Valuation of electricity storage contracts using the COS method.
Boris C. BoonstraCornelis W. OosterleePublished in: Appl. Math. Comput. (2021)
Keyphrases
- detection method
- segmentation method
- synthetic data
- high accuracy
- high precision
- classification accuracy
- clustering method
- dynamic programming
- significant improvement
- evolutionary algorithm
- classification method
- support vector machine svm
- detection algorithm
- feature selection
- rbf neural network
- fully automatic
- machine learning
- model selection
- probabilistic model
- computational complexity
- similarity measure