Search Results for author: Lubos Hanus

Found 2 papers, 2 papers with code

Learning Probability Distributions of Day-Ahead Electricity Prices

1 code implementation4 Oct 2023 Jozef Barunik, Lubos Hanus

We propose a novel machine learning approach to probabilistic forecasting of hourly day-ahead electricity prices.

Learning Probability Distributions in Macroeconomics and Finance

1 code implementation14 Apr 2022 Jozef Barunik, Lubos Hanus

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series.

Decision Making Time Series +1

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