Search Results - (( developing forecasting volatility algorithm ) OR ( java implication based algorithm ))

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  1. 1

    Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model. by Nurul Hila Zainuddin

    Published 2018
    “…Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model. by Nurul Hila Zainuddin…”
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    research_report
  2. 2

    Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model by Kausar, Rehan, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed, Rehman, Abdul

    Published 2024
    “…Furthermore, the hyperparameters for the DL models are optimized using the Optuna algorithm. Finally, a hybrid ensemble model for forecasting exchange rate volatility is developed by combining the predictions of three distinct DL models. …”
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    Article
  3. 3

    Short-Term Electricity Price Forecasting via Hybrid Backtracking Search Algorithm and ANFIS Approach by Pourdaryaei, Alireza, Mokhlis, Hazlie, Illias, Hazlee Azil, Kaboli, S. Hr. Aghay, Ahmad, Shameem

    Published 2019
    “…Through the combination of backtracking search algorithm (BSA) in learning process of ANFIS approach, a hybrid machine learning algorithm has been developed to forecast the electricity price more accurately. …”
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    Article
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    Multi-horizon ternary time series forecasting by Htike@Muhammad Yusof, Zaw Zaw

    Published 2013
    “…This is mainly because state-of-the-art forecasting algorithms essentially perform single-horizon forecasts and produce continuous numbers as outputs. …”
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    Proceeding Paper
  6. 6

    Empirical analysis of parallel-NARX recurrent network for long-term chaotic financial forecasting by Abdulkadir, S.J., Yong, S.-P.

    Published 2014
    “…The main aim of forecasters is to develop an approach that focuses on increasing profit by being able to forecast future stock prices based on current stock data. …”
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    Conference or Workshop Item
  7. 7

    Investigating photovoltaic solar power output forecasting using machine learning algorithms by Essam Y., Ahmed A.N., Ramli R., Chau K.-W., Idris Ibrahim M.S., Sherif M., Sefelnasr A., El-Shafie A.

    Published 2023
    “…Solar power integration in electrical grids is complicated due to dependence on volatile weather conditions. To address this issue, continuous research and development is required to determine the best machine learning (ML) algorithm for PV solar power output forecasting. …”
    Article
  8. 8

    Short-term electricity price forecasting in deregulated electricity market based on enhanced artificial intelligence techniques / Alireza Pourdaryaei by Alireza , Pourdaryaei

    Published 2020
    “…The other foremost contribution of the work is proposing a hybrid electricity price forecasting technique to provide more accurate forecasts. …”
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    Thesis
  9. 9

    An optimization method of genetic algorithm for lssvm in medium term electricity price forecasting by Abdul Razak I.A.W., Abidin I.Z., Siah Y.K., Abidin A.A.Z., Rahman T.K.A., Baharin N., Jali H.B.

    Published 2023
    “…Therefore, an optimisation technique of Genetic Algorithm (GA) for Least Square Support Vector Machine (LSSVM) was developed in this study to provide an accurate electricity price forecast with optimised LSSVM parameters and input features. …”
    Article
  10. 10

    A hybrid method of least square support vector machine and bacterial foraging optimization algorithm for medium term electricity price forecasting by Razak I.A.W.A., Ibrahim N.N.A.N., Abidin I.Z., Siah Y.K., Abidin A.A.Z., Rahman T.K.A.

    Published 2023
    “…Therefore, an optimization technique of Bacterial Foraging Optimization Algorithm (BFOA) for Least Square Support Vector Machine (LSSVM) was developed in this study to provide an accurate electricity price forecast with optimized LSSVM parameters and input features. …”
    Article
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    Short term electricity price forecasting with multistage optimization technique of LSSVM-GA by Razak I.A.W.A., Abidin I.Z., Siah Y.K., Abidin A.A.Z., Rahman T.K.A.

    Published 2023
    “…The developed LSSVM-GA shows higher forecast accuracy with lower complexity than the existing models.…”
    Article
  13. 13

    Short Term Electricity Price Forecasting With Multistage Optimization Technique Of LSSVM-GA by Wan Abdul Razak, Intan Azmira, Zainal Abidin, Izham, Keem Siah, Yap, Zainul Abidin, Aidil Azwin, Abdul Rahman, Titik Khawa

    Published 2017
    “…Price prediction has now become an important task in the operation of electrical power system.In short term forecast,electricity price can be predicted for an hour-ahead or day-ahead.An hour-ahead prediction offers the market members with the pre-dispatch prices for the next hour.It is useful for an effective bidding strategy where the quantity of bids can be revised or changed prior to the dispatch hour.However,only a few studies have been conducted in the field of hour-ahead forecasting.This is due to most of the power markets apply two-settlement market structure (day-ahead and real time) or standard market design rather than singlesettlement system (real time).Therefore,a multistage optimization for hybrid Least Square Support Vector Machine (LSSVM) and Genetic Algorithm (GA) model is developed in this study to provide an accurate price forecast with optimized parameters and input features.So far,no literature has been found on multistage feature and parameter selections using the methods of LSSVM-GA for hour-ahead price prediction.All the models are examined on the Ontario power market;which is reported as among the most volatile market worldwide.A huge number of features are selected by three stages of optimization to avoid from missing any important features.The developed LSSVM-GA shows higher forecast accuracy with lower complexity than the existing models.…”
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    Article
  14. 14

    A New Optimization Technique Of Support Vector Machine For Electricity Market Price Forecasting by Wan Abdul Razak, Intan Azmira, Zainal Abidin, Izham, Yap, Keem Siah, Sulaima, Mohamad Fani, Hassan, Elia Erwani, Gan, Chin Kim

    Published 2019
    “…Lower accuracy is produced due to the nature of electricity price that is highly volatile. Hence, some researchers have developed complex procedures and techniques to produce more accurate forecast while considering significant feature selection as well as parameter optimization. …”
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    Technical Report
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