Group 7B
Class Project for the Financial Engineering course Spring 2020 - POLIMI
DATASET: https://mega.nz/file/yNd2wKJI#OvMaGcIrh_8q91U0SJyxgVTzl2YMrLiA2q8anCP3JVw
Professor Roberto Baviera
Letizia Brambilla - letizia.brambilla@mail.polimi.it Konrad Hartmann - konrad.hartmann@mail.polimi.it Fabio Maggioni - fabio1.maggioni@mail.polimi.it
%% To run the code inside Python and Matlab the file gefcom.csv should be inside the repository folder, outside Matlab and Python, i.e. /FE2020NAX/gefcom.csv
%% [1] Azzone, M., & Baviera, R., (2020). Neural Network Middle-Term Probabilistic Forecasting of Daily Power Consumption. [2] Baviera, R., & Messuti, G., (2019). Daily middle-term probabilistic forecasting of power consump- tion in North-East England. Mimeo.