Name of QuantLet: Energy Price Modelling A comparative Evaluation of Four Generations of Forecasting Methods

Published in: Not yet published

Description: Benchmark of different ML forecasting models and methods. Detailed instructions on how to run the models and reproduce the visualizations

can be found in the notebooks Run_TS_Models.ipynb and Evaluate_and_Visualize_Forecasts.ipynb.

Keywords: Machine Learning, LLM, Deep Learning, Transformer architecture

Author: Alexandru-Victor ANDREI, Georg VELEV, Filip-Mihai TOMA, Daniel PELE, Stefan LESSMANN

Submitted: Energy Economics (waiting for approval)