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

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

F. Fang – Mentor (TU Delft - Numerical Analysis)

Cornelis Vuik – Graduation committee member (TU Delft - Delft Institute of Applied Mathematics)

F. Yu – Graduation committee member (TU Delft - Applied Probability)

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