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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

Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…

交易与市场微观结构 · 定量金融 2025-12-16 Anna Perekhodko , Robert Ślepaczuk

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

统计金融 · 定量金融 2019-09-04 Samuel Asante Gyamerah

As the availability, size and complexity of data have increased in recent years, machine learning (ML) techniques have become popular for modeling. Predictions resulting from applying ML models are often used for inference, decision-making,…

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but…

投资组合管理 · 定量金融 2023-09-28 Jakub Michańków , Paweł Sakowski , Robert Ślepaczuk

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

交易与市场微观结构 · 定量金融 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

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

This paper investigates an optimal integration of deep learning with financial models for robust asset price forecasting. Specifically, we developed a hybrid framework combining a Long Short-Term Memory (LSTM) network with the Merton-L\'evy…

统计金融 · 定量金融 2025-12-10 Mohammed Alruqimi , Luca Di Persio

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

机器学习 · 计算机科学 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

This paper focuses on the application and optimization of LSTM model in financial risk prediction. The study starts with an overview of the architecture and algorithm foundation of LSTM, and then details the model training process and…

机器学习 · 计算机科学 2024-06-03 Ke Xu , Yu Cheng , Shiqing Long , Junjie Guo , Jue Xiao , Mengfang Sun

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

统计金融 · 定量金融 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

计算工程、金融与科学 · 计算机科学 2025-05-09 Rajneesh Chaudhary

Electric energy is difficult to store, requiring stricter control over its generation, transmission, and distribution. A persistent challenge in power systems is maintaining real-time equilibrium between electricity demand and supply.…

信号处理 · 电气工程与系统科学 2025-05-27 Aurausp Maneshni

Demand forecasting in supply chain management (SCM) is critical for optimizing inventory, reducing waste, and improving customer satisfaction. Conventional approaches frequently neglect external influences like weather, festivities, and…

机器学习 · 计算机科学 2026-01-09 Anees Fatima , Mohammad Abdus Salam

Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk of overpaying or delayed/unprocessed transactions in this…

机器学习 · 计算机科学 2023-05-16 Conall Butler , Martin Crane

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…

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

计算金融 · 定量金融 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit