016
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Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
Multi-zone unified statistical model for DART spike prediction combined with closed-form impact-aware INC/DEC trading strategy improves risk-return profile over unit-size trades in NYISO.