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In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Electrical power systems are increasing in size, complexity, as well as dynamics due to the growing integration of renewable energy resources, which have sporadic power generation. This necessitates the development of near real-time power…

Machine Learning · Computer Science 2023-03-02 Ognjen Kundacina , Gorana Gojic , Mile Mitrovic , Dragisa Miskovic , Dejan Vukobratovic

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2025-06-30 Mehul Gautam

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

Optimization and Control · Mathematics 2024-10-22 Xi Gao , Jinxin Xiong , Akang Wang , Qihong Duan , Jiang Xue , Qingjiang Shi

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen

Accurate forecasts of photovoltaic power generation (PVPG) are essential to optimize operations between energy supply and demand. Recently, the propagation of sensors and smart meters has produced an enormous volume of data, which supports…

Machine Learning · Computer Science 2022-06-14 Xing Luo , Dongxiao Zhang

Energy disaggregation estimates appliance-by-appliance electricity consumption from a single meter that measures the whole home's electricity demand. Recently, deep neural networks have driven remarkable improvements in classification…

Neural and Evolutionary Computing · Computer Science 2015-09-29 Jack Kelly , William Knottenbelt

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

We explore the use of deep reinforcement learning to provide strategies for long term scheduling of hydropower production. We consider a use-case where the aim is to optimise the yearly revenue given week-by-week inflows to the reservoir…

Machine Learning · Computer Science 2020-12-14 Signe Riemer-Sorensen , Gjert H. Rosenlund

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

Short Term Load Forecast (STLF) is necessary for effective scheduling, operation optimization trading, and decision-making for electricity consumers. Modern and efficient machine learning methods are recalled nowadays to manage complicated…

Applications · Statistics 2021-10-20 Junjie Hu , Brenda López Cabrera , Awdesch Melzer

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

This paper proposes a few-shot classification framework based on Large Language Models (LLMs) to predict whether the next day will have spikes in real-time electricity prices. The approach aggregates system state information, including…

Machine Learning · Computer Science 2026-02-20 Saud Alghumayjan , Ming Yi , Bolun Xu

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

We investigate the effectiveness of different machine learning methodologies in predicting economic cycles. We identify the deep learning methodology of Bi-LSTM with Autoencoder as the most accurate model to forecast the beginning and end…

General Economics · Economics 2021-07-26 Zihao Wang , Kun Li , Steve Q. Xia , Hongfu Liu

Energy prediction in buildings plays a crucial role in effective energy management. Precise predictions are essential for achieving optimal energy consumption and distribution within the grid. This paper introduces a Long Short-Term Memory…

Machine Learning · Computer Science 2024-02-07 Aditya Mishra , Haroon R. Lone , Aayush Mishra

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

The scheduling and operation of power system becomes prominently complex and uncertain, especially with the penetration of distributed power. Load forecasting matters to the effective operation of power system. This paper proposes a novel…

Computational Engineering, Finance, and Science · Computer Science 2019-05-10 Tinghui Ouyang , Yusen He , Huajin Li , Zhiyu Sun , Stephen Baek