Michele Azzone
Michele Azzone is a PhD student in mathematical models and method for engineering at Politecnico di Milano. He graduated in mathematical engineering with a specialization in quantitative finance and had a brief working experience in the banking sector as quantitative analyst. His main research topics are stochastic process and machine learning applications in finance.
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Articles by Michele Azzone
Neural network middle-term probabilistic forecasting of daily power consumption
The authors propose a new modeling approach that incorporates trend, seasonality and weather conditions as explicative variables in a shallow neural network with an autoregressive feature.