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The high penetration of volatile renewable energy sources such as solar make methods for coping with the uncertainty associated with them of paramount importance. Probabilistic forecasts are an example of these methods, as they assist…

Machine Learning · Computer Science 2021-01-21 Vinayak Sharma , Jorge Angel Gonzalez Ordiano , Ralf Mikut , Umit Cali

Electrical load prediction has become an integral part of power system operation. Deep learning models have found popularity for this purpose. However, to achieve a desired prediction accuracy, they require huge amounts of data for…

Machine Learning · Computer Science 2021-11-16 Nastaran Gholizadeh , Petr Musilek

The emergence of real-time auction in online advertising has drawn huge attention of modeling the market competition, i.e., bid landscape forecasting. The problem is formulated as to forecast the probability distribution of market price for…

Information Retrieval · Computer Science 2019-05-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Yong Yu

The improvement of air-quality in urban areas is one of the main concerns of public government bodies. This concern emerges from the evidence between the air quality and the public health. Major efforts from government bodies in this area…

Machine Learning · Computer Science 2022-01-13 Alejandro Luque-Cerpa , Miguel A. Gutiérrez-Naranjo , Miguel Cárdenas-Montes

The forecast of electrical loads is essential for the planning and operation of the power system. Recently, advances in deep learning have enabled more accurate forecasts. However, deep neural networks are prone to adversarial attacks.…

Machine Learning · Computer Science 2023-01-06 Wangkun Xu , Fei Teng

The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…

Systems and Control · Computer Science 2017-04-24 Mosaddek Hossain Kamal Tushar , Chadi Assi

The Pay-as-Clear (PaC) mechanism currently used in the European electricity market can generate significant submarginal profits for renewable sources when the clearing price is determined by the marginal offers of gas-fired generation units…

Optimization and Control · Mathematics 2026-02-23 Andrea Altamura , Fabrizio Lacalandra , Antonio Frangioni

The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…

Machine Learning · Computer Science 2020-07-17 Michela Moschella , Mauro Tucci , Emanuele Crisostomi , Alessandro Betti

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to…

Machine Learning · Computer Science 2024-03-25 Hannes Hilger , Dirk Witthaut , Manuel Dahmen , Leonardo Rydin Gorjao , Julius Trebbien , Eike Cramer

Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…

General Economics · Economics 2024-06-05 Shidi Deng , Maximilian Schiffer , Martin Bichler

Deep learning crime predictive tools use past crime data and additional behavioral datasets to forecast future crimes. Nevertheless, these tools have been shown to suffer from unfair predictions across minority racial and ethnic groups.…

Computers and Society · Computer Science 2024-06-14 Jiahui Wu , Vanessa Frias-Martinez

In smart electrical grids, fault detection tasks may have a high impact on society due to their economic and critical implications. In the recent years, numerous smart grid applications, such as defect detection and load forecasting, have…

Cryptography and Security · Computer Science 2024-01-31 Carmelo Ardito , Yashar Deldjoo , Tommaso Di Noia , Eugenio Di Sciascio , Fatemeh Nazary , Giovanni Servedio

We analyze sources of error in prediction market forecasts in order to bound the difference between a security's price and the ground truth it estimates. We consider cost-function-based prediction markets in which an automated market maker…

Computer Science and Game Theory · Computer Science 2018-02-22 Miroslav Dudík , Sébastien Lahaie , Ryan Rogers , Jennifer Wortman Vaughan

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

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

The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchanges have been developing further trading possibilities,…

Statistical Finance · Quantitative Finance 2022-05-24 Michał Narajewski

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

This study delves into the shift from centralized to decentralized approaches in the electricity industry, with a particular focus on how machine learning (ML) advancements play a crucial role in empowering renewable energy sources and…

Machine Learning · Computer Science 2023-10-25 Mohammad Mohammadi , Ali Mohammadi
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