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Related papers: Feature-Driven Strategies for Trading Wind Power a…

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Due to the fluctuating nature of the wind and the increasing use of wind energy as a power source, wind power will have an increasing negative influence on the stability of the power grid. In this paper, a model predictive control strategy…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Valentijn van de Scheur , Sjoerd Boersma

Wind power producers can benefit from forming coalitions to participate cooperatively in electricity markets. To support such collaboration, various profit allocation rules rooted in cooperative game theory have been proposed. However,…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Honglin Wen , Pierre Pinson

Photovoltaic and wind power forecasts in power systems with a high share of renewable energy are essential in several applications. These include stable grid operation, profitable power trading, and forward-looking system planning. However,…

Machine Learning · Computer Science 2022-04-04 Stephan Vogt , Jens Schreiber , Bernhard Sick

The on-wing engine performance is difficult to track for thermodynamic models because of its inaccurate component maps, and also difficult for data driven methods for their over-fitting to measurement errors. So, we propose a thermodynamic…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Likun Ren

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…

Machine Learning · Computer Science 2023-06-02 Yousuf Baker , Ningkun Zheng , Bolun Xu

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

An increasing share of energy is produced from renewable sources by many small producers. The efficiency of those sources is volatile and, to some extent, random, exacerbating the problem of energy market balancing. In many countries, this…

Machine Learning · Computer Science 2024-02-15 Łukasz Lepak , Paweł Wawrzyński

Green hydrogen has shown great potential to power microgrids as a primary source, yet the operation methodology under extreme events is still an open area. To fill this gap, this letter establishes an operational optimization strategy…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Chaofan Lin , Peng Zhang , Xiaonan Lu

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

Statistical Finance · Quantitative Finance 2021-07-30 Yunze Li , Yanan Xie , Chen Yu , Fangxing Yu , Bo Jiang , Matloob Khushi

We use a dynamic programming approach to construct management strategies for a hydropower plant with a dam and a continuously adjustable unit. Along the way, we estimate unknown variables via simple models using historical data and…

Optimization and Control · Mathematics 2025-08-27 Marcus Olofsson , André Berg Niklas L. P. Lundström

The goal of international trade theories is to explain the exchange of goods and services between different countries, aiming to benefit from it. Albeit the idea is very simple and known since ancient history, smart policy and business…

General Finance · Quantitative Finance 2017-07-31 Roberto De Luca , Marco Di Mauro , Angelo Falzarano , Adele Naddeo

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks. The model integrates multi-factor pricing theories…

Machine Learning · Computer Science 2023-12-20 Min Hu , Zhizhong Tan , Bin Liu , Guosheng Yin

Power-to-Hydrogen is crucial for the renewable energy transition, yet existing literature lacks business models for the significant excess heat it generates. This study addresses this by evaluating three models for selling…

Multiagent Systems · Computer Science 2024-08-21 Kristoffer Christensen , Bo Nørregaard Jørgensen , Zheng Grace Ma

In this paper, we deal with the power regulation of tethered-wing systems and demonstrate advantages of variable-pitch control in mitigating the dynamic mechanical loads and power fluctuations. The proposed scheme is based on a strategy…

Systems and Control · Electrical Eng. & Systems 2023-03-03 Mani Kakavand , Amin Nikoobin

Wind power and other forms of renewable energy sources play an ever more important role in the energy supply of today's power grids. Forecasting renewable energy sources has therefore become essential in balancing the power grid. While a…

Machine Learning · Computer Science 2022-02-18 Nina Effenberger , Nicole Ludwig

In the Paris agreement of 2015, it was decided to reduce the CO2 emissions of the energy sector to zero by 2050 and to restrict the global mean temperature increase to 1.5 degree Celcius above the pre-industrial level. Such commitments are…

General Economics · Economics 2021-01-03 Neeraj Bokde , Bo Tranberg , Gorm Bruun Andresen

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

Wind power prediction is of vital importance in wind power utilization. There have been a lot of researches based on the time series of the wind power or speed, but In fact, these time series cannot express the temporal and spatial changes…

Machine Learning · Computer Science 2018-07-19 Ruiguo Yu , Zhiqiang Liu , Xuewei Li , Wenhuan Lu , Mei Yu , Jianrong Wang , Bin Li