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Electricity Price Forecasting based on Order Books: a differentiable optimization approach.
Léonard Tschora
Tias Guns
Erwan Pierre
Marc Plantevit
Céline Robardet
Published in:
DSAA (2023)
Keyphrases
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optimization algorithm
case study
objective function
pairwise
evolutionary algorithm
long term
computational intelligence
short term
optimization method
optimization model
electricity markets
market clearing