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A competitive wholesale electricity market consists of thousands of interacting market participants. Driven by the variations of fuel costs, system loads and weathers, these market participants compete actively and behave variously in the…

Systems and Control · Electrical Eng. & Systems 2019-11-01 Zhongyang Zhao , Caisheng Wang , Huaiwei Liao , Carol J. Miller

In the electricity grid, networked sensors which record and transmit increasingly high-granularity data are being deployed. In such a setting, privacy concerns are a natural consideration. We present an attack model for privacy breaches,…

Optimization and Control · Mathematics 2014-06-02 Lillian J. Ratliff , Roy Dong , Henrik Ohlsson , Alvaro A. Cardenas , S. Shankar Sastry

The global race to artificial intelligence competitive advantage is challenging electricity grids by demanding growing data center capacity. Addressing this challenge requires synergistic operational strategies that integrate data centers…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Enea Figini , Mario Paolone

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

General Economics · Economics 2025-07-04 Jozef Barunik , Lubos Hanus

Spot pricing is often suggested as a method of increasing demand-side flexibility in electrical power load. However, few works have considered the vulnerability of spot pricing to financial fraud via false data injection (FDI) style…

Systems and Control · Electrical Eng. & Systems 2023-01-26 Martin Higgins , Bruce Stephen , David Wallom

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

The $\textit{data market design}$ problem is a problem in economic theory to find a set of signaling schemes (statistical experiments) to maximize expected revenue to the information seller, where each experiment reveals some of the…

Computer Science and Game Theory · Computer Science 2023-11-01 Sai Srivatsa Ravindranath , Yanchen Jiang , David C. Parkes

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

Mathematical Finance · Quantitative Finance 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

The electric grid is an attractive target for cyberattackers given its critical nature in society. With the increasing sophistication of cyberattacks, effective grid defense will benefit from proactively identifying vulnerabilities and…

Systems and Control · Electrical Eng. & Systems 2024-02-14 Amr S. Mohamed , Deepa Kundur

Demand-Side Management (DSM) is a vital tool that can be used to ensure power system reliability and stability. In future smart grids, certain portions of a customers load usage could be under automatic control with a cyber-enabled DSM…

Signal Processing · Electrical Eng. & Systems 2019-10-01 Kostas Hatalis , Parv Venkitasubramaniam , Shalinee Kishore

With the ever-increasing reliance on data for data-driven applications in power grids, such as event cause analysis, the authenticity of data streams has become crucially important. The data can be prone to adversarial stealthy attacks…

Machine Learning · Computer Science 2019-11-26 Iman Niazazari , Hanif Livani

This paper explores the design of a balanced data-sharing marketplace for entities with heterogeneous datasets and machine learning models that they seek to refine using data from other agents. The goal of the marketplace is to encourage…

Computer Science and Game Theory · Computer Science 2024-01-25 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala , Govind S. Sankar

Recent massive failures in the power grid acted as a wake up call for all utilities and consumers. This leads to aggressive pursue a more intelligent grid which addresses the concerns of reliability, efficiency, security, quality and…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Subhankar Mishra

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

Applications · Statistics 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

This paper explores the effectiveness of data-driven models to predict voltage excursion events in power systems using simple categorical labels. By treating the prediction as a categorical classification task, the workflow is characterized…

Artificial Intelligence · Computer Science 2023-08-25 Fabrizio De Caro , Adam J. Collin , Alfredo Vaccaro

As smart meters continue to be deployed around the world collecting unprecedented levels of fine-grained data about consumers, we need to find mechanisms that are fair to both, (1) the electric utility who needs the data to improve their…

Optimization and Control · Mathematics 2014-11-18 Lillian J. Ratliff , Carlos Barreto , Roy Dong , Henrik Ohlsson , Alvaro Cardenas , S. Shankar Sastry

Power grid outages cause huge economical and societal costs. Disruptions in the power distribution grid are responsible for a significant fraction of electric power unavailability to customers. The impact of extreme weather conditions,…

Systems and Control · Computer Science 2015-06-30 Yakup Koc , Abhishek Raman , Martijn Warnier , Tarun Kumar

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

Energy storage are strategic participants in electricity markets to arbitrage price differences. Future power system operators must understand and predict strategic storage arbitrage behaviors for market power monitoring and capacity…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Yuexin Bian , Ningkun Zheng , Yang Zheng , Bolun Xu , Yuanyuan Shi

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu