Intraday Electricity Price Forecasting: Predicting Conditional Moment using Statistical Learning and Tensor-based Methods

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Intraday Electricity Price Forecasting: Predicting Conditional Moment using Statistical Learning and Tensor-based Methods

Master Thesis (2025)

Author(s)

S.N. Stuger (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Contributor(s)

F. Fang – Mentor (TU Delft - Electrical Engineering, Mathematics and Computer Science)

C. Vuik – Graduation committee member (TU Delft - Electrical Engineering, Mathematics and Computer Science)

F. Yu – Graduation committee member (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Xiaoyu Shen – Mentor (FF Quant Advisory B.V.)

Faculty

Electrical Engineering, Mathematics and Computer Science

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https://resolver.tudelft.nl/uuid:c54da60c-d13c-4c30-aa77-1beba392a5d8

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Publication Year

2025

Language

English

Graduation Date

01-11-2025

Awarding Institution

Delft University of Technology

Programme

Applied Mathematics

Faculty

Electrical Engineering, Mathematics and Computer Science

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