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Wholesale electricity markets are increasingly integrated via high voltage interconnectors, and inter-regional trade in electricity is growing. To model this, we consider a spatial equilibrium model of price formation, where constraints on…

Econometrics · Economics 2018-04-24 Michael Stanley Smith , Thomas S. Shively

Accurate electricity price forecasting is the main management goal for market participants since it represents the fundamental basis to maximize the profits for market players. However, electricity is a non-storable commodity and the…

Machine Learning · Computer Science 2022-04-21 Souhir Ben Amor , Heni Boubaker , Lotfi Belkacem

This paper presents a novel approach to electricity price forecasting (EPF) using a pure Transformer model. As opposed to other alternatives, no other recurrent network is used in combination to the attention mechanism. Hence, showing that…

Machine Learning · Computer Science 2025-09-11 Oscar Llorente , Jose Portela

The research presents a study on enhancing the robustness of Wi-Fi-based indoor positioning systems against adversarial attacks. The goal is to improve the positioning accuracy and resilience of these systems under two attack scenarios:…

Machine Learning · Computer Science 2025-01-17 Mitul Goswami , Romit Chatterjee , Somnath Mahato , Prasant Kumar Pattnaik

The recent research report of U.S. Department of Energy prompts us to re-examine the pricing theories applied in electricity market design. The theory of spot pricing is the basis of electricity market design in many countries, but it has…

Econometrics · Economics 2017-10-24 Haoyong Chen , Lijia Han

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Vladimir Dvorkin

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This work introduces Probabilistic Kolmogorov-Arnold Network (P-KAN), a novel probabilistic extension of Kolmogorov-Arnold Networks (KANs) for time series forecasting. By replacing scalar weights with spline-based functional connections and…

Machine Learning · Computer Science 2025-10-21 Cristian J. Vaca-Rubio , Roberto Pereira , Luis Blanco , Engin Zeydan , Màrius Caus

Accurate household electrical energy demand prediction is essential for effectively managing sustainable Energy Communities. Integrated with the Energy Management System, these communities aim to optimise operational costs. However, most…

Machine Learning · Computer Science 2025-05-02 Ehtisham Asghar , Martin Hill , Ibrahim Sengor , Conor Lynch , Phan Quang An

Although demand forecasting is a critical component of supply chain planning, actual retail data can exhibit irreconcilable seasonality, irregular spikes, and noise, rendering precise projections nearly unattainable. This paper proposes a…

Machine Learning · Computer Science 2026-04-03 Khai Banh Nghiep , Duc Nguyen Minh , Lan Hoang Thi

We explore the performance of various artificial neural network architectures, including a multilayer perceptron (MLP), Kolmogorov-Arnold network (KAN), LSTM-GRU hybrid recursive neural network (RNN) models, and a time-delay neural network…

Computational Finance · Quantitative Finance 2024-10-15 Boris Ter-Avanesov , Homayoon Beigi

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode…

Machine Learning · Computer Science 2014-04-10 Victor Kurbatsky , Nikita Tomin , Vadim Spiryaev , Paul Leahy , Denis Sidorov , Alexei Zhukov

Reliable gas price forecasts are an essential information for gas and energy traders, for risk managers and also economists. However, ahead of the war in Ukraine Europe began to suffer from substantially increased and volatile gas prices…

Machine Learning · Computer Science 2024-07-25 Stephan Schlüter , Sven Pappert , Martin Neumann

Continuous integration of renewable energy sources into power networks is causing a paradigm shift in energy generation and distribution with regards to trading and control; the intermittent nature of renewable sources affects pricing of…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Pablo R. Baldivieso Monasterios , Nandor Verba , Euan A Morris , Thomas Morstyn , George. C , . Konstantopoulos , Elena Gaura , Stephen McArthur

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

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

This systematic review explores the theoretical foundations, evolution, applications, and future potential of Kolmogorov-Arnold Networks (KAN), a neural network model inspired by the Kolmogorov-Arnold representation theorem. KANs…

Machine Learning · Computer Science 2025-06-09 Shriyank Somvanshi , Syed Aaqib Javed , Md Monzurul Islam , Diwas Pandit , Subasish Das

Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

Artificial Intelligence · Computer Science 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji