“…A hierarchical electricity trading scheme is presented to optimize power system functioning in smart grids using peer-to-peer electricity trading (Symiakakis and Kanellos, 2023;Niaei et al, 2022) presented an energy-sharing architecture based on peer-to-peer (P2P) that maximizes customer involvement, cost, revenue, and real-time programming to maximize profitability and revenue while managing unpredictability. Results for edge weight prediction in financial networks are obtained through the construction and training of deep learning models, with implications for portfolio diversification and systemic risk management (Bhattacharjee et al, 2022;Jin et al, 2023) presented a peer-to-peer (P2P) trading technique for power management in nanogrids using renewable energy sources (RES) and energy storage systems (ESSs). Electricity costs in smart homes are reduced by optimizing smart appliance scheduling and using a smart bidding technique for P2P trade, which minimizes grid reliance and leads to significant cost reductions (Kanakadhurga and Prabaharan, 2022;Timilsina and Silvestri, 2023) describes an automated framework for peer-to-peer energy trading that takes into consideration user perception and behavioral modeling to maximize utility for buyers while increasing profitability for sellers.…”
Intelligent predictive models are fundamental in peer-to-peer (P2P) energy trading as they properly estimate supply and demand variations and optimize energy distribution, and the other featured values, for participants in decentralized energy marketplaces. Consequently, DeepResTrade is a research work that presents an advanced model for predicting prices in a given traditional energy market. This model includes numerous fundamental components, including the concept of P2P trading systems, long-term and short-term memory (LSTM) networks, decision trees (DT), and Blockchain. DeepResTrade utilized a dataset with 70,084 data points, which included maximum/minimum capacities, as well as renewable generation, and price utilized of the communities. The developed model obtains a significant predictive performance of 0.000636% Mean Absolute Percentage Error (MAPE) and 0.000975% Root Mean Square Percentage Error (RMSPE). DeepResTrade’s performance is demonstrated by its RMSE of 0.016079 and MAE of 0.009125, indicating its capacity to reduce the difference between anticipated and actual prices. The model performs admirably in describing actual price variations in, as shown by a considerable R2 score of 0.999998. Furthermore, F1/recall scores of [1, 1, 1] with a precision of 1, all imply its accuracy.
“…A hierarchical electricity trading scheme is presented to optimize power system functioning in smart grids using peer-to-peer electricity trading (Symiakakis and Kanellos, 2023;Niaei et al, 2022) presented an energy-sharing architecture based on peer-to-peer (P2P) that maximizes customer involvement, cost, revenue, and real-time programming to maximize profitability and revenue while managing unpredictability. Results for edge weight prediction in financial networks are obtained through the construction and training of deep learning models, with implications for portfolio diversification and systemic risk management (Bhattacharjee et al, 2022;Jin et al, 2023) presented a peer-to-peer (P2P) trading technique for power management in nanogrids using renewable energy sources (RES) and energy storage systems (ESSs). Electricity costs in smart homes are reduced by optimizing smart appliance scheduling and using a smart bidding technique for P2P trade, which minimizes grid reliance and leads to significant cost reductions (Kanakadhurga and Prabaharan, 2022;Timilsina and Silvestri, 2023) describes an automated framework for peer-to-peer energy trading that takes into consideration user perception and behavioral modeling to maximize utility for buyers while increasing profitability for sellers.…”
Intelligent predictive models are fundamental in peer-to-peer (P2P) energy trading as they properly estimate supply and demand variations and optimize energy distribution, and the other featured values, for participants in decentralized energy marketplaces. Consequently, DeepResTrade is a research work that presents an advanced model for predicting prices in a given traditional energy market. This model includes numerous fundamental components, including the concept of P2P trading systems, long-term and short-term memory (LSTM) networks, decision trees (DT), and Blockchain. DeepResTrade utilized a dataset with 70,084 data points, which included maximum/minimum capacities, as well as renewable generation, and price utilized of the communities. The developed model obtains a significant predictive performance of 0.000636% Mean Absolute Percentage Error (MAPE) and 0.000975% Root Mean Square Percentage Error (RMSPE). DeepResTrade’s performance is demonstrated by its RMSE of 0.016079 and MAE of 0.009125, indicating its capacity to reduce the difference between anticipated and actual prices. The model performs admirably in describing actual price variations in, as shown by a considerable R2 score of 0.999998. Furthermore, F1/recall scores of [1, 1, 1] with a precision of 1, all imply its accuracy.
“…These models take into account the autoregressive properties of such data and are thus commonly used in the existing literature to model returns/growth rates (ARIMA) or volatility (GARCH). In the last few years, there is an emerging trend using machine learning or deep learning approaches, such as Support Vector Machines (SVM), Long Short-Term Memory (LSTM) or other neural networks ( [13][14][15][16]). Such approaches can provide greater predicting accuracy but are often prone to overfitting, thus resulting in data-specific findings ( [17]).…”
Time series of financial data are both frequent and important in everyday practice. Numerous applications are based, for example, on time series of asset prices or market indices. In this article, the application of fractal interpolation functions in modelling financial time series is examined. Our motivation stems from the fact that financial time series often present fluctuations or abrupt changes which the fractal interpolants can inherently model. The results indicate that the use of fractal interpolation in financial applications is promising.
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