Publications

• Chen, Y., Xu, X., & Koch, T. (2020). “Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model”. Applied Energy, 262, 114486.

• Xu, X., Chen, Y., Goude, Y., & Yao, Q. (2020). “Probabilistic forecasting for daily electricity loads and quantiles for curve-to-curve regression”. Submitted.

• Xu, X., Chen, Y. “Deep switching state space model for non-stationary time series”. Submitted.

Working papers

• Xu, X., Chen, Y. “Deep stochastic volatility model.”