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A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period.

Xi Kleisinger-YuVlatka KomaricMartin LarssonMarkus Regez
Published in: SIAM J. Financial Math. (2020)
Keyphrases
  • long term
  • short term
  • main contribution
  • data sets
  • machine learning
  • case study
  • similarity measure
  • multiscale
  • expert systems
  • cloud computing