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Electricity Price Prediction Using Logistic Smooth Transition Regression

Intraday Pattern in the Cross-Section of Stock Returns. Team Advisor: Dr. Shijie Deng. Jinsoo Park jpark377@gatech.edu Shangjia Wang wangsj@gatech.edu Quantitative and Computational Finance. Electricity Price Prediction Using Logistic Smooth Transition Regression. 4:00pm. 9:30am.

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Lagged 30 min return - PowerPoint PPT Presentation

Electricity Price Prediction Using Logistic Smooth Transition Regression