Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices

17 March 2023

Papers citing "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices"

6 / 6 papers shown

Title
Time-Series Foundation Model for Value-at-Risk Forecasting Anubha Goel P. Pasricha Juho Kanniainen AI4TS 41 0 0 31 Dec 2024
Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding? W. Nitka R. Weron 21 11 0 29 Aug 2023
Distributional neural networks for electricity price forecasting Grzegorz Marcjasz Michał Narajewski R. Weron F. Ziel 29 52 0 06 Jul 2022
Smoothed Bernstein Online Aggregation for Day-Ahead Electricity Demand Forecasting F. Ziel 29 22 0 13 Jul 2021
CRPS Learning Jonathan Berrisch F. Ziel 40 25 0 01 Feb 2021
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 164 2,567 0 28 Mar 2008