Blar i Brage NMBU på forfatter "Rydin Gorjão, Leonardo"
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jumpdiff: A Python Library for Statistical Inference of Jump-Diffusion Processes in Observational or Experimental Data Sets
Rydin Gorjão, Leonardo; Witthaut, Dirk; Lind, Pedro (Peer reviewed; Journal article, 2023)We introduce a Python library, called jumpdiff, which includes all necessary functions to assess jump-diffusion processes. This library includes functions which compute a set of non-parametric estimators of all contributions ... -
Understanding electricity prices beyond the merit order principle using explainable AI
Trebbien, Julius; Rydin Gorjão, Leonardo; Praktiknjo, Aaron; Schäfer, Benjamin; Witthaut, Dirk (Journal article, 2023)Electricity prices in liberalized markets are determined by the supply and demand for electric power, which are in turn driven by various external influences that vary strongly in time. In perfect competition, the merit ...