In autumn 2021, the world faced first round of energy crisis [...]

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This thesis addresses two main issues: first, forecasting short-term electricity market prices; and second, the application of short-term electricity market price forecasts to operation planning of demand-side Bulk Electricity Market Customers (BEMCs). The Ontario electricity market is selected as the primary case market and its structure is studied in detail. A set of explanatory variable cand...

We study a model in which individual agents use simple linear first order price forecasting rules, adapting them to the complex evolving market environment with a smart Genetic Algorithm optimization procedure. The novelties are: (1) a parsimonious experimental foundation of individual forecasting behaviour; (2) an explanation of individual and aggregate behavior in four different experimental ...

The objective of this study was to model seasonal behavior of broiler price in Iran that can be used to forecast the monthly broiler prices. In this context, the periodic autoregressive (PAR), the seasonal integrated models, and the Box-Jenkins (SARIMA) models were used as the primary nominates for the forecasting model. It was shown that the PAR (q) model could not be considered as an appropri...

in this paper we investigate the long memory of tehran securities price index and fit arfima model using 970 daily data since 1382/1/6 until 1386/4/17. furthermore, we compare the forecasting performance of arfima and arima models. the results show that the series is a long memory one and therefore it can become stationary by fractional differencing. we obtaine the fractional differencing param...

Uncertainty in the capital market means the difference between the expected values ​​and the amounts that actually occur. Designing different analytical and forecasting methods in the capital market is also less likely due to the high amount of this and the need to know future prices with greater certainty or uncertainty. In order to capitalize on the capital market, investors have always sough...

Title of dissertation: Mining of Business Data Shu Zhang, Doctor of Philosophy, 2009 Dissertation directed by: Associate Professor Wolfgang Jank AMSC and R.H.Smith School of Business Applying statistical tools to help understand business processes and make informed business decisions has attracted enormous amount of research interests in recent years. In this dissertation, we develop and apply ...

To further enhance the accuracy and precision of DRAM price forecasting, a hybrid fuzzy and neural approach with virtual experts and partial consensus is proposed. In the proposed methodology, some virtual experts form a committee. These virtual experts construct their own fuzzy linear regression (FLR) equations to forecast the price of a DRAM product from various viewpoints. Each FLR equation ...