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Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we…

Computational Engineering, Finance, and Science · Computer Science 2025-06-09 Feliks Bańka , Jarosław A. Chudziak

Electricity price forecasts play a crucial role in making key business decisions within the electricity markets. A focal point in this domain are probabilistic predictions, which delineate future price values in a more comprehensive manner…

Machine Learning · Computer Science 2025-01-22 Grzegorz Zakrzewski , Kacper Skonieczka , Mikołaj Małkiński , Jacek Mańdziuk

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Task embeddings in multi-layer perceptrons for multi-task learning and inductive transfer learning in renewable power forecasts have recently been introduced. In many cases, this approach improves the forecast error and reduces the required…

Machine Learning · Computer Science 2022-05-02 Jens Schreiber , Stephan Vogt , Bernhard Sick

Machine learning has recently been applied and deployed at several light source facilities in the domain of Accelerator Physics. We introduce an approach based on machine learning to produce a fast-executing model that predicts the…

Accelerator Physics · Physics 2022-01-19 Ryan Sheppard , Cameron Baribeau , Tor Pedersen , Mark Boland , Drew Bertwistle

Transfer learning involves taking information and insight from one problem domain and applying it to a new problem domain. Although widely used in practice, theory for transfer learning remains less well-developed. To address this, we prove…

Machine Learning · Statistics 2020-06-24 Jake Williams , Abel Tadesse , Tyler Sam , Huey Sun , George D. Montanez

Electricity markets are highly complex, involving lots of interactions and complex dependencies that make it hard to understand the inner workings of the market and what is driving prices. Econometric methods have been developed for this,…

Machine Learning · Computer Science 2025-06-26 Antoine Pesenti , Aidan OSullivan

Solving the optimal power flow (OPF) problem in real-time electricity market improves the efficiency and reliability in the integration of low-carbon energy resources into the power grids. To address the scalability and adaptivity issues of…

Machine Learning · Computer Science 2021-06-22 Shaohui Liu , Chengyang Wu , Hao Zhu

Electricity forecasting has been a recurring research topic, as it is key to finding the right balance between production and consumption. While most papers are focused on the national or regional scale, few are interested in the household…

Transfer learning is a vital technique that generalizes models trained for one setting or task to other settings or tasks. For example in speech recognition, an acoustic model trained for one language can be used to recognize speech in…

Computation and Language · Computer Science 2015-11-20 Dong Wang , Thomas Fang Zheng

The intraday (ID) electricity market has received an increasing attention in the recent EU electricity-market discussions. This is partly because the uncertainty in the underlying power system is growing and the ID market provides an…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

Accurate short-term electricity price forecasting is crucial for strategically scheduling demand and generation bids in day-ahead markets. While data-driven techniques have shown considerable prowess in achieving high forecast accuracy in…

Machine Learning · Computer Science 2025-12-05 Maria Margarida Mascarenhas , Jilles De Blauwe , Mikael Amelin , Hussain Kazmi

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

The smart metering infrastructure has changed how electricity is measured in both residential and industrial application. The large amount of data collected by smart meter per day provides a huge potential for analytics to support the…

Machine Learning · Computer Science 2019-05-31 Nameer Al Khafaf , Mahdi Jalili , Peter Sokolowski

Transfer learning has become an essential technique to exploit information from the source domain to boost performance of the target task. Despite the prevalence in high-dimensional data, heterogeneity and heavy tails are insufficiently…

Machine Learning · Statistics 2023-11-07 Jiayu Huang , Mingqiu Wang , Yuanshan Wu

The prediction of electrical power in combined cycle power plants is a key challenge in the electrical power and energy systems field. This power output can vary depending on environmental variables, such as temperature, pressure, and…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Jesus L. Lobo , Igor Ballesteros , Izaskun Oregi , Javier Del Ser

Transfer learning aims at building robust prediction models by transferring knowledge gained from one problem to another. In the semantic Web, learning tasks are enhanced with semantic representations. We exploit their semantics to augment…

Machine Learning · Computer Science 2019-06-25 Freddy Lecue , Jiaoyan Chen , Jeff Z. Pan , Huajun Chen

Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has…

Machine Learning · Statistics 2023-12-22 Piotr M. Suder , Jason Xu , David B. Dunson

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan