Search Results for author: Andrea Marziali

Found 3 papers, 1 papers with code

Forecasting residential gas demand: machine learning approaches and seasonal role of temperature forecasts

no code implementations4 Jan 2019 Andrea Marziali, Emanuele Fabbiani, Giuseppe De Nicolao

On the Italian data, it is shown that temperature forecast errors account for some 18% of the mean squared error of gas demand forecasts provided by ANN.

BIG-bench Machine Learning

Fast calibration of two-factor models for energy option pricing

1 code implementation11 Sep 2018 Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao

Energy companies need efficient procedures to perform market calibration of stochastic models for commodities.

Pricing of Securities

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