PD Dr. John Schoenmakers
Prof. Dr. Vladimir Spokoiny
Duration: 01.06.2017 - 31.12.2018
One of the main goals in
this project is a systematic numerical treatment of generic optimal
decision problems in real-life applications that encounter in energy markets by incorporating ``deep Learning'', a recent concept for
data analysis and prediction. Also it is intended to include principles of deep learning in methods
for forecasting and estimating price distribution processes in a systematic way.