Zastosowanie drzew decyzyjnych XGB w prognozowaniu cen energii elektrycznej
[Application of eXtreme Gradient Boosted (XGB) decision trees in electricity price forecasting]

Kaja Bilińska (Katedra Badań Operacyjnych i Inteligencji Biznesowej, PWr, Wrocław)


The presentation will explore the application and results of eXtreme Gradient Boosted Decision 
Trees (XGB) for forecasting electricity prices. The principles behind XGB will be explained, and 
different versions of the XGB algorithm, incorporating various loss functions, will be compared. 
The effectiveness of the proposed models will be evaluated based on total profit and profit per 
trade generated.