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Electricity market modelling is often used by governments, industry and agencies to explore the development of scenarios over differing timeframes. For example, how would the reduction in cost of renewable energy impact investments in gas…

Multiagent Systems · Computer Science 2020-05-22 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

Electricity systems are key to transforming today's society into a carbon-free economy. Long-term electricity market mechanisms, including auctions, support schemes, and other policy instruments, are critical in shaping the electricity…

Machine Learning · Computer Science 2025-12-22 Javier Gonzalez-Ruiz , Carlos Rodriguez-Pardo , Iacopo Savelli , Alice Di Bella , Massimo Tavoni

Climate change is a major global challenge today. To assess how policies may lead to mitigation, economists have developed Integrated Assessment Models, however, most of the equilibrium based models have faced heavy critiques. Agent-based…

General Economics · Economics 2023-01-23 Karl Naumann-Woleske

The rapidly changing architecture and functionality of electrical networks and the increasing penetration of renewable and distributed energy resources have resulted in various technological and managerial challenges. These have rendered…

Artificial Intelligence · Computer Science 2024-05-28 Sarah Keren , Chaimaa Essayeh , Stefano V. Albrecht , Thomas Morstyn

Electricity price forecasting is an essential task in all the deregulated markets of the world. The accurate prediction of the day-ahead electricity prices is an active research field and available data from various markets can be used as…

Signal Processing · Electrical Eng. & Systems 2022-11-18 Salih Gunduz , Umut Ugurlu , Ilkay Oksuz

With the increasing complexity of collaboration among various social entities and user demands, the factors affecting the stable development of the data service market are also growing. These factors include the widespread dissemination of…

Multiagent Systems · Computer Science 2026-05-28 Deyu Zhou , Yuwei Guo , Xudong Lu , Linhao Zhang , Wei Guo , Lizhen Cui

We present a simple, yet realistic, agent-based model of an electricity market. The proposed model combines the spot and balancing markets with a resolution of one minute, which enables a more accurate depiction of the physical properties…

Multiagent Systems · Computer Science 2016-12-19 Florian Kühnlenz , Pedro H. J. Nardelli

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

In this paper, we develop an agent-based model which integrates four important elements, i.e. organisational energy management policies/regulations, energy management technologies, electric appliances and equipment, and human behaviour, to…

Computational Engineering, Finance, and Science · Computer Science 2013-06-03 Tao Zhang , Peer-Olaf Siebers , Uwe Aickelin

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

Dairy farming can be an energy intensive form of farming. Understanding the factors affecting electricity consumption on dairy farms is crucial for farm owners and energy providers. In order to accurately estimate electricity demands in…

Artificial Intelligence · Computer Science 2023-08-21 Hossein Khaleghy , Abdul Wahid , Eoghan Clifford , Karl Mason

In face of the pressing need of decarbonization in the power sector, the re-design of electricity market is necessary as a Marco-level approach to accommodate the high penetration of renewable generations, and to achieve power system…

Artificial Intelligence · Computer Science 2023-05-15 Ziqing Zhu , Siqi Bu , Ka Wing Chan , Bin Zhou , Shiwei Xia

We present an overview of some representative Agent-Based Models in Economics. We discuss why and how agent-based models represent an important step in order to explain the dynamics and the statistical properties of financial markets beyond…

Trading and Market Microstructure · Quantitative Finance 2011-01-11 M. Cristelli , L. Pietronero , A. Zaccaria

In response to the increasing complexity of electricity markets due to low-carbon requirements and the integration of sustainable energy sources, this paper proposes a dynamic quantum computing enhanced bilevel optimization model for…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Shuyang Zhu , Ziqing Zhu

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

Agent-based modeling (ABM) has emerged as a powerful tool in social policy-making and socio-economics, offering a flexible and dynamic approach to understanding and simulating complex systems. While traditional analytic methods may be less…

Multiagent Systems · Computer Science 2025-04-03 Shayan Firouzian Haji

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

Artificial Intelligence · Computer Science 2015-03-19 Amos Storkey

A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques, using multi-layer artificial neural…

Economics · Quantitative Finance 2017-06-21 Sander van der Hoog

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel
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