Related papers: A Novel Multivariate Bi-LSTM model for Short-Term …
The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…
Host load prediction is the basic decision information for managing the computing resources usage on the cloud platform, its accuracy is critical for achieving the servicelevel agreement. Host load data in cloud environment is more high…
In recent decades, financial quantification has emerged and matured rapidly. For financial institutions such as funds, investment institutions are increasingly dissatisfied with the situation of passively constructing investment portfolios…
Accurate Remaining Useful Life (RUL) prediction is a key requirement for effective Prognostics and Health Management (PHM) in safety-critical systems such as aero-engines. Existing deep learning approaches, particularly LSTM-based models,…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
We employ both random forests and LSTM networks (more precisely CuDNNLSTM) as training methodologies to analyze their effectiveness in forecasting out-of-sample directional movements of constituent stocks of the S&P 500 from January 1993…
Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…
Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…
Long Short-Term Memory Networks (LSTMs) have been applied to daily discharge prediction with remarkable success. Many practical scenarios, however, require predictions at more granular timescales. For instance, accurate prediction of short…
Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…
Since the chemical industry index is one of the important indicators to measure the development of the chemical industry, forecasting it is critical for understanding the economic situation and trends of the industry. Taking the…
Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term…
This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but…
Higher penetration of renewable and smart home technologies at the residential level challenges grid stability as utility-customer interactions add complexity to power system operations. In response, short-term residential load forecasting…
Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and…
Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…
Bidirectional Long Short-Term Memory (LSTM) is a special kind of Recurrent Neural Network (RNN) architecture which is designed to model sequences and their long-range dependencies more precisely than RNNs. This paper proposes to use deep…
Global oil demand is rapidly increasing and is expected to reach 106.3 million barrels per day by 2040. Thus, it is vital for hydrocarbon extraction industries to forecast their production to optimize their operations and avoid losses. Big…
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…
The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…