Postprocessing of point predictions for probabilistic forecasting of electricity prices: Diversity matters

By Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron

Published 2024-04-02

Everscope rating

1544.8

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Postprocessing of point predictions. Problem types: Time Series Forecasting, Probabilistic Forecasting.

arXiv:2404.02270 · Paper rankings

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