3 papers
stat.ML2026
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
Simon Hirsch
Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - re…
stat.ML2026
Online Distributional Regression
Simon Hirsch, Jonathan Berrisch, Florian Ziel
Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain manag…
q-fin.ST2026
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
Simon Hirsch, Florian Ziel
Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, t…