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Trend-following strategies underpin many systematic trading approaches yet struggle under nonstationary and nonlinear market regimes. We propose an LSTM-based framework to forecast next-day trend differences ($\Delta_t$) for the top 30 S\&P…

Trading and Market Microstructure · Quantitative Finance 2026-03-17 Harris Buchanan , Eric Benhamou

Validating engineering wake models under real-world operational conditions is essential for improving wind farm performance predictions. This study uses a unique dataset from the Lillgrund offshore wind farm, collected during the Horizon…

Short-term industrial enterprises power system forecasting is an important issue for both load control and machine protection. Scientists focus on load forecasting but ignore other valuable electric-meters which should provide guidance of…

Machine Learning · Computer Science 2024-06-04 Xiaoqiao Chen

Load-forecasting problems have already been widely addressed with different approaches, granularities and objectives. Recent studies focus not only on deep learning methods but also on forecasting loads on single building level. This study…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Thomas Steens , Jan-Simon Telle , Benedikt Hanke , Karsten von Maydell , Carsten Agert , Gian-Luca di Modica , Bernd Engel , Matthias Grottke

This study evaluates three probabilistic forecasting strategies using LightGBM: global pooling, cluster-level pooling, and station-level modeling across a range of scenarios, from fully homogeneous simulated data to highly heterogeneous…

Applications · Statistics 2025-09-11 Jiahe Ling , Wei Biao Wu

Short-term forecasting of residential electricity demand is an important task for utilities. Yet, many small and medium-sized utilities still use simple forecasting approaches such as Synthesized Load Profiles, which treat residential…

Computers and Society · Computer Science 2025-03-10 Daniel R. Bayer , Felix Haag , Marco Pruckner , Konstantin Hopf

Recent advances in Time Series Foundation Models (TSFMs) promise zero-shot forecasting capabilities with minimal task-specific training. While these models have shown strong performance across generic benchmarks, their applicability in…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Chi Bui , Maria Margarida Mascarenhas , Arnaud Verstraeten , Hussain Kazmi

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

Trading and Market Microstructure · Quantitative Finance 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

Electricity supply must be matched with demand at all times. This helps reduce the chances of issues such as load frequency control and the chances of electricity blackouts. To gain a better understanding of the load that is likely to be…

Econometrics · Economics 2021-03-09 Alexander J. M. Kell , A. Stephen McGough , Matthew Forshaw

Accurately forecasting power outages is a complex task influenced by diverse factors such as weather conditions [1], vegetation, wildlife, and load fluctuations. These factors introduce substantial variability and noise into outage data,…

Machine Learning · Computer Science 2025-09-23 Subhabrata Das , Bodruzzaman Khan , Xiao-Yang Liu

Electricity price signals in modern power systems exhibit complex dependence structures that render forecasting inherently challenging. Our analysis of real-world pricing signals from the California Independent System Operator (CAISO)…

Applications · Statistics 2026-05-28 Keyi Wang , Jiaxiang Ji , Mahan Mansouri , Ahmed Aziz Ezzat

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions, and the interaction between wakes. Physics-based models that capture the wake flow-field with high-fidelity are…

Machine Learning · Computer Science 2021-11-17 S. Ashwin Renganathan , Romit Maulik , Stefano Letizia , Giacomo Valerio Iungo

Data-driven weather forecast based on machine learning (ML) has experienced rapid development and demonstrated superior performance in the global medium-range forecast compared to traditional physics-based dynamical models. However, most of…

Machine Learning · Computer Science 2024-08-19 Wanghan Xu , Kang Chen , Tao Han , Hao Chen , Wanli Ouyang , Lei Bai

Developing an accurate prediction model for housing prices is always needed for socio-economic development and well-being of citizens. In this paper, a diverse set of machine learning algorithms such as XGBoost, CatBoost, Random Forest,…

Machine Learning · Computer Science 2020-06-19 Shashi Bhushan Jha , Radu F. Babiceanu , Vijay Pandey , Rajesh Kumar Jha

With the evolution of power systems as it is becoming more intelligent and interactive system while increasing in flexibility with a larger penetration of renewable energy sources, demand prediction on a short-term resolution will…

Machine Learning · Computer Science 2022-12-20 Saad Emshagin , Wayes Koroni Halim , Rasha Kashef

This study investigates the effectiveness of several machine learning algorithms for static malware detection using the EMBER dataset, which contains feature representations of Portable Executable (PE) files. We evaluate eight…

Cryptography and Security · Computer Science 2025-07-28 Md Min-Ha-Zul Abedin , Tazqia Mehrub

This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Neural and Evolutionary Computing · Computer Science 2009-06-29 Siddhivinayak Kulkarni , Imad Haidar

The recent energy crisis starting in 2021 led to record-high gas, coal, carbon and power prices, with electricity reaching up to 40 times the pre-crisis average. This had dramatic consequences for operational and risk management prompting…

Applications · Statistics 2024-08-27 Paul Ghelasi , Florian Ziel

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through a bottom-up approach of plant-level forecasts, incorporate…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Eloi Lindas , Yannig Goude , Philippe Ciais

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic