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Reliable gas price forecasts are an essential information for gas and energy traders, for risk managers and also economists. However, ahead of the war in Ukraine Europe began to suffer from substantially increased and volatile gas prices…

Machine Learning · Computer Science 2024-07-25 Stephan Schlüter , Sven Pappert , Martin Neumann

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

This article expands on research that has been done to develop a recurrent neural network (RNN) capable of predicting aircraft engine vibrations using long short-term memory (LSTM) neurons. LSTM RNNs can provide a more generalizable and…

Neural and Evolutionary Computing · Computer Science 2017-10-12 AbdElRahman ElSaid , Travis Desell , Fatima El Jamiy , James Higgins , Brandon Wild

This study investigates the application of machine learning algorithms, particularly in the context of pricing American options using Monte Carlo simulations. Traditional models, such as the Black-Scholes-Merton framework, often fail to…

Machine Learning · Computer Science 2024-09-06 Prudence Djagba , Callixte Ndizihiwe

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

Grain Growth strongly influences the mechanical behavior of materials, making its prediction a key objective in microstructural engineering. In this study, several deep learning approaches were evaluated, including recurrent neural networks…

Machine Learning · Computer Science 2025-11-18 Eliane Younes , Elie Hachem , Marc Bernacki

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

Statistical Finance · Quantitative Finance 2020-01-13 Zineb Lanbouri , Saaid Achchab

Standard LSTM(Long Short-Term Memory) neural networks provide accurate predictions for sales data in the retail industry, but require a lot of computing power. It can be challenging especially for mid to small retail industries. This paper…

Machine Learning · Computer Science 2026-02-19 Ravi Teja Pagidoju

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

Pricing of Securities · Quantitative Finance 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

LSTM or Long Short Term Memory Networks is a specific type of Recurrent Neural Network (RNN) that is very effective in dealing with long sequence data and learning long term dependencies. In this work, we perform sentiment analysis on a GOP…

Computation and Language · Computer Science 2020-05-11 Karthik Gopalakrishnan , Fathi M. Salem

We present a novel approach for predicting the distribution of asset returns using a quantile-based method with Long Short-Term Memory (LSTM) networks. Our model is designed in two stages: the first focuses on predicting the quantiles of…

Statistical Finance · Quantitative Finance 2025-01-29 Ísak Pétursson , María Óskarsdóttir

Being able to model and forecast international migration as precisely as possible is crucial for policymaking. Recently Google Trends data in addition to other economic and demographic data have been shown to improve the forecasting quality…

Machine Learning · Computer Science 2020-06-22 Nicolas Golenvaux , Pablo Gonzalez Alvarez , Harold Silvère Kiossou , Pierre Schaus

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…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

Autonomous prediction of traffic demand will be a key function in future cellular networks. In the past, researchers have used statistical methods such as Autoregressive integrated moving average (ARIMA) to provide traffic predictions.…

Networking and Internet Architecture · Computer Science 2020-03-06 Shan Jaffry

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

Machine Learning · Computer Science 2024-07-23 Hugo Inzirillo

Accurate electrical load forecasting is crucial for optimizing power system operations, planning, and management. As power systems become increasingly complex, traditional forecasting methods may fail to capture the intricate patterns and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Elias Raffoul , Mingjian Tuo , Cunzhi Zhao , Tianxia Zhao , Meng Ling , Xingpeng Li

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Electricity consumption forecasting has important implications for the mineral companies on guiding quarterly work, normal power system operation, and the management. However, electricity consumption prediction for the mineral company is…

Computer Vision and Pattern Recognition · Computer Science 2019-04-05 Youshan Zhang , Qi Li

Our study focuses on comparing the performance and resource requirements between different Long Short-Term Memory (LSTM) neural network architectures and an ANN specialized architecture for forex market prediction. We analyze the execution…

Machine Learning · Computer Science 2024-05-20 Theodoros Zafeiriou , Dimitris Kalles
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