A kernel-based regression model plus scenario generation from forecast errors and a new Support Vector Sorting step produces ensemble price trajectories that improve both statistical accuracy and trading profits over benchmarks on German intraday continuous market data.
Beating the na ¨ıve—combining lasso with na ¨ıve intraday elec- tricity price forecasts,
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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.
LightGBM delivers the strongest forecasts for Norwegian electricity prices across zones, with simple lagged-price and calendar models often sufficient but regime analysis improving error stratification.
citing papers explorer
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Scenario generation of intraday electricity price paths for optimal trading in continuous markets
A kernel-based regression model plus scenario generation from forecast errors and a new Support Vector Sorting step produces ensemble price trajectories that improve both statistical accuracy and trading profits over benchmarks on German intraday continuous market data.
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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.
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Electricity price forecasting across Norway's five bidding zones in the post-crisis era
LightGBM delivers the strongest forecasts for Norwegian electricity prices across zones, with simple lagged-price and calendar models often sufficient but regime analysis improving error stratification.