no code implementations • 12 May 2024 • Antonio Malpica-Morales, Miguel A. Duran-Olivencia, Serafim Kalliadasis
To overcome this inherent limitation, we adopt a NODE approach to learn, and at the same time predict, the difference between the actual electricity-price time series and the simulated price trajectories generated by the LE.
no code implementations • 13 Sep 2023 • Antonio Malpica-Morales, Peter Yatsyshin, Miguel A. Duran-Olivencia, Serafim Kalliadasis
We combine a Bayesian inference approach with the classical DFT apparatus to reconstruct the external potential, yielding a probabilistic description of the external potential functional form with inherent uncertainty quantification.