Skewed multifractal scaling of stock markets during the COVID-19 pandemic

F Saâdaoui - Chaos, Solitons & Fractals, 2023 - Elsevier
This article proposes a new paradigm of asymmetric multifractality in financial time series,
where the scaling feature varies over two adjacent intervals. The proposed approach first …

Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network

F Saâdaoui, SB Jabeur - Energy Economics, 2023 - Elsevier
This paper presents a rigorous investigation into the multiresolution cross-correlation and
causality between European energy markets and geopolitical risk (GPR). Using daily …

Empirical-type simulated annealing for solving the capacitated vehicle routing problem

B Rabbouch, F Saâdaoui, R Mraihi - Journal of Experimental & …, 2020 - Taylor & Francis
ABSTRACT The Capacitated Vehicle Routing Problem (CVRP) is a well-known
combinatorial optimisation problem used to design an optimal route for a fleet of capacitated …

Multiscaled neural autoregressive distributed lag: A new empirical mode decomposition model for nonlinear time series forecasting

F Saâdaoui, OB Messaoud - International Journal of Neural Systems, 2020 - World Scientific
Forecasting has always been the cornerstone of machine learning and statistics. Despite the
great evolution of the time series theory, forecasters are still in the hunt for better models to …

A wavelet-based hybrid neural network for short-term electricity prices forecasting

F Saâdaoui, H Rabbouch - Artificial Intelligence Review, 2019 - Springer
Forecasting is a very important and difficult task for various economic activities. Despite the
great evolution of time series modeling, forecasters are still in the hunt for better strategies to …

Efficient implementation of the genetic algorithm to solve rich vehicle routing problems

B Rabbouch, F Saâdaoui, R Mraihi - Operational Research, 2021 - Springer
The aim of this paper is to further study the rich vehicle routing problem (RVRP), which is a
well-known combinatorial optimization problem arising in many transportation and logistics …

A seasonal feedforward neural network to forecast electricity prices

F Saâdaoui - Neural Computing and Applications, 2017 - Springer
In power industry and management, given the peculiarity and high complexity of the time
series, it is highly requested to make models more flexible and well adapted to the data, in …

Hybrid feedforward ANN with NLS-based regression curve fitting for US air traffic forecasting

F Saâdaoui, H Saadaoui, H Rabbouch - Neural Computing and …, 2020 - Springer
Due to the rapid growth of the number of passengers over the few recent decades, air traffic
forecasting has become a crucial tool for digital transportation systems, playing a …

A wavelet-assisted subband denoising for tomographic image reconstruction

H Rabbouch, F Saadaoui - Journal of visual communication and image …, 2018 - Elsevier
Many methods of image acquisition from medical multidimensional data rely on continuous
techniques whereas in fact they are used in a finite discrete field. The discretization step is …

Randomized extrapolation for accelerating EM-type fixed-point algorithms

F Saâdaoui - Journal of Multivariate Analysis, 2023 - Elsevier
Several extrapolation strategies have been proposed in the literature to accelerate the EM
algorithm, with varying degrees of success. One advantage of extrapolation methods is their …