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03/15/2023
Probabilistic forecasting with Factor Quantile Regression: Application to electricity trading
This paper presents a novel approach for constructing probabilistic fore...
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02/01/2023
Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
This paper introduces a novel probabilistic forecasting technique called...
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07/11/2022
LASSO Principal Component Averaging – a fully automated approach for point forecast pooling
This paper develops a novel, fully automated forecast averaging scheme, ...
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04/25/2022