相关论文: Forecasting Crude Oil Prices Using Reservoir Compu…
This work extends a previous work in regime detection, which allowed trading positions to be profitably adjusted when a new regime was detected, to ex ante prediction of regimes, leading to substantial performance improvements over the…
We consider some crucial problems related to the secure and reliable operation of power systems with high renewable penetrations: how much reserve should we procure, how should reserve resources distribute among different locations, and how…
Our work presents two fundamental contributions. On the application side, we tackle the challenging problem of predicting day-ahead crypto-currency prices. On the methodological side, a new dynamical modeling approach is proposed. Our…
We develop a data-driven model, introducing recent advances in machine learning to reservoir simulation. We use a conventional reservoir modeling tool to generate training set and a special ensemble of artificial neural networks (ANNs) to…
Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…
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,…
Aqueous solubility is a valuable yet challenging property to predict. Computing solubility using first-principles methods requires accounting for the competing effects of entropy and enthalpy, resulting in long computations for relatively…
The aim of this study is to develop and apply an autonomous approach for predicting the probability of hydrocarbon reservoirs spreading in the studied area. The methodology uses machine learning algorithms in the problem of binary…
Continuous time models in the theory of real options give explicit formulas for optimal exercise strategies when options are simple and the price of an underlying asset follows a geometric Brownian motion. This paper suggests a general,…
We examine the problem of modeling and forecasting European Day-Ahead and Month-Ahead natural gas prices. For this, we propose two distinct probabilistic models that can be utilized in risk- and portfolio management. We use daily pricing…
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…
This study focuses on the application of the Heston model to option pricing, employing both theoretical derivations and empirical validations. The Heston model, known for its ability to incorporate stochastic volatility, is derived and…
One of the challenges in event extraction via traditional supervised learning paradigm is the need for a sizeable annotated dataset to achieve satisfactory model performance. It is even more challenging when it comes to event extraction in…
To reduce carbon emissions and minimize shipping costs, improving the fuel efficiency of ships is crucial. Various measures are taken to reduce the total fuel consumption of ships, including optimizing vessel parameters and selecting routes…
Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…
Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…
Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…
The paper describes the usage of intelligent approaches for field development tasks that may assist a decision-making process. We focused on the problem of wells location optimization and two tasks within it: improving the quality of oil…
Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…
Being able to predict when invoices will be paid is valuable in multiple industries and supports decision-making processes in most financial workflows. However, due to the complexity of data related to invoices and the fact that the…