English
Related papers

Related papers: LLM-Enhanced Feature Engineering for Multi-Factor …

200 papers

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

Machine Learning · Computer Science 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

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

Electricity price forecasting in Europe presents unique challenges due to increasing renewable generation variability, market integration, and the continent's physically interconnected power system. While recent advances in foundation…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Runyao Yu , Chenhui Gu , Jochen Stiasny , Qingsong Wen , Wasim Sarwar Dilov , Lianlian Qi , Jochen L. Cremer

Currently the UK Electric market is guided by load (demand) forecasts published every thirty minutes by the regulator. A key factor in predicting demand is weather conditions, with forecasts published every hour. We present HYENA: a hybrid…

Machine Learning · Computer Science 2022-05-24 Maria Eleni Athanasopoulou , Justina Deveikyte , Alan Mosca , Ilaria Peri , Alessandro Provetti

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…

Machine Learning · Computer Science 2026-03-31 Btissame El Mahtout , Florian Ziel

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Accurate day-ahead electricity price forecasting (DAEPF) is critical for the efficient operation of power systems, but extreme condition and market anomalies pose significant challenges to existing forecasting methods. To overcome these…

Machine Learning · Computer Science 2025-11-11 Boyan Tang , Xuanhao Ren , Peng Xiao , Shunbo Lei , Xiaorong Sun , Jianghua Wu

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

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

Peer-to-peer (P2P) energy trading is becoming central to modern distribution systems as rooftop PV and home energy management systems become pervasive, yet most existing market and reinforcement learning designs emphasize efficiency or…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Shrenik Jadhav , Birva Sevak , Srijita Das , Akhtar Hussain , Wencong Su , Van-Hai Bui

Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have…

Machine Learning · Computer Science 2025-08-21 Timothée Hornek Amir Sartipi , Igor Tchappi , Gilbert Fridgen

In electricity markets, locational marginal price (LMP) forecasting is particularly important for market participants in making reasonable bidding strategies, managing potential trading risks, and supporting efficient system planning and…

Machine Learning · Computer Science 2021-07-28 Yuyun Yang , Zhenfei Tan , Haitao Yang , Guangchun Ruan , Haiwang Zhong

We propose a forecasting technique based on multi-feature data fusion to enhance the accuracy of an electric vehicle (EV) charging station load forecasting deep-learning model. The proposed method uses multi-feature inputs based on…

Systems and Control · Electrical Eng. & Systems 2023-02-01 Prince Aduama , Zhibo Zhang , Ameena S. Al Sumaiti

Probabilistic electricity price forecasting (PEPF) is subject of increasing interest, following the demand for proper quantification of prediction uncertainty, to support the operation in complex power markets with increasing share of…

Machine Learning · Computer Science 2024-06-11 Alessandro Brusaferri , Andrea Ballarino , Luigi Grossi , Fabrizio Laurini

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into forecasting horizons, market mechanisms, and evaluation…

Computational Finance · Quantitative Finance 2026-05-13 Runyao Yu , Derek W. Bunn , Julia Lin , Jochen Stiasny , Fabian Leimgruber , Tara Esterl , Yuchen Tao , Lianlian Qi , Yujie Chen , Wentao Wang , Jochen L. Cremer

Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…

Machine Learning · Computer Science 2020-10-14 Dipanwita Saha , Felipe Lopez

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

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

Time-series forecasting in real-world applications such as finance and energy often faces challenges due to limited training data and complex, noisy temporal dynamics. Existing deep forecasting models typically supervise predictions using…

Machine Learning · Computer Science 2026-01-14 Jiacheng You , Jingcheng Yang , Yuhang Xie , Zhongxuan Wu , Xiucheng Li , Feng Li , Pengjie Wang , Jian Xu , Bo Zheng , Xinyang Chen