多变量碳价格预测框架:一种新的混合模型
Xuankai Zhang1, Ying Zong1, Pei Du1
1School of Business, Jiangnan University, Wuxi, 214122, China.
Journal of environmental management
|September 1, 2024
概括
这项研究引入了一种新的混合模型,用于准确预测碳价格,结合了深度学习和优化算法. 该模型展示了碳市场的卓越预测准确性和稳定性.
科学领域:
- 环境经济学环境经济学
- 计算金融是指计算金融.
- 数据科学数据科学数据科学
背景情况:
- 由于波动性和非线性,碳价格预测具有挑战性.
- 准确的预测对于市场稳定和投资策略至关重要.
研究的目的:
- 开发一种混合多变量碳价格预测模型.
- 为了提高碳市场的预测准确性和稳定性.
主要方法:
- 使用最小绝对收缩和选择操作员 (LASSO) 进行特征选择.
- 应用九种先进的深度学习模型.
- 通过Pelican优化算法将高性能模型混合化.
主要成果:
- 拟议的混合模型在预测准确性和稳定性方面明显优于现有模型.
- 该模型在预测欧洲碳市场价格方面表现强.
- 湖北碳市场的定量交易模拟验证了其投资价值.
结论:
- 混合模型为决策者提供高精度的碳价格预测.
- 它为投资者提供了优化交易策略和回报的宝贵工具.
相关概念视频
01:14Multicompartment Models: Overview
113
Multicompartment models are mathematical constructs that depict how drugs are distributed and eliminated within the body. They segment the body into several compartments, symbolizing various physiological or anatomical areas connected through drug transfer processes such as absorption, metabolism, distribution, and elimination.
These models offer a more comprehensive representation of drug behavior in the body than one-compartment models. They accommodate the complexity of drug distribution,...
These models offer a more comprehensive representation of drug behavior in the body than one-compartment models. They accommodate the complexity of drug distribution,...
113
01:11Regression Analysis
5.7K
Regression analysis is a statistical tool that describes a mathematical relationship between a dependent variable and one or more independent variables.
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
5.7K
01:06Model Approaches for Pharmacokinetic Data: Distributed Parameter Models
64
Pharmacokinetic models are mathematical constructs that represent and predict the time course of drug concentrations in the body, providing meaningful pharmacokinetic parameters. These models are categorized into compartment, physiological, and distributed parameter models.
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
64
01:03Prediction Intervals
2.2K
The interval estimate of any variable is known as the prediction interval. It helps decide if a point estimate is dependable.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
2.2K
01:14Analysis Methods of Pharmacokinetic Data: Model and Model-Independent Approaches
103
Drug disposition in the body is a complex process and can be studied using two major approaches: the model and the model-independent approaches.
The model approach uses mathematical models to describe changes in drug concentration over time. Pharmacokinetic models help characterize drug behavior in patients, predict drug concentration in the body fluids, calculate optimum dosage regimens, and evaluate the risk of toxicity. However, ensuring that the model fits the experimental data accurately...
The model approach uses mathematical models to describe changes in drug concentration over time. Pharmacokinetic models help characterize drug behavior in patients, predict drug concentration in the body fluids, calculate optimum dosage regimens, and evaluate the risk of toxicity. However, ensuring that the model fits the experimental data accurately...
103
01:25Multiple Regression
3.0K
Multiple regression assesses a linear relationship between one response or dependent variable and two or more independent variables. It has many practical applications.
Farmers can use multiple regression to determine the crop yield based on more than one factor, such as water availability, fertilizer, soil properties, etc. Here, the crop yield is the response or dependent variable as it depends on the other independent variables. The analysis requires the construction of a scatter plot...
Farmers can use multiple regression to determine the crop yield based on more than one factor, such as water availability, fertilizer, soil properties, etc. Here, the crop yield is the response or dependent variable as it depends on the other independent variables. The analysis requires the construction of a scatter plot...
3.0K