42 citations · 59 across the 9 of their papers we have counts for
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econ.EM2022★ 42 cited
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
Oliver Grothe, Fabian Kächele, Fabian Krüger
Modeling price risks is crucial for economic decision making in energy markets. Besides the risk of a single price, the dependence structure of multiple prices is often relevant. W…
cs.LG2022★ 3 cited
Signing the Supermask: Keep, Hide, Invert
Nils Koster, Oliver Grothe, Achim Rettinger
The exponential growth in numbers of parameters of neural networks over the past years has been accompanied by an increase in performance across several fields. However, due to the…