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 electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark.Applied Energy, 293:116983, 2021
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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.