Related papers: Deep Convolutional Neural Network Model for Short-…
Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…
In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…
As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…
Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…
Accurate day-ahead individual residential load forecasting is of great importance to various applications of smart grid on day-ahead market. Deep learning, as a powerful machine learning technology, has shown great advantages and promising…
Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…
Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…
Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…
We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where one network learns the price and the other learns the delta…
The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…
With the rapid development of electricity markets, price volatility has significantly increased, making accurate forecasting crucial for power system operations and market decisions. Traditional linear models cannot capture the complex…
Identifying sleep stages and patterns is an essential part of diagnosing and treating sleep disorders. With the advancement of smart technologies, sensor data related to sleeping patterns can be captured easily. In this paper, we propose a…
Due to limited computational resources, medium-range temperature forecasts typically rely on low-resolution numerical weather prediction (NWP) models, which are prone to systematic and random errors. We propose a method that integrates a…
Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…
The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…
Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…
In this paper, we consider the problem of developing predictive models with limited data for energy assets such as electricity loads, PV power generations, etc. We specifically investigate the cases where the amount of historical data is…
We present an empirical study of applying deep Convolutional Neural Networks (CNN) to the task of fashion and apparel image classification to improve meta-data enrichment of e-commerce applications. Five different CNN architectures were…
Regional solar power forecasting, which involves predicting the total power generation from all rooftop photovoltaic systems in a region holds significant importance for various stakeholders in the energy sector. However, the vast amount of…
In this paper we propose a new method for probabilistic forecasting of electricity prices. It is based on averaging point forecasts from different models combined with expectile regression. We show that deriving the predicted distribution…