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相关论文: Power Market Price Forecasting via Deep Learning

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Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…

机器学习 · 计算机科学 2020-10-14 Dipanwita Saha , Felipe Lopez

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

机器学习 · 计算机科学 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

统计金融 · 定量金融 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

机器学习 · 计算机科学 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

交易与市场微观结构 · 定量金融 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

信号处理 · 电气工程与系统科学 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…

计算金融 · 定量金融 2023-07-14 Zhu Bangyuan

Detecting inaccurate smart meters and targeting them for replacement can save significant resources. For this purpose, a novel deep-learning method was developed based on long short-term memory (LSTM) and a modified convolutional neural…

信号处理 · 电气工程与系统科学 2020-08-11 Ming Liu , Dongpeng Liu , Guangyu Sun , Yi Zhao , Duolin Wang , Fangxing Liu , Xiang Fang , Qing He , Dong Xu

Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in…

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

计算金融 · 定量金融 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

应用统计 · 统计学 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

This study investigates the performance of machine learning models in forecasting electricity Day-Ahead Market (DAM) prices using short historical training windows, with a focus on detecting seasonal trends and price spikes. We evaluate…

Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…

机器学习 · 计算机科学 2024-11-07 Alexandru-Victor Andrei , Georg Velev , Filip-Mihai Toma , Daniel Traian Pele , Stefan Lessmann

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

统计金融 · 定量金融 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong…

统计金融 · 定量金融 2021-06-25 Liping Yang

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…

系统与控制 · 电气工程与系统科学 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult…

投资组合管理 · 定量金融 2021-12-24 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

统计金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

计算工程、金融与科学 · 计算机科学 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler