相关论文: Power Market Price Forecasting via Deep Learning
The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…
In electricity markets, locational marginal price (LMP) forecasting is particularly important for market participants in making reasonable bidding strategies, managing potential trading risks, and supporting efficient system planning and…
Setting sale prices correctly is of great importance for firms, and the study and forecast of prices time series is therefore a relevant topic not only from a data science perspective but also from an economic and applicative one. In this…
We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…
This study presents the development and optimization of a deep learning model based on Long Short-Term Memory (LSTM) networks to predict short-term hourly electricity demand in C\'ordoba, Argentina. Integrating historical consumption data…
This study employs Long Short-Term Memory (LSTM) networks to forecast key performance indicators (KPIs), Occupancy (OCC), Average Daily Rate (ADR), and Revenue per Available Room (RevPAR), across five major cities: Manchester, Amsterdam,…
Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…
Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have…
There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…
Short-term load forecasting is of paramount importance in the efficient operation and planning of power systems, given its inherent non-linear and dynamic nature. Recent strides in deep learning have shown promise in addressing this…
Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using…
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…
Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…
The modern power grid is facing increasing complexities, primarily stemming from the integration of renewable energy sources and evolving consumption patterns. This paper introduces an innovative methodology that harnesses Convolutional…
Short-term load forecasting (STLF) is vital for the effective and economic operation of power grids and energy markets. However, the non-linearity and non-stationarity of electricity demand as well as its dependency on various external…
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…
Spectrum sensing allows cognitive radio systems to detect relevant signals in despite the presence of severe interference. Most of the existing spectrum sensing techniques use a particular signal-noise model with certain assumptions and…
Accurate stock price prediction is crucial for investors and financial institutions, yet the complexity of the stock market makes it highly challenging. This study aims to construct an effective model to enhance the prediction ability of…
Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…
In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…