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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

Green hydrogen is expected to be traded globally in future greenhouse gas neutral energy systems. However, there is still a lack of temporally- and spatially-explicit cost-potentials for green hydrogen considering the full process chain,…

This study investigates the transformation of energy models to align with machine learning requirements as a promising tool for optimizing the operation of combined cycle power plants (CCPPs). By modeling energy production as a function of…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Mir Sayed Shah Danish , Zahra Nazari , Tomonobu Senjyu

This paper proposes a novel approach for optimal energy and reserve scheduling of wind farms by explicitly modelling wake interactions to enhance market participation and operational efficiency. Conventional methods often neglect wake…

Fluid Dynamics · Physics 2026-04-14 Marin Mabboux-Fort , Majid Bastankhah , Peter C Matthews , Mokhtar Bozorg

We propose a reinforcement learning strategy to control wind turbine energy generation by actively changing the rotor speed, the rotor yaw angle and the blade pitch angle. A double deep Q-learning with a prioritized experience replay agent…

Machine Learning · Computer Science 2024-02-20 Daniel Soler , Oscar Mariño , David Huergo , Martín de Frutos , Esteban Ferrer

In this paper aspects related to handling of intraday imbalances for hydro and wind power are addressed. The definition of imbalance cost is established and used to describe the potential benefits of shifting from plant-specific schedules…

General Finance · Quantitative Finance 2021-02-22 Hans Ole Riddervold , Ellen Krohn Aasgård , Lisa Haukaas , Magnus Korpås

Accurate prediction of wind speed and power is vital for enhancing the efficiency of wind energy systems. Numerous solutions have been implemented to date, demonstrating their potential to improve forecasting. Among these, deep learning is…

Machine Learning · Computer Science 2024-01-17 Mulomba Mukendi Christian , Yun Seon Kim , Hyebong Choi , Jaeyoung Lee , SongHee You

In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization.…

Portfolio Management · Quantitative Finance 2025-11-18 Tiago Monteiro

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang

Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant energy wastage resulting from curtailments. To address this…

Machine Learning · Computer Science 2024-06-21 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

The power generation with non-renewable energy sources has very harmful effects on the environment as well as these sources are depleting. On the other side the renewable energy sources are quite unpredictable source of power. The best…

Systems and Control · Computer Science 2017-01-30 Naresh Kumari , A. N. Jha , Nitin Malik

There is recent interest in using model hubs, a collection of pre-trained models, in computer vision tasks. To utilize the model hub, we first select a source model and then adapt the model for the target to compensate for differences.…

Machine Learning · Computer Science 2022-07-19 Jens Schreiber , Bernhard Sick

Continuous intraday electricity markets play an increasingly important role in short-term trading and balancing, yet decision-making under rapidly evolving price dynamics remains challenging. This paper proposes a comprehensive framework…

Applications · Statistics 2026-05-14 Andrzej Puć , Joanna Janczura

Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Sen Zhan , Peng Hou , Guangya Yang

Wind power is attracting increasing attention around the world due to its renewable, pollution-free, and other advantages. However, safely and stably integrating the high permeability intermittent power energy into electric power systems…

Machine Learning · Computer Science 2023-05-31 Yang Zhang , Lingbo Liu , Xinyu Xiong , Guanbin Li , Guoli Wang , Liang Lin

Leveraging spatio-temporal correlations among wind farms can significantly enhance the accuracy of ultra-short-term wind power forecasting. However, the complex and dynamic nature of these correlations presents significant modeling…

Machine Learning · Computer Science 2024-12-17 Xiaochong Dong , Xuemin Zhang , Ming Yang , Shengwei Mei

Dynamic pricing is both an opportunity and a challenge to the demand side. It is an opportunity as it better reflects the real time market conditions and hence enables an active demand side. However, demand's active participation does not…

Systems and Control · Electrical Eng. & Systems 2019-12-04 Jiaman Wu , Zhiqi Wang , Chenye Wu , Kui Wang , Yang Yu

Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from…

Applications · Statistics 2022-09-01 Li Li , Yanfei Kang , Fotios Petropoulos , Feng Li

Different machine learning (ML) models are trained on SCADA and meteorological data collected at an onshore wind farm and then assessed in terms of fidelity and accuracy for predictions of wind speed, turbulence intensity, and power capture…

Fluid Dynamics · Physics 2022-12-06 C. Moss , R. Maulik , G. V. Iungo

Users can now give back energies to the grid using distributed resources. Proper incentive mechanisms are required for such users, also known as prosumers, in order to maximize the sell-back amount while maintaining the retailer's profit.…

Optimization and Control · Mathematics 2022-03-14 Diptangshu Sen , Arnob Ghosh
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