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SSRNEconometrics & Forecasting

ML & Deep Learning for Electricity Price Forecasting

The paper introduces a seasonal attention mechanism through the BiLSTM model, improving forecasts of extreme prices in the British electricity market.

Featured in No. 13 on 24 Aug 2023 · 3 days after release

Released
21 Aug 2023
First featured
No. 13 · 24 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4547250

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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