Technical indicators for energy market trading

نویسندگان

چکیده

Technical indicators have been widely applied to the financial trading market, often combined with machine learning algorithms, predict future stock market prices. The characteristics of energy data are comparable data; hence this research derives eight price prediction technical for hourly electricity prices from Irish Integrated Single Electricity Market. proposed consider three key types indicators: trend, oscillator, and momentum. Building raw helps capture behaviours find information profitable were collected February 2019 until March 2020. Three regression algorithms trained Extreme Gradient Boosting, Random Forest. results demonstrate that models perform much better when using compared baseline models.

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ژورنال

عنوان ژورنال: Machine learning with applications

سال: 2021

ISSN: ['2666-8270']

DOI: https://doi.org/10.1016/j.mlwa.2021.100182