Deep learning for energy markets

DOI10.1002/ASMB.2518MaRDI QIDQ6576833zbMATH OpenFDO

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)

Cites work

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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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