3 papers
cs.LG2019
Ensembling methods for countrywide short term forecasting of gas demand
Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao
Gas demand is made of three components: Residential, Industrial, and Thermoelectric Gas Demand. Herein, the one-day-ahead prediction of each component is studied, using Italian dat…
cs.CY2019
Forecasting residential gas demand: machine learning approaches and seasonal role of temperature forecasts
Andrea Marziali, Emanuele Fabbiani, Giuseppe De Nicolao
Gas demand forecasting is a critical task for energy providers as it impacts on pipe reservation and stock planning. In this paper, the one-day-ahead forecasting of residential gas…
q-fin.PR2018
Fast calibration of two-factor models for energy option pricing
Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao
Energy companies need efficient procedures to perform market calibration of stochastic models for commodities. If the Black framework is chosen for option pricing, the bottleneck o…