Search Results for author: Justina Deveikyte

Found 2 papers, 0 papers with code

A Hybrid Model for Forecasting Short-Term Electricity Demand

no code implementations20 May 2022 Maria Eleni Athanasopoulou, Justina Deveikyte, Alan Mosca, Ilaria Peri, Alessandro Provetti

Currently the UK Electric market is guided by load (demand) forecasts published every thirty minutes by the regulator.

Feature Engineering

A Sentiment Analysis Approach to the Prediction of Market Volatility

no code implementations10 Dec 2020 Justina Deveikyte, Helyette Geman, Carlo Piccari, Alessandro Provetti

The findings suggest that there is evidence of correlation between sentiment and stock market movements: the sentiment captured from news headlines could be used as a signal to predict market returns; the same does not apply for volatility.

Management Portfolio Optimization +1

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