Deep learning for energy markets

DOI10.1002/ASMB.2518MaRDI QIDQ6576833FDOQ6576833

Authors: Michael Polson, Vadim Sokolov 

Publication date: 23 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

deep learningmachine learningextreme value theorysmart gridenergy pricingrectified linear unitlocational marginal pricepeak predictionlong-short-term memoryPJM interconnection

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (3)

• Smart contract for electricity transactions and charge settlements using blockchain
• Deep learning: computational aspects
• The application of Bayesian inference under SAFE model

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