Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7452729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis |
scientific article; zbMATH DE number 7452729 |
Statements
Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (English)
0 references
6 January 2022
0 references
electricity prices
0 references
deep learning
0 references
Gaussian clusters
0 references
jump-diffusion dynamics
0 references
regime-switching dynamics
0 references
mean-reversion
0 references
Lévy distributions
0 references
0 references
0 references
0 references
0 references
0 references
0.7042120099067688
0 references
0.6965146064758301
0 references
0.6948156952857971
0 references
0.692037045955658
0 references
