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Machine learning models play a key role for service providers looking to gain market share in consumer markets. However, traditional learning approaches do not take into account the existence of additional providers, who compete with each…

Machine Learning · Computer Science 2025-08-15 Ohad Einav , Nir Rosenfeld

The smart grid incentivizes distributed agents with local generation (e.g., smart homes, and microgrids) to establish multi-agent systems for enhanced reliability and energy consumption efficiency. Distributed energy trading has emerged as…

Cryptography and Security · Computer Science 2020-04-28 Shangyu Xie , Han Wang , Yuan Hong , My Thai

As personal data have been the new oil of the digital era, there is a growing trend perceiving personal data as a commodity. Although some people are willing to trade their personal data for money, they might still expect limited privacy…

Cryptography and Security · Computer Science 2019-10-25 Shuyuan Zheng , Yang Cao , Masatoshi Yoshikawa

Among the many challenges of integrating renewable energy sources into the existing power grid, is the challenge of integrating renewable energy generators into the power systems economy. Electricity markets currently are run in a way that…

Computer Science and Game Theory · Computer Science 2012-06-12 Wenyuan Tang , Rahul Jain

We propose a framework where generation and transmission capacities are planned concurrently in market environments with a focus on the prosumers. This paper is a continuation of Part I and presents numerical results from three archetypal…

Optimization and Control · Mathematics 2021-05-24 Ni Wang , Remco Verzijlbergh , Petra Heijnen , Paulien Herder

The electricity market has a vital role to play in the decarbonisation of the energy system. However, the electricity market is made up of many different variables and data inputs. These variables and data inputs behave in sometimes…

Multiagent Systems · Computer Science 2022-06-07 Alexander J. M. Kell , Stephen McGough , Matthew Forshaw

Wind energy has been rapidly gaining popularity as a means for combating climate change. However, the variable nature of wind generation can undermine system reliability and lead to wind curtailment, causing substantial economic losses to…

Machine Learning · Computer Science 2023-04-06 Jinhao Li , Changlong Wang , Hao Wang

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

The increasing rate of penetration of non-conventional renewable energies is affecting the traditional assumption of controllability over energy sources. Power dispatching scheduling methods need to integrate the intrinsic randomness of…

Signal Processing · Electrical Eng. & Systems 2018-05-14 Claudio Risso , Gustavo Guerberoff

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

In environments with increasing uncertainty, such as smart grid applications based on renewable energy, planning can benefit from incorporating forecasts about the uncertainty and from systematically evaluating the utility of the forecast…

Optimization and Control · Mathematics 2015-03-16 Konstantinos Gatsis , Ufuk Topcu , George J. Pappas

World is looking for clean and renewable energy sources that do not pollute the environment, in an attempt to reduce greenhouse gas emissions that contribute to global warming. Wind energy has significant potential to not only reduce…

Machine Learning · Computer Science 2024-01-31 Alif Bin Abdul Qayyum , Xihaier Luo , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…

Applications · Statistics 2015-09-10 Daniel Ambach , Carsten Croonenbroeck

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Julia Lin , Derek W. Bunn , Jochen Stiasny , Wentao Wang , Yujie Chen , Tara Esterl , Peter Palensky , Jochen L. Cremer

Due to the fluctuating nature of the wind and the increasing use of wind energy as a power source, wind power will have an increasing negative influence on the stability of the power grid. In this paper, a model predictive control strategy…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Valentijn van de Scheur , Sjoerd Boersma

A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…

Optimization and Control · Mathematics 2017-08-28 Junjie Qin , Ram Rajagopal , Pravin Varaiya

We propose a multivariate elastic net regression forecast model for German quarter-hourly electricity spot markets. While the literature is diverse on day-ahead prediction approaches, both the intraday continuous and intraday call-auction…

Statistical Finance · Quantitative Finance 2018-11-22 Christopher Kath , Florian Ziel

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes…

General Finance · Quantitative Finance 2009-11-13 Kenta Yamada , Hideki Takayasu , Misako Takayasu
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