AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
Fuente:
arXiv
Saved in:
| Main Author: | Monteiro, Tiago |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)
by: Kato, Masahiro, et al.
Published: (2025)
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by: Hirsch, Simon, et al.
Published: (2026)
by: Hirsch, Simon, et al.
Published: (2026)
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
by: Thomas, Drew M.
Published: (2025)
by: Thomas, Drew M.
Published: (2025)
ESG Signaling on Wall Street in the AI Era
by: Chu, Qionghua
Published: (2025)
by: Chu, Qionghua
Published: (2025)
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
by: Hu, Zeyun, et al.
Published: (2025)
by: Hu, Zeyun, et al.
Published: (2025)
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
by: Bai, Yang, et al.
Published: (2021)
by: Bai, Yang, et al.
Published: (2021)
Optimal Transport Divergences induced by Scoring Functions
by: Pesenti, Silvana M., et al.
Published: (2023)
by: Pesenti, Silvana M., et al.
Published: (2023)
Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by: Alhamis, Innocentus
Published: (2025)
by: Alhamis, Innocentus
Published: (2025)
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
by: Yang, Parley R, et al.
Published: (2024)
by: Yang, Parley R, et al.
Published: (2024)
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector
by: Wang, Haibo, et al.
Published: (2025)
by: Wang, Haibo, et al.
Published: (2025)
Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)
by: Huang, Yikuan, et al.
Published: (2026)
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
by: Pan, Jingfeng, et al.
Published: (2025)
by: Pan, Jingfeng, et al.
Published: (2025)
A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
by: Powers, Corinne
Published: (2024)
by: Powers, Corinne
Published: (2024)
Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
by: Meister, Bernhard K, et al.
Published: (2024)
by: Meister, Bernhard K, et al.
Published: (2024)
Forecasting stock return distributions around the globe with quantile neural networks
by: Barunik, Jozef, et al.
Published: (2024)
by: Barunik, Jozef, et al.
Published: (2024)
Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
by: Ji, Jessica, et al.
Published: (2024)
by: Ji, Jessica, et al.
Published: (2024)
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
by: Jeyaprakash, Rajesh ADJ, et al.
Published: (2025)
by: Jeyaprakash, Rajesh ADJ, et al.
Published: (2025)
Deep Learning, Predictability, and Optimal Portfolio Returns
by: Babiak, Mykola, et al.
Published: (2020)
by: Babiak, Mykola, et al.
Published: (2020)
From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design
by: Qadi, Abdulrahman, et al.
Published: (2025)
by: Qadi, Abdulrahman, et al.
Published: (2025)
The Virtue of Sparsity in Complexity
by: Afsharhajari, Nima, et al.
Published: (2026)
by: Afsharhajari, Nima, et al.
Published: (2026)
Hopfield Networks for Asset Allocation
by: Nicolini, Carlo, et al.
Published: (2024)
by: Nicolini, Carlo, et al.
Published: (2024)
New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)
by: Cesarone, Francesco, et al.
Published: (2024)
A Geometric Approach To Asset Allocation With Investor Views
by: Antonov, Alexandre V., et al.
Published: (2024)
by: Antonov, Alexandre V., et al.
Published: (2024)
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
by: Mounira, Chniguir, et al.
Published: (2023)
by: Mounira, Chniguir, et al.
Published: (2023)
Is the annualized compounded return of Medallion over 35%?
by: Guo, Shuxin, et al.
Published: (2024)
by: Guo, Shuxin, et al.
Published: (2024)
Data-generating process and time-series asset pricing
by: Guo, Shuxin, et al.
Published: (2024)
by: Guo, Shuxin, et al.
Published: (2024)
Maximum drawdown, recovery, and momentum
by: Choi, Jaehyung
Published: (2014)
by: Choi, Jaehyung
Published: (2014)
Interpretable Systematic Risk around the Clock
by: He, Songrun
Published: (2026)
by: He, Songrun
Published: (2026)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)
by: Spadea, Fernando, et al.
Published: (2025)
Asset allocation using a Markov process of clustered efficient frontier coefficients states
by: Alexander, Nolan, et al.
Published: (2026)
by: Alexander, Nolan, et al.
Published: (2026)
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by: Guo, Tian, et al.
Published: (2024)
by: Guo, Tian, et al.
Published: (2024)
Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
by: Huang, Allen Yikuan, et al.
Published: (2026)
by: Huang, Allen Yikuan, et al.
Published: (2026)
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by: Lam, Duy Khanh
Published: (2024)
by: Lam, Duy Khanh
Published: (2024)
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)
by: Jeon, Joohyoung, et al.
Published: (2026)
High-Dimensional Mean-Variance Spanning Tests
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by: Rashidi, Mohammadhossien
Published: (2025)
by: Rashidi, Mohammadhossien
Published: (2025)
Application of Deep Learning for Factor Timing in Asset Management
by: Panda, Prabhu Prasad, et al.
Published: (2024)
by: Panda, Prabhu Prasad, et al.
Published: (2024)
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by: Sen, Jaydip, et al.
Published: (2024)
by: Sen, Jaydip, et al.
Published: (2024)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)
by: Goel, Anubha, et al.
Published: (2024)
Similar Items
-
Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025) -
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by: Hirsch, Simon, et al.
Published: (2026) -
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
by: Thomas, Drew M.
Published: (2025) -
ESG Signaling on Wall Street in the AI Era
by: Chu, Qionghua
Published: (2025) -
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
by: Hu, Zeyun, et al.
Published: (2025)