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Keeping a memory of evolving stimuli is ubiquitous in biology, an example of which is immune memory for evolving pathogens. However, learning and memory storage for dynamic patterns still pose challenges in machine learning. Here, we…

Biological Physics · Physics 2021-10-29 Oskar H Schnaack , Luca Peliti , Armita Nourmohammad

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

The construction of an efficient portfolio with a good level of return and minimal risk depends on selecting the optimal combination of stocks. This paper introduces a novel decision-making framework for stock selection based on fractional…

Statistics Theory · Mathematics 2025-07-04 Poulami Paul , Chanchal Kundu

The deepening penetration of renewables in power systems has contributed to the increasing needs for generation scheduling flexibility. Specifically, for short-term operations, flexibility here indicates that sufficient ramp capacities…

Optimization and Control · Mathematics 2016-01-14 Runze Chen , Jianhui Wang , Audun Botterud , Hongbin Sun

Utilizing energy storage solutions to reduce the need for traditional transmission investments has been recognized by system planners and supported by federal policies in recent years. This work demonstrates the need for detailed…

Systems and Control · Electrical Eng. & Systems 2025-12-17 David Sehloff , Jonghwan Kwon , Mahdi Mehrtash , Todd Levin , Benjamin F. Hobbs

The European Union Emission Trading Scheme (EU ETS) is a cornerstone of the EU's strategy to fight climate change and an important device for plummeting greenhouse gas (GHG) emissions in an economically efficient manner. The power industry…

Theoretical Economics · Economics 2021-05-03 Arega Getaneh Abate , Rossana Riccardi , Carlos Ruiz

This paper investigates portfolio selection within a continuous-time financial market with regime-switching and beliefs-dependent utilities. The market coefficients and the investor's utility function both depend on the market regime, which…

Optimization and Control · Mathematics 2024-10-23 Xiaochen Chen , Guohui Guan , Zongxia Liang

We present the closed-form solution to the problem of hedging price and quantity risks for energy retailers (ER), using financial instruments based on electricity price and weather indexes. Our model considers an ER who is intermediary in a…

Mathematical Finance · Quantitative Finance 2020-11-18 Javier Pantoja Robayo , Juan C. Vera

In the wake of the highly electrified future ahead of us, the role of energy storage is crucial wherever distributed generation is abundant, such as in microgrid settings. Given the variety of storage options that are becoming more and more…

Machine Learning · Computer Science 2021-03-26 S. Tsianikas , N. Yousefi , J. Zhou , M. Rodgers , D. W. Coit

We construct an utility-based dynamic asset pricing model for a limit order market. The price is nonlinear in volume and subject to market impact. We solve an optimal hedging problem under the market impact and derive the dynamics of the…

Pricing of Securities · Quantitative Finance 2014-10-31 Masaaki Fukasawa

Optimizing a building's energy supply design is a task with multiple competing criteria, where not only monetary but also, for example, an environmental objective shall be taken into account. Moreover, when deciding which storages and…

Optimization and Control · Mathematics 2024-07-26 Elisabeth Halser , Elisabeth Finhold , Neele Leithäuser , Tobias Seidel , Karl-Heinz Küfer

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This…

Economics · Quantitative Finance 2016-10-07 Enrico G. De Giorgi , Ola Mahmoud

This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresses the significant challenges posed by the inherent…

Optimization and Control · Mathematics 2024-12-11 Saud Alghumayjan , Ming Yi , Bolun Xu

Climate adaptation could yield significant benefits. However, the uncertainty of which future climate scenarios will occur decreases the feasibility of proactively adapting. Climate adaptation projects could be underwritten by benefits paid…

General Finance · Quantitative Finance 2022-07-06 John Nay

Demand Response is an emerging technology which will transform the power grid of tomorrow. It is revolutionary, not only because it will enable peak load shaving and will add resources to manage large distribution systems, but mainly…

Information Theory · Computer Science 2012-09-26 Vicenç Gómez , Michael Chertkov , Scott Backhaus , Hilbert J. Kappen

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

Optimization and Control · Mathematics 2018-11-07 Shantanu Chakraborty , Remco Verzijlbergh , Milos Cvetkovic , Kyri Baker , Zofia Lukszo

The energetic flexibility of electric energy resources can be exploited when trading on wholesale energy and ancillary service markets. This paper considers the problem of a Balance Responsible Party to maximize its profit from trading on…

Systems and Control · Computer Science 2018-04-12 Fabian L. Müller , Stefan Woerner , John Lygeros

Hybrid Energy Systems (HES), integrating generation sources, energy storage, and controllable loads, are well-positioned to provide real-time grid flexibility. However, quantifying this maximum flexibility is challenging due to renewable…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Tanmay Mishra , Mads R Almassalkhi

We study a continuous-time portfolio choice problem for an investor whose state-dependent preferences are determined by an exogenous factor that evolves as an It\^o diffusion process. Since risk attitudes at the end of the investment…

Mathematical Finance · Quantitative Finance 2025-12-25 Luca De Gennaro Aquino , Sascha Desmettre , Yevhen Havrylenko , Mogens Steffensen

Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion functions underlying…

Risk Management · Quantitative Finance 2011-03-30 kevin dowd , john cotter
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