Price forecasting and trading strategies modeling are examined with major international stock indexes under different time horizons. Results demonstrate that an accurate prediction is equally important as a stable saving rate for long-term survivability. The best economic performances are achieved for a one-year investment horizon with longer training not necessarily leading to improved accurac...

Price forecasting and trading strategies modelling are examined with major international stock indexes under different time horizons. Results demonstrate that an accurate prediction is equally important as a stable saving rate for long-term survivability. The best economic performances are achieved for a one-year investment horizon with longer training not necessarily leading to improved accura...

Abstract The power systems are important by using short term load forecasting (STLF) because it predicts the in 24 hours ahead or a week ahead. artificial neural network (ANN) brings good result predicted of its accurateness, easiness processing data, construction model as well excellent performances. optimization value ANN is found different methods which consist some weights. This manuscript ...

Recently, at the 119th European Study Group with Industry, the Energy Solutions Operator EDP proposed a challenge concerning electricity prices simulation, not only for risk measures purposes but also for scenario analysis in terms of pricing and strategy. The main purpose was short-term Electricity Price Forecasting (EPF). This analysis is contextualized in the study of time series behavior, i...

Stock price forecasting has been mostly realized using quantitative information. However, recent studies have demonstrated that sentiment information hidden in corporate annual reports can be successfully used to predict short-run stock price returns. Soft computing methods, like neural networks and support vector regression, have shown promising results in the forecasting of stock price due to...