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]

@inproceedings{TschoraGPPR23,
  title = {Electricity Price Forecasting based on Order Books: a differentiable optimization approach},
  author = {Léonard Tschora and Tias Guns and Erwan Pierre and Marc Plantevit and Céline Robardet},
  year = {2023},
  doi = {10.1109/DSAA60987.2023.10302542},
  url = {https://doi.org/10.1109/DSAA60987.2023.10302542},
  researchr = {https://researchr.org/publication/TschoraGPPR23},
  cites = {0},
  citedby = {0},
  pages = {1-10},
  booktitle = {10th IEEE International Conference on Data Science and Advanced Analytics, DSAA 2023, Thessaloniki, Greece, October 9-13, 2023},
  publisher = {IEEE},
  isbn = {979-8-3503-4503-2},
}