activity
20182020
most citedOptimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories

3 citations · 3 across the 1 of their papers we have counts for

collaborators
Showing econ.EMShow all

1 paper · 1 filter

econ.EM2019

Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets

Christopher Kath, Florian Ziel

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the contex…