1 code implementation • 14 Mar 2022 • Wessel P. Bruinsma, Martin Tegnér, Richard E. Turner
The Gaussian Process Convolution Model (GPCM; Tobar et al., 2015a) is a model for signals with complex spectral structure.
no code implementations • 21 Jun 2021 • Gustav Hertz, Sandhya Sachidanandan, Balázs Tóth, Emil S. Jørgensen, Martin Tegnér
The purpose of our study is twofold.
no code implementations • 22 Mar 2019 • Daniel Poh, Stephen Roberts, Martin Tegnér
Secondly, in demonstrating that our model-based strategy outperforms the comparator, and can thus be employed for effective hedging in electricity markets.