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In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no…
Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…
Simulating long-term hydrothermal bid-based markets considering strategic agents is a challenging task. The representation of strategic agents considering intertemporal constraints within a stochastic framework brings additional complexity…
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…
With the continuous expansion of the scale of air transport, the demand for aviation meteorological support also continues to grow. The impact of hazardous weather on flight safety is critical. How to effectively use meteorological data to…
Demand response (DR), as one of the important energy resources in the future's grid, provides the services of peak shaving, enhancing the efficiency of renewable energy utilization with a short response period, and low cost. Various…
In this paper, a multivariate constrained robust M-regression (MCRM) method is developed to estimate shaping coefficients for electricity forward prices. An important benefit of the new method is that model arbitrage can be ruled out at an…
In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…
Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…
In recent years, feature selection has become a challenging problem in several machine learning fields, such as classification problems. Support Vector Machine (SVM) is a well-known technique applied in classification tasks. Various…
The support vector machine (SVM) has an asymptotic behavior that parallels that of the quasi-maximum likelihood estimator (QMLE) for binary outcomes generated by a binary choice model (BCM), although it is not a QMLE. We show that, under…
In this paper, a short-term load forecasting approach based network reconfiguration is proposed in a parallel manner. Specifically, a support vector regression (SVR) based short-term load forecasting approach is designed to provide an…
In this paper a data analytical approach featuring support vector machines (SVM) is employed to train a predictive model over an experimentaldataset, which consists of the most relevant studies for two-phase flow pattern prediction. The…
Real-time Bidding (RTB) advertisers wish to \textit{know in advance} the expected cost and yield of ad campaigns to avoid trial-and-error expenses. However, Campaign Performance Forecasting (CPF), a sequence modeling task involving tens of…
In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…
A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…
We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time…
Real Call Detail Records (CDR) are analyzed and classified based on Support Vector Machine (SVM) algorithm. The daily classification results in three traffic classes. We use two different algorithms, K-means and SVM to check the…
The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions…
This paper presents an integrated model for bidding energy storage in day-ahead and real-time markets to maximize profits. We show that in integrated two-stage bidding, the real-time bids are independent of day-ahead settlements, while the…