1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2022★ 1 cited
Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting
Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
Accurate electricity price forecasting is the main management goal for market participants since it represents the fundamental basis to maximize the profits for market players. How…
q-fin.ST2022
A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate
Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem
In this paper, dual generalized long memory modelling has been proposed to predict the electricity spot price. First, we focus on modelling the conditional mean of the series so we…