:: Library Catalog

Imaxe de Portada

Gardado en:

Detalles Bibliográficos
Main Authors:	Yu, Runyao, Tao, Yuchen, Leimgruber, Fabian, Esterl, Tara, Stiasny, Jochen, Bunn, Derek W., Wen, Qingsong, Guo, Hongye, Cremer, Jochen L.
Formato:	Preprint
Publicado:	2025
Subjects:	Computational Finance Artificial Intelligence Machine Learning
Acceso en liña:	https://arxiv.org/abs/2502.06830
Tags:	Engadir etiqueta Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!

Títulos similares

Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets
por: Yu, Runyao, et al.
Publicado: (2026)

A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
por: Yu, Runyao, et al.
Publicado: (2026)

Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
por: Yu, Runyao, et al.
Publicado: (2025)

PriceFM: Foundation Model for Probabilistic Electricity Price Forecasting
por: Yu, Runyao, et al.
Publicado: (2025)

IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
por: Lee, Hanwool, et al.
Publicado: (2024)

Residual Power Flow for Neural Solvers
por: Stiasny, Jochen, et al.
Publicado: (2026)

Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
por: Hornek, Timothée, et al.
Publicado: (2025)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
por: Hirsch, Simon, et al.
Publicado: (2023)

Forecasting Intraday Volume in Equity Markets with Machine Learning
por: Cucuringu, Mihai, et al.
Publicado: (2025)

Sensitivity Quantification for Distribution System State Estimation
por: Mamudi, Betül, et al.
Publicado: (2026)

An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
por: Holý, Vladimír
Publicado: (2022)

End-to-End Probabilistic Framework for Learning with Hard Constraints
por: Utkarsh, Utkarsh, et al.
Publicado: (2025)

Estimating the Unobservable Components of Electricity Demand Response with Inverse Optimization
por: Esteban-Perez, Adrian, et al.
Publicado: (2024)

Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
por: Luwang, Salam Rabindrajit, et al.
Publicado: (2026)

ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space
por: Li, Yang, et al.
Publicado: (2025)

Forecasting Electricity Prices
por: Maciejowska, Katarzyna, et al.
Publicado: (2022)

Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
por: Nickelsen, Daniel, et al.
Publicado: (2024)

Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
por: Hirsch, Simon
Publicado: (2025)

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
por: Guseynov, Nikita, et al.
Publicado: (2026)

Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)

An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
por: Li, Chufeng, et al.
Publicado: (2024)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
por: Hirsch, Simon, et al.
Publicado: (2026)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
por: Brini, Alessio, et al.
Publicado: (2024)

Intraday Battery Dispatch for Hybrid Renewable Energy Assets
por: Aung, Thiha, et al.
Publicado: (2025)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
por: Peik, Arash, et al.
Publicado: (2024)

An End-to-end Building Load Forecasting Framework with Patch-based Information Fusion Network and Error-weighted Adaptive Loss
por: Fan, Hang, et al.
Publicado: (2026)

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
por: Ballarin, Giovanni, et al.
Publicado: (2025)

Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
por: Wang, Xuesong, et al.
Publicado: (2024)

Electricity Spot Prices Forecasting Using Stochastic Volatility Models
por: Batyrov, Andrei Renatovich
Publicado: (2024)

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
por: Berrisch, Jonathan, et al.
Publicado: (2023)

The Value of Battery Energy Storage in the Continuous Intraday Market: Forecast vs. Perfect Foresight Strategies
por: Hornek, Timothée, et al.
Publicado: (2025)

Decision Trees for Intuitive Intraday Trading Strategies
por: Naga, Prajwal, et al.
Publicado: (2024)

DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
por: Zhong, Jianyuan, et al.
Publicado: (2024)

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
por: Sartipi, Timothée Hornek Amir, et al.
Publicado: (2025)

Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
por: Lipiecki, Arkadiusz, et al.
Publicado: (2025)

Numin: Weighted-Majority Ensembles for Intraday Trading
por: Mukherjee, Aniruddha, et al.
Publicado: (2024)

Soft-Radial Projection for Constrained End-to-End Learning
por: Schneider, Philipp J., et al.
Publicado: (2026)

A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
por: Mesfin, Mathias
Publicado: (2026)

Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
por: Zhu, Zhuohang, et al.
Publicado: (2025)

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
por: Mesfin, Mathias
Publicado: (2026)