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So far Luca Di Persio has created 5 blog entries.

On variables selection in energy market forecasting

In the present paper we report a case–study regarding how to optimally select a subset of variables among a given pool and on which to base a model for the prediction of short-term solar power generation. We will conduct our study without assuming any prior knowledge on the set of variables and in particular on [...]

2020-01-07T07:27:02+01:00July 5th, 2017|Research Paper|

Sentiment analysis : solutions and applications survey

With rise of machine learning and in particular deep neural networks, the problem of understanding the emotional tone of a text (sentiment analysis) has been solved with very high accuracy. In this article we show show the best way to solve this problem today.

2017-06-23T07:12:00+02:00June 16th, 2017|Article|

On the similar-day approach to energy load forecasting

Since the deregulamentation of energy markets, energy load forecasting and spot prices forecasting have become key ingredients of any energy market related operation. A consistent part of the literature concerning energy markets has been devoted to the modellization and to the consequent forecasting of short term quantities, either energy loads or spot prices. In this [...]

2017-07-05T08:20:10+02:00June 15th, 2017|Research Paper|

Stochastic volatility models for renewable energy market

Il campo delle energie rinnovabili è al centro di un crescente interesse tanto dal punto di vista della progettazione, installazione e sfruttamento degli impianti quanto e soprattutto per ciò che concerne i mercati finanziari collegati. Investire in derivati basati, ad esempio, sulla produzione di energia elettrica da pannelli solari implica l’esposizione a rischi economici peculiari, [...]

2017-07-05T08:21:37+02:00May 10th, 2017|Article|