184 citations
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cs.LG2024★ 1 cited
Electricity Price Prediction Using Multi-Kernel Gaussian Process Regression Combined with Kernel-Based Support Vector Regression
Abhinav Das, Stephan Schlüter, Lorenz Schneider
This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian Process Regression (GPR) and Support Vector Reg…
q-fin.GN2024
Forking paths in financial economics
Guillaume Coqueret
We argue that spanning large numbers of degrees of freedom in empirical analysis allows better characterizations of effects and thus improves the trustworthiness of conclusions. Ou…