An LSTM-based model to Trading Energy Stocks
Alberto Benincasa
An LSTM-based model to Trading Energy Stocks.
Rel. Barbara Caputo, Giuseppe Rizzo. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Informatica (Computer Engineering), 2020
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Abstract
This work presents an intelligent tool developed utilizing a deep learning technique to trade energy stocks. The tool forecasts energy prices and recommends when to buy and how much energies from different households. First, we introduce the world of time series, showing examples of fields where they are being successfully used as well as their growing importance nowadays. We then describe how they have been classified through the years and the different technologies that have been experimented with for solving forecasting problems in different ways. Then, we discuss the world of recommending systems and how they are becoming more and more important in the context of classification.
We will explain the problem that this work tries to solve, which consists of the creation of an intelligent tool capable not only of analyzing and processing the past data of the electricity market in order to predict the price trend of the following two days, but also to select the best time to buy and sell energy in that time frame
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