GitHub

This repo describes python code and input data files for "Forecasting stock return distributions around the globe with quantile neural networks".

torch 2.2.2 PyTorch framework for neural networks. The documented GPU setup targets the official CUDA 12.1 wheel. FF3.CSV Ken French Data Library Full file included Fama-French 3-factor returns. Only ...
IEEE

The Value of Probabilistic Forecasts for Electricity Market Bidding and Scheduling Under Uncertainty

Abstract: This work examines the value of probabilistic forecasts for optimizing the interaction of local energy systems with electricity markets, namely bid or schedule optimization by the ...
IEEE

Short-Term Load Forecasting for Electrical Power Distribution Systems Using Enhanced Deep Neural Networks

Abstract: The rationale for using enhanced Deep Neural Networks (DNNs) in the power distribution system for short-term load forecasting (STLF) originates from a thorough analysis of current trends, ...