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Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…

Machine Learning · Computer Science 2023-09-14 Yun Bai , Simon Camal , Andrea Michiorri

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Accurate forecasting of electric vehicle (EV) charging demand is critical for grid stability, infrastructure planning, and real-time charging optimization. In this work, we study the problem of early prediction of charging demand, where the…

Machine Learning · Computer Science 2026-05-07 Vasilis Perifanis , Foteini Nikolaidou , Nikolaos Pavlidis , Panagiotis Thomakos , Andreas Sendros

Understanding regional Consumer Price Index (CPI) dynamics is essential for timely and effective economic policymaking. However, traditional modeling procedures typically rely only on parametric panel modeling with low-frequency and…

Applications · Statistics 2026-04-09 Tianchen Gao , Ao Sun , Yurou Wang , Jingyuan Liu , Cheng Hsiao

Extreme Learning Machine (ELM) is an efficient and effective least-square-based learning algorithm for classification, regression problems based on single hidden layer feed-forward neural network (SLFN). It has been shown in the literature…

Machine Learning · Computer Science 2020-11-05 Ramesh Ragala , Bharadwaja kumar

Urban resource scheduling is an important part of the development of a smart city, and transportation resources are the main components of urban resources. Currently, a series of problems with transportation resources such as unbalanced…

Machine Learning · Computer Science 2020-09-02 Dongjie Wang , Yan Yang , Shangming Ning

This paper presents a multi-agent Deep Reinforcement Learning (DRL) framework for autonomous control and integration of renewable energy resources into smart power grid systems. In particular, the proposed framework jointly considers demand…

We present in this paper a model for forecasting short-term power loads based on deep residual networks. The proposed model is able to integrate domain knowledge and researchers' understanding of the task by virtue of different neural…

Machine Learning · Statistics 2018-05-31 Kunjin Chen , Kunlong Chen , Qin Wang , Ziyu He , Jun Hu , Jinliang He

We report successful results from using deep learning neural networks (DLNNs) to learn, purely by observation, the behavior of profitable traders in an electronic market closely modelled on the limit-order-book (LOB) market mechanisms that…

Computational Engineering, Finance, and Science · Computer Science 2018-11-08 Arthur le Calvez , Dave Cliff

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

A deep learning model is applied for predicting block-level parking occupancy in real time. The model leverages Graph-Convolutional Neural Networks (GCNN) to extract the spatial relations of traffic flow in large-scale networks, and…

Machine Learning · Computer Science 2019-05-14 Shuguan Yang , Wei Ma , Xidong Pi , Sean Qian

The widespread adoption of electric vehicles (EVs) has increased the importance of demand response in smart grids. This paper proposes a two-layer demand response optimization framework for EV users and aggregators, leveraging large…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Zhaoyi Zhang , Chenggang Cui , Ning Yang , Chuanlin Zhang

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

We develop a backward-in-time machine learning algorithm that uses a sequence of neural networks to solve optimal switching problems in energy production, where electricity and fossil fuel prices are subject to stochastic jumps. We then…

Optimization and Control · Mathematics 2023-09-19 Erhan Bayraktar , Asaf Cohen , April Nellis

This paper introduces a sophisticated and adaptable framework combining extreme value theory with radio maps to spatially model extreme channel conditions accurately. Utilising existing signal-to-noise ratio (SNR) measurements and…

Networking and Internet Architecture · Computer Science 2024-04-09 Dian Echevarría Pérez , Onel L. Alcaraz López , Hirley Alves

Integrating renewable energy sources into the power grid is becoming increasingly important as the world moves towards a more sustainable energy future in line with SDG 7. However, the intermittent nature of renewable energy sources can…

This paper leverages the statistics of extreme values to predict the worst-case convergence times of machine learning algorithms. Timing is a critical non-functional property of ML systems, and providing the worst-case converge times is…

Software Engineering · Computer Science 2024-04-11 Saeid Tizpaz-Niari , Sriram Sankaranarayanan

Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…

Machine Learning · Computer Science 2021-06-14 Nhuong V. Nguyen , Sybille Legitime
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