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相关论文: Transfer Learning for Electricity Price Forecastin…

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Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

机器学习 · 计算机科学 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive information of varying quality and relevance from data…

理论经济学 · 经济学 2022-10-07 Aitazaz Ali Raja , Pierre Pinson , Jalal Kazempour , Sergio Grammatico

Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this paper, we propose a novel concept of transfer risk and and analyze its…

数理金融 · 定量金融 2023-11-07 Haoyang Cao , Haotian Gu , Xin Guo , Mathieu Rosenbaum

Latent space model plays a crucial role in network analysis, and accurate estimation of latent variables is essential for downstream tasks such as link prediction. However, the large number of parameters to be estimated presents a…

统计方法学 · 统计学 2025-09-22 Kuangnan Fang , Ruixuan Qin , Xinyan Fan

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

统计金融 · 定量金融 2021-02-02 Michał Narajewski , Florian Ziel

Electrical energy is essential in today's society. Accurate electrical load forecasting is beneficial for better scheduling of electricity generation and saving electrical energy. In this paper, we propose theory-guided deep-learning load…

机器学习 · 计算机科学 2022-10-07 Jiaxin Gao , Wenbo Hu , Dongxiao Zhang , Yuntian Chen

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

系统与控制 · 电气工程与系统科学 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

计算工程、金融与科学 · 计算机科学 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

Despite their growing popularity, data-driven models of real-world dynamical systems require lots of data. However, due to sensing limitations as well as privacy concerns, this data is not always available, especially in domains such as…

机器学习 · 计算机科学 2023-02-24 Hussain Kazmi , Pierre Pinson

Modern software systems provide many configuration options which significantly influence their non-functional properties. To understand and predict the effect of configuration options, several sampling and learning strategies have been…

With the growing popularity of electric vehicles as a means of addressing climate change, concerns have emerged regarding their impact on electric grid management. As a result, predicting EV charging demand has become a timely and important…

机器学习 · 计算机科学 2026-04-01 Iason Kyriakopoulos , Yannis Theodoridis

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

机器学习 · 计算机科学 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

It is very vital for suppliers and distributors to predict the deregulated electricity prices for creating their bidding strategies in the competitive market area. Pre requirement of succeeding in this field, accurate and suitable…

统计金融 · 定量金融 2016-10-27 T. O. Benli

Modern software systems are built to be used in dynamic environments using configuration capabilities to adapt to changes and external uncertainties. In a self-adaptation context, we are often interested in reasoning about the performance…

软件工程 · 计算机科学 2017-04-24 Pooyan Jamshidi , Miguel Velez , Christian Kästner , Norbert Siegmund , Prasad Kawthekar

In this work we considered several hybrid modelling approaches for forecasting energy spot prices in EPEC market. Hybridization is performed through combining a Naive model, Fourier analysis, ARMA and GARCH models, a mean-reversion and…

统计金融 · 定量金融 2020-10-19 Tahir Miriyev , Alessandro Contu , Kevin Schafers , Ion Gabriel Ion

Electricity price forecasting in Europe presents unique challenges due to increasing renewable generation variability, market integration, and the continent's physically interconnected power system. While recent advances in foundation…

计算工程、金融与科学 · 计算机科学 2026-05-12 Runyao Yu , Chenhui Gu , Jochen Stiasny , Qingsong Wen , Wasim Sarwar Dilov , Lianlian Qi , Jochen L. Cremer

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

The recent development of advanced machine learning methods for hybrid models has greatly addressed the need for the correct prediction of electrical prices. This method combines AlexNet and LSTM algorithms, which are used to introduce a…

This work presents a methodology for forward electricity contract price projection based on market equilibrium and social welfare optimization. In the methodology supply and demand for forward contracts are produced in such a way that each…

最优化与控制 · 数学 2019-11-27 Mateus A. Cavaliere , Sergio Granville , Gerson C. Oliveira , Mario V. F. Pereira

Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

机器学习 · 计算机科学 2018-11-26 Ganapathy S. Natarajan , Aishwarya Ashok