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Accurate day-ahead electricity price forecasting is essential for residential welfare, yet current methods often fall short in forecast accuracy. We observe that commonly used time series models struggle to utilize the prior correlation…

Machine Learning · Computer Science 2024-08-20 Linian Wang , Jianghong Liu , Huibin Zhang , Leye Wang

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…

Optimization and Control · Mathematics 2021-07-19 Sleiman , Mhanna , Pierluigi , Mancarella

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

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among…

Machine Learning · Computer Science 2024-02-14 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

Data centers are becoming a major consumer of electricity on the grid, with cooling accounting for about 40\% of that energy. As electricity prices vary throughout the day and year, there is a need for cooling strategies that adapt to these…

Optimization and Control · Mathematics 2025-09-15 Arash Khojaste , Jonathan Pearce , Golbon Zakeri , Yuanrui Sang

In this paper we present a regression based model for day-ahead electricity spot prices. We estimate the considered linear regression model by the lasso estimation method. The lasso approach allows for many possible parameters in the model,…

Statistical Finance · Quantitative Finance 2016-10-26 Florian Ziel

This work integrates Bayesian regime detection with conditional neural processes for 24-hour electricity price prediction in the German market. Our methodology integrates regime detection using a disentangled sticky hierarchical Dirichlet…

Machine Learning · Computer Science 2026-04-21 Abhinav Das , Stephan Schlüter

The intention of this research is to study and design an automated agriculture commodity price prediction system with novel machine learning techniques. Due to the increasing large amounts historical data of agricultural commodity prices…

Machine Learning · Computer Science 2021-06-25 Zhiyuan Chen , Howe Seng Goh , Kai Ling Sin , Kelly Lim , Nicole Ka Hei Chung , Xin Yu Liew

Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

The increasing focus on predicting renewable energy production aligns with advancements in deep learning (DL). The inherent variability of renewable sources and the complexity of prediction methods require robust approaches, such as DL…

Machine Learning · Computer Science 2025-12-05 Haibo Wang , Jun Huang , Lutfu Sua , Bahram Alidaee

Reconstructing force fields (FFs) from atomistic simulation data is a challenge since accurate data can be highly expensive. Here, machine learning (ML) models can help to be data economic as they can be successfully constrained using the…

Chemical Physics · Physics 2022-10-27 Niklas Frederik Schmitz , Klaus-Robert Müller , Stefan Chmiela

Energy forecasting has a vital role to play in smart grid (SG) systems involving various applications such as demand-side management, load shedding, and optimum dispatch. Managing efficient forecasting while ensuring the least possible…

Machine Learning · Computer Science 2022-05-25 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , ZhaoYang Dong

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…

Computational Finance · Quantitative Finance 2023-07-14 Zhu Bangyuan

We present a response-augmented machine learning (ML) approach to the energetics of electrified metal surfaces. We leverage local descriptors to learn the work function as the first-order energy change to introduced bias charges and…

Materials Science · Physics 2025-05-27 Nicolas Bergmann , Nicéphore Bonnet , Nicola Marzari , Karsten Reuter , Nicolas G. Hörmann

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty about future electricity price movements.…

Applications · Statistics 2018-09-12 Florian Ziel , Rick Steinert

The problem of multi-area interchange scheduling in the presence of stochastic generation and load is considered. A new interchange scheduling technique based on a two-stage stochastic minimization of overall expected operating cost is…

Systems and Control · Computer Science 2016-01-12 Yuting Ji , Tongxin Zheng , Lang Tong

Natural gas is undoubtedly an essential component of the global energy system. Accurate short-term forecasting of natural gas price is challenging due to pronounced volatility driven by seasonal demand patterns, geopolitical developments,…

Machine Learning · Computer Science 2026-04-29 Yiqian Liu , Jiayi Niu , Adam Kelleher , Subhabrata Das