Efthymios Stathakis

Democritus University of Thrace - Department of Economics

Komotini

Greece

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Scholarly Papers (1)

1.

Forecasting Electricity Price Spikes Using Support Vector Machines

Number of pages: 27 Posted: 22 Jun 2017 Last Revised: 19 Jul 2018
Efthymios Stathakis, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
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Abstract:

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electricity prices, extreme value theory, exponential GARCH, multiclass, support vector machines