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Related papers: Deep Learning for Energy Markets

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A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…

Machine Learning · Computer Science 2024-12-03 Xuesong Wang , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Jiaxuan Gong , Zhongyang Zhao , Michael H. Liao

Management and efficient operations in critical infrastructure such as Smart Grids take huge advantage of accurate power load forecasting which, due to its nonlinear nature, remains a challenging task. Recently, deep learning has emerged in…

Machine Learning · Computer Science 2019-07-23 Alberto Gasparin , Slobodan Lukovic , Cesare Alippi

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into forecasting horizons, market mechanisms, and evaluation…

Computational Finance · Quantitative Finance 2026-05-13 Runyao Yu , Derek W. Bunn , Julia Lin , Jochen Stiasny , Fabian Leimgruber , Tara Esterl , Yuchen Tao , Lianlian Qi , Yujie Chen , Wentao Wang , Jochen L. Cremer

Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and…

Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…

Machine Learning · Computer Science 2020-10-14 Dipanwita Saha , Felipe Lopez

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Accurate electricity price forecasting (EPF) is increasingly difficult in markets characterised by extreme volatility, frequent price spikes, and rapid structural shifts. Deep learning (DL) has been increasingly adopted in EPF due to its…

Machine Learning · Computer Science 2026-02-16 Mohammed Osman Gani , Zhipeng He , Chun Ouyang , Sara Khalifa

Short-Term Electricity-Load Forecasting (STELF) refers to the prediction of the immediate demand (in the next few hours to several days) for the power system. Various external factors, such as weather changes and the emergence of new…

Machine Learning · Computer Science 2025-05-20 Qi Dong , Rubing Huang , Chenhui Cui , Dave Towey , Ling Zhou , Jinyu Tian , Jianzhou Wang

This paper proposes a few-shot classification framework based on Large Language Models (LLMs) to predict whether the next day will have spikes in real-time electricity prices. The approach aggregates system state information, including…

Machine Learning · Computer Science 2026-02-20 Saud Alghumayjan , Ming Yi , Bolun Xu

Electricity load forecasting plays an important role in the energy planning such as generation and distribution. However, the nonlinearity and dynamic uncertainties in the smart grid environment are the main obstacles in forecasting…

Neural and Evolutionary Computing · Computer Science 2018-11-09 Faisal Mohammad , Ki Boem Lee , Young-Chon Kim

An effective way to oppose global warming and mitigate climate change is to electrify our energy sectors and supply their electric power from renewable wind and solar. Spatio-temporal predictions of electric load become increasingly…

Machine Learning · Computer Science 2022-11-23 Arsam Aryandoust , Anthony Patt , Stefan Pfenninger

In this letter, we address the problem of controlling energy storage systems (ESSs) for arbitrage in real-time electricity markets under price uncertainty. We first formulate this problem as a Markov decision process, and then develop a…

Machine Learning · Computer Science 2019-05-07 Hanchen Xu , Xiao Li , Xiangyu Zhang , Junbo Zhang

We develop an end-to-end deep learning-based anomaly detection model for temporal data in transportation networks. The proposed EVT-LSTM model is derived from the popular LSTM (Long Short-Term Memory) network and adopts an objective…

Machine Learning · Computer Science 2019-11-21 Neema Davis , Gaurav Raina , Krishna Jagannathan

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Economic and policy factors are driving the continuous increase in the adoption and usage of electrical vehicles (EVs). However, despite being a cleaner alternative to combustion engine vehicles, EVs have negative impacts on the lifespan of…

Machine Learning · Computer Science 2024-01-08 Viorica Rozina Chifu , Tudor Cioara , Cristina Bianca Pop , Horia Rusu , Ionut Anghel

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

This paper presents a method for load balancing and dynamic pricing in electric vehicle (EV) charging networks, utilizing reinforcement learning (RL) to enhance network performance. The proposed framework integrates a pre-trained graph…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Hesam Mosalli , Saba Sanami , Yu Yang , Hen-Geul Yeh , Amir G. Aghdam

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren
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