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Grzegorz Marcjasz

Personal Details

First Name:Grzegorz
Middle Name:
Last Name:Marcjasz
Suffix:
RePEc Short-ID:pma2533
[This author has chosen not to make the email address public]
Terminal Degree:2019 Instytut Matematyki i Informatyki; Politechnika Wrocławska (from RePEc Genealogy)

Affiliation

Katedra Badań Operacyjnych i Inteligencji Biznesowej
Politechnika Wrocławska

Wrocław, Poland
http://kbo.pwr.edu.pl/
RePEc:edi:kbpwrpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023. "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS) WORMS/23/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  2. Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
  3. Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022. "Electricity Price Forecasting: The Dawn of Machine Learning," Papers 2204.00883, arXiv.org.
  4. Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  5. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021. "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS) WORMS/21/12, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  6. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS) WORMS/21/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  7. Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020. "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  8. Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020. "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers 2008.08006, arXiv.org.
  9. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  10. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers 2008.08004, arXiv.org, revised Dec 2020.
  11. Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018. "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports HSC/18/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  12. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  13. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  14. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  15. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports HSC/17/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  16. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.

Articles

  1. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  2. Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
  3. Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).
  4. Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, vol. 293(C).
  5. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021. "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, vol. 14(11), pages 1-17, June.
  6. Grzegorz Marcjasz, 2020. "Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme," Energies, MDPI, vol. 13(18), pages 1-18, September.
  7. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
  8. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  9. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
  10. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1520-1532.
  11. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  12. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Paul R Nail & Katarzyna Sznajd-Weron, 2018. "Think then act or act then think?," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-19, November.
  13. Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018. "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 11(9), pages 1-20, September.
  14. Rafał Apriasz & Tyll Krueger & Grzegorz Marcjasz & Katarzyna Sznajd-Weron, 2016. "The Hunt Opinion Model—An Agent Based Approach to Recurring Fashion Cycles," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-19, November.

Software components

  1. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021. "EPFTOOLBOX: The first open-access PYTHON library for driving research in electricity price forecasting (EPF)," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  2. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "ENERGIES_14_3249_MATLAB: MATLAB codes for computing combinations of electricity spot price forecasts as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  3. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "ENERGIES_14_3249_PYTHON: Market data and PYTHON codes for computing electricity spot price forecasts using LASSO-estimated AR (LEAR) models as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/03, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (16) 2017-05-14 2017-08-27 2018-09-03 2018-09-03 2018-09-10 2018-09-10 2020-03-02 2020-09-07 2020-09-07 2021-01-25 2021-04-05 2021-04-26 2021-10-25 2022-05-09 2022-08-29 2023-12-04. Author is listed
  2. NEP-FOR: Forecasting (15) 2017-05-14 2017-08-27 2018-09-03 2018-09-03 2018-09-10 2020-03-02 2020-09-07 2020-09-07 2021-01-25 2021-04-05 2021-04-26 2021-10-25 2022-05-09 2022-08-29 2023-12-04. Author is listed
  3. NEP-BIG: Big Data (9) 2017-08-27 2018-09-03 2018-09-10 2020-09-07 2020-09-07 2021-04-26 2022-05-09 2022-08-29 2023-12-04. Author is listed
  4. NEP-CMP: Computational Economics (8) 2017-08-27 2018-09-03 2018-09-03 2020-09-07 2021-04-26 2022-05-09 2022-08-29 2023-12-04. Author is listed
  5. NEP-ORE: Operations Research (5) 2017-08-27 2021-04-05 2021-04-26 2021-10-25 2022-05-09. Author is listed
  6. NEP-MST: Market Microstructure (3) 2018-09-10 2020-03-02 2021-01-25
  7. NEP-REG: Regulation (3) 2017-08-27 2018-09-10 2018-09-10
  8. NEP-ETS: Econometric Time Series (1) 2018-09-03
  9. NEP-MAC: Macroeconomics (1) 2023-12-04

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