Learning Rare Events: Deep Learning Approaches to Extreme Price Prediction

Price spikes are rare but economically significant events observed across electricity, financial, commodity, and cryptocurrency markets. Their abrupt magnitude, heavy-tailed distributions, and severe class imbalance make them difficult to forecast using conventional time-series methods. This systema...

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Bibliografiska uppgifter

Huvudupphov:	Mark Sinclair, Andrew J. Shepley, Farshid Hajati
Materialtyp:	Artigo
Språk:	Inglês
Utgiven:	MDPI AG 2026-06-01
Serie:	Forecasting
Ämnen:	price spike prediction rare-event forecasting anomaly detection deep learning extreme events tail risk
Länkar:	https://www.mdpi.com/2571-9394/8/3/52
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