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Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

人工智能 · 计算机科学 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

系统与控制 · 电气工程与系统科学 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

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…

机器学习 · 计算机科学 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

机器学习 · 计算机科学 2025-01-15 Xin Lu

Accurate day-ahead individual residential load forecasting is of great importance to various applications of smart grid on day-ahead market. Deep learning, as a powerful machine learning technology, has shown great advantages and promising…

信号处理 · 电气工程与系统科学 2019-12-23 Yunyou Huang , Nana Wang , Wanling Gao , Xiaoxu Guo , Cheng Huang , Tianshu Hao , Jianfeng Zhan

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

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

统计金融 · 定量金融 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

机器学习 · 统计学 2026-04-27 Simon Hirsch

We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where one network learns the price and the other learns the delta…

数理金融 · 定量金融 2023-01-20 Andrew Na , Justin Wan

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

统计金融 · 定量金融 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

With the rapid development of electricity markets, price volatility has significantly increased, making accurate forecasting crucial for power system operations and market decisions. Traditional linear models cannot capture the complex…

机器学习 · 计算机科学 2025-12-02 Xuanyi Zhao , Jiawen Ding , Xueting Huang , Yibo Zhang

Identifying sleep stages and patterns is an essential part of diagnosing and treating sleep disorders. With the advancement of smart technologies, sensor data related to sleeping patterns can be captured easily. In this paper, we propose a…

信号处理 · 电气工程与系统科学 2022-04-29 Vidya Rohini Konanur Sathish , Wai Lok Woo , Edmond S. L. Ho

Due to limited computational resources, medium-range temperature forecasts typically rely on low-resolution numerical weather prediction (NWP) models, which are prone to systematic and random errors. We propose a method that integrates a…

大气与海洋物理 · 物理学 2026-04-09 Takuya Inoue , Takuya Kawabata

Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…

信号处理 · 电气工程与系统科学 2019-09-17 Yan Yang , Zhifang Yang , Juan Yu , Baosen Zhang

The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

计算金融 · 定量金融 2021-07-20 Wei Li , Denis Mike Becker

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

统计金融 · 定量金融 2015-02-24 B. W. Wanjawa , L. Muchemi

In this paper, we consider the problem of developing predictive models with limited data for energy assets such as electricity loads, PV power generations, etc. We specifically investigate the cases where the amount of historical data is…

机器学习 · 计算机科学 2019-06-07 Ali Hooshmand , Ratnesh Sharma

We present an empirical study of applying deep Convolutional Neural Networks (CNN) to the task of fashion and apparel image classification to improve meta-data enrichment of e-commerce applications. Five different CNN architectures were…

计算机视觉与模式识别 · 计算机科学 2018-11-13 Alexander Schindler , Thomas Lidy , Stephan Karner , Matthias Hecker

Regional solar power forecasting, which involves predicting the total power generation from all rooftop photovoltaic systems in a region holds significant importance for various stakeholders in the energy sector. However, the vast amount of…

机器学习 · 计算机科学 2024-03-05 Maneesha Perera , Julian De Hoog , Kasun Bandara , Damith Senanayake , Saman Halgamuge

In this paper we propose a new method for probabilistic forecasting of electricity prices. It is based on averaging point forecasts from different models combined with expectile regression. We show that deriving the predicted distribution…

应用统计 · 统计学 2024-02-13 Joanna Janczura