18 citations · 37 across the 10 of their papers we have counts for
4 papers · 1 filter
Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets
Arkadiusz Lipiecki, Nikolaos Kourentzes, Rafal Weron
Day-ahead electricity price forecasts support trading and storage decisions, but for battery arbitrage predicting intraday price spreads is more relevant than predicting individual…
Foundation models for electricity price forecasting and battery arbitrage: Can they replace market-specific forecasting models?
Arkadiusz Lipiecki, Rafał Weron
Foundation models promise accurate forecasts with little or no task-specific training, but whether they can replace models designed specifically for electricity price forecasting r…
Probabilistic forecasting via post-processing prediction errors: In- or out-of-sample?
Piotr Zaborowski, Arkadiusz Lipiecki, Fotios Petropoulos +1
Many forecasting systems produce point forecasts even when decisions require information about uncertainty. We investigate whether post-processing methods can systematically improv…
Competition between private and expressed opinions in binary choice: the -EPO -voter model
Barbara Kamińska, Barbara Nowak, Arkadiusz Lipiecki +1
People often express opinions that differ from their privately held views, a phenomenon known in economy as preference falsification. Expressed-private opinion (EPO) models capture…