Electricity Price Forecasting based on Order Books: a differentiable optimization approach

Léonard Tschora, Tias Guns, Erwan Pierre, Marc Plantevit, Céline Robardet. Electricity Price Forecasting based on Order Books: a differentiable optimization approach. In 10th IEEE International Conference on Data Science and Advanced Analytics, DSAA 2023, Thessaloniki, Greece, October 9-13, 2023. pages 1-10, IEEE, 2023. [doi]

Abstract

Abstract is missing.