activity
20192023
most citedDenoising diffusion probabilistic models for probabilistic energy forecasting

30 citations · 111 across the 13 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2021★ 25 cited

Probabilistic Forecasting of Imbalance Prices in the Belgian Context

Jonathan Dumas, Ioannis Boukas, Miguel Manuel de Villena +2

Forecasting imbalance prices is essential for strategic participation in the short-term energy markets. A novel two-step probabilistic approach is proposed, with a particular focus…