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This research proposes a novel auction mechanism for transactive energy exchange between buyers and sellers, modeled as agents in a microgrid. The mechanism is implemented by a separate microgrid controller (MC) agent, and requires big data…

Computer Science and Game Theory · Computer Science 2016-08-15 M. Nazif Faqiry , Sanjoy Das

Personal data has value to both its owner and to institutions who would like to analyze it. Privacy mechanisms protect the owner's data while releasing to analysts noisy versions of aggregate query results. But such strict protections of…

Cryptography and Security · Computer Science 2013-04-08 Chao Li , Daniel Yang Li , Gerome Miklau , Dan Suciu

Over the past decade, wind energy has gained more attention in the world. However, owing to its indirectness and volatility properties, wind power penetration has increased the difficulty and complexity in dispatching and planning of…

Machine Learning · Computer Science 2025-07-08 Onder Eyecioglu , Batuhan Hangun , Korhan Kayisli , Mehmet Yesilbudak

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

Statistical Finance · Quantitative Finance 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter

Information that is of relevance for decision-making is often distributed, and held by self-interested agents. Decision markets are well-suited mechanisms to elicit such information and aggregate it into conditional forecasts that can be…

Computer Science and Game Theory · Computer Science 2023-03-21 Wenlong Wang , Thomas Pfeiffer

As large language models increasingly rely on external data sources, compensating data contributors has become a central concern. But how should these payments be devised? We revisit data valuations from a $\textit{market-design…

Computer Science and Game Theory · Computer Science 2025-09-29 Dongyang Fan , Tyler J. Rotello , Sai Praneeth Karimireddy

In day-ahead electricity markets based on uniform marginal pricing, small variations in the offering and bidding curves may substantially modify the resulting market outcomes. In this work, we deal with the problem of finding the optimal…

Applications · Statistics 2024-07-01 António Alcántara , Carlos Ruiz

The increase in renewable energy on the consumer side gives place to new dynamics in the energy grids. Participants in a microgrid can produce energy and trade it with their peers (peer-to-peer) with the permission of the energy provider.…

Machine Learning · Computer Science 2022-10-26 Nicolas Avila , Shahad Hardan , Elnura Zhalieva , Moayad Aloqaily , Mohsen Guizani

A recently proposed scheme utilizing local noise addition and matrix masking enables data collection while protecting individual privacy from all parties, including the central data manager. Statistical analysis of such privacy-preserved…

Methodology · Statistics 2026-02-24 Linh H Nghiem , Aidong A. Ding , Samuel Wu

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-15 Bing Liu , Furan Xie , Li Chai

Traditional data monetization approaches face challenges related to data protection and logistics. In response, digital data marketplaces have emerged as intermediaries simplifying data transactions. Despite the growing establishment and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-18 Qusai Ramadan , Zeyd Boukhers , Muath AlShaikh , Christoph Lange , Jan Jürjens

With the rapid development of Internet of Things (IoT) and artificial intelligence technologies, data has become an important strategic resource in the new era. However, the growing demand for data has exacerbated the issue of \textit{data…

Computer Science and Game Theory · Computer Science 2025-02-25 Bing Mi , Zhengwang Han , Kongyang Chen

Share market is one of the most important sectors of economic development of a country. Everyday almost all companies issue their shares and investors buy and sell shares of these companies. Generally investors want to buy shares of the…

Statistical Finance · Quantitative Finance 2025-07-28 Syeda Tasnim Fabiha , Rubaiyat Jahan Mumu , Farzana Aktar , B M Mainul Hossain

Energy market rules should incentivize market participants to behave in a market and grid conform way. However, they can also provide incentives for undesired and unexpected strategies if the market design is flawed. Multi-agent…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Thomas Wolgast , Astrid Nieße

This work proposes a novel hybrid RF/FSO system based on a game theoretic spectrum trading process. It is assumed that no RF spectrum is preallocated to the FSO link and only when the link availability is severely impaired by the infrequent…

Information Theory · Computer Science 2018-06-28 Shenjie Huang , Vahid Shah-Mansouri , Majid Safari

Prediction markets mobilize financial incentives to forecast binary event outcomes through the aggregation of dispersed beliefs and heterogeneous information. Their growing popularity and demonstrated predictive accuracy in political…

General Economics · Economics 2026-01-29 Bridget Smart , Ebba Mark , Anne Bastian , Josefina Waugh

Online platforms collect rich information about participants and then share some of this information back with them to improve market outcomes. In this paper we study the following information disclosure problem in two-sided markets: If a…

Theoretical Economics · Economics 2023-09-01 Bar Light , Ramesh Johari , Gabriel Weintraub

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

Obtaining accurate probabilistic energy forecasts and making effective decisions amid diverse uncertainties are routine challenges in future energy systems. This paper presents the winning solution of team GEB, which ranked 3rd in trading,…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Chuanqing Pu , Feilong Fan , Nengling Tai , Songyuan Liu , Jinming Yu

In this paper, we propose a high-level Stochastic steady-state model to analyze the value of co-located energy storage systems for wind power producers that participate in an electricity market through Forward or Day Ahead contracts. In…

Systems and Control · Electrical Eng. & Systems 2022-07-27 Tomas Valencia Zuluaga , Shmuel S. Oren