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This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

This paper presents a novel way to apply mathematical finance and machine learning (ML) to forecast stock options prices. Following results from the paper Quasi-Reversibility Method and Neural Network Machine Learning to Solution of…

Statistical Finance · Quantitative Finance 2022-12-13 Zheng Cao , Wenyu Du , Kirill V. Golubnichiy

Deep Convolutional Neural Networks (DCNN) have been proven to be effective for various computer vision problems. In this work, we demonstrate its effectiveness on a continuous object orientation estimation task, which requires prediction of…

Computer Vision and Pattern Recognition · Computer Science 2017-02-07 Kota Hara , Raviteja Vemulapalli , Rama Chellappa

In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…

General Finance · Quantitative Finance 2020-10-13 Lars Elend , Sebastian A. Tideman , Kerstin Lopatta , Oliver Kramer

This paper proposes a deep Convolutional Neural Network(CNN) with strong generalization ability for structural topology optimization. The architecture of the neural network is made up of encoding and decoding parts, which provide down- and…

Machine Learning · Computer Science 2020-04-01 Yiquan Zhang , Bo Peng , Xiaoyi Zhou , Cheng Xiang , Dalei Wang

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

Recent studies provide evidence that decomposing the electricity price into the long-term seasonal component (LTSC) and the remaining part, predicting both separately, and then combining their forecasts can bring significant accuracy gains…

Statistical Finance · Quantitative Finance 2025-03-05 Katarzyna Chęć , Bartosz Uniejewski , Rafał Weron

Detecting extreme events in large datasets is a major challenge in climate science research. Current algorithms for extreme event detection are build upon human expertise in defining events based on subjective thresholds of relevant…

Computer Vision and Pattern Recognition · Computer Science 2016-05-05 Yunjie Liu , Evan Racah , Prabhat , Joaquin Correa , Amir Khosrowshahi , David Lavers , Kenneth Kunkel , Michael Wehner , William Collins

The customizable nature of deep learning models have allowed them to be successful predictors in various disciplines. These models are often trained with respect to thousands or millions of instances for complicated problems, but the…

Machine Learning · Computer Science 2019-12-24 Drimik Roy Chowdhury , Muhammad Firmansyah Kasim

Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

Machine Learning · Computer Science 2018-11-26 Ganapathy S. Natarajan , Aishwarya Ashok

Power flow analysis plays a crucial role in examining the electricity flow within a power system network. By performing power flow calculations, the system's steady-state variables, including voltage magnitude, phase angle at each bus,…

Systems and Control · Electrical Eng. & Systems 2023-07-06 Mingjian Tuo , Xingpeng Li , Tianxia Zhao

This paper conducts research on the short-term electric load forecast method under the background of big data. It builds a new electric load forecast model based on Deep Auto-Encoder Networks (DAENs), which takes into account…

Signal Processing · Electrical Eng. & Systems 2019-07-23 Xin Shi

We present a hierarchical architecture based on Recurrent Neural Networks (RNNs) for predicting disaggregated inflation components of the Consumer Price Index (CPI). While the majority of existing research is focused mainly on predicting…

General Economics · Economics 2022-02-18 Oren Barkan , Jonathan Benchimol , Itamar Caspi , Eliya Cohen , Allon Hammer , Noam Koenigstein

The prediction of stock price movement direction is significant in financial circles and academic. Stock price contains complex, incomplete, and fuzzy information which makes it an extremely difficult task to predict its development trend.…

Statistical Finance · Quantitative Finance 2021-12-09 Ashish Kumar , Abeer Alsadoon , P. W. C. Prasad , Salma Abdullah , Tarik A. Rashid , Duong Thu Hang Pham , Tran Quoc Vinh Nguyen

A significant challenge in seasonal climate prediction is whether a prediction can beat climatology. We hereby present results from two data-driven models - a convolutional (CNN) and a recurrent (RNN) neural network - that predict 2 m…

Atmospheric and Oceanic Physics · Physics 2021-02-02 Etienne E. Vos , Ashley Gritzman , Sibusisiwe Makhanya , Thabang Mashinini , Campbell D. Watson

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Deep neural networks (DNN) have been studied in various machine learning areas. For example, event-related potential (ERP) signal classification is a highly complex task potentially suitable for DNN as signal-to-noise ratio is low, and…

Signal Processing · Electrical Eng. & Systems 2020-01-14 Lukas Vareka

Accurate short-term solar and wind power predictions play an important role in the planning and operation of power systems. However, the short-term power prediction of renewable energy has always been considered a complex regression…

Systems and Control · Electrical Eng. & Systems 2022-02-08 Wenlong Liao , Birgitte Bak-Jensen , Jayakrishnan Radhakrishna Pillai , Zhe Yang , Kuangpu Liu

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

Power demand forecasting is a critical task for achieving efficiency and reliability in power grid operation. Accurate forecasting allows grid operators to better maintain the balance of supply and demand as well as to optimize operational…

Other Computer Science · Computer Science 2019-04-30 Yao Cheng , Chang Xu , Daisuke Mashima , Vrizlynn L. L. Thing , Yongdong Wu