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Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…

Machine Learning · Computer Science 2024-12-03 Xuesong Wang , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Jiaxuan Gong , Zhongyang Zhao , Michael H. Liao

Accurate electricity price forecasting is critical for strategic decision-making in deregulated electricity markets, where volatility stems from complex supply-demand dynamics and external factors. Traditional point forecasts often fail to…

Machine Learning · Computer Science 2025-12-17 Abhinav Das , Stephan Schlüter

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

The electricity market has a vital role to play in the decarbonisation of the energy system. However, the electricity market is made up of many different variables and data inputs. These variables and data inputs behave in sometimes…

Multiagent Systems · Computer Science 2022-06-07 Alexander J. M. Kell , Stephen McGough , Matthew Forshaw

Accurate prediction of agricultural crop prices is a crucial input for decision-making by various stakeholders in agriculture: farmers, consumers, retailers, wholesalers, and the Government. These decisions have significant implications…

Machine Learning · Computer Science 2023-04-20 Mayank Ratan Bhardwaj , Jaydeep Pawar , Abhijnya Bhat , Deepanshu , Inavamsi Enaganti , Kartik Sagar , Y. Narahari

Deep neural networks (DNNs) are vulnerable to maliciously generated adversarial examples. These examples are intentionally designed by making imperceptible perturbations and often mislead a DNN into making an incorrect prediction. This…

Machine Learning · Computer Science 2018-10-10 Mengchen Liu , Shixia Liu , Hang Su , Kelei Cao , Jun Zhu

Explainable Artificial Intelligence (XAI) is targeted at understanding how models perform feature selection and derive their classification decisions. This paper explores post-hoc explanations for deep neural networks in the audio domain.…

Understanding the reasoning behind deep learning model predictions is crucial in cheminformatics and drug discovery, where molecular design determines their properties. However, current evaluation frameworks for Explainable AI (XAI) in this…

Machine Learning · Computer Science 2025-05-29 Magdalena Proszewska , Tomasz Danel , Dawid Rymarczyk

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Recurrent neural networks (RNNs) with rich feature vectors of past values can provide accurate point forecasts for series that exhibit complex serial dependence. We propose two approaches to constructing deep time series probabilistic…

Methodology · Statistics 2023-06-27 Nadja Klein , Michael Stanley Smith , David J. Nott

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Accurate electricity price forecasting (EPF) is essential for market participants to support operational planning and risk management, yet remains challenging due to strong volatility, nonlinear dynamics, and frequent extreme price spikes.…

Machine Learning · Computer Science 2026-05-22 Houxuan Zhou , Sriram Prasad , Chenghao Huang , Jiajie Feng , Hao Wang

The participation of consumers and producers in demand response programs has increased in smart grids, which reduces investment and operation costs of power systems. Also, with the advent of renewable energy sources, the electricity market…

Machine Learning · Computer Science 2022-07-29 Nafise Rezaei , Roozbeh Rajabi , Abouzar Estebsari

Advances in machine learning have led to graph neural network-based methods for drug discovery, yielding promising results in molecular design, chemical synthesis planning, and molecular property prediction. However, current graph neural…

Quantitative Methods · Quantitative Biology 2021-07-13 Jiahua Rao , Shuangjia Zheng , Yuedong Yang

Deep learning (DL) has emerged as a promising tool to downscale climate projections at regional-to-local scales from large-scale atmospheric fields following the perfect-prognosis (PP) approach. Given their complexity, it is crucial to…

Machine Learning · Statistics 2023-02-06 Jose González-Abad , Jorge Baño-Medina , José Manuel Gutiérrez

As the societal impact of Deep Neural Networks (DNNs) grows, the goals for advancing DNNs become more complex and diverse, ranging from improving a conventional model accuracy metric to infusing advanced human virtues such as fairness,…

Artificial Intelligence · Computer Science 2022-12-09 Yuyang Gao , Siyi Gu , Junji Jiang , Sungsoo Ray Hong , Dazhou Yu , Liang Zhao

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

As Machine Learning models are considered for autonomous decisions with significant social impact, the need for understanding how these models work rises rapidly. Explainable Artificial Intelligence (XAI) aims to provide interpretations for…

Machine Learning · Computer Science 2023-05-05 Jaime Pizarroso , David Alfaya , José Portela , Antonio Muñoz

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the…

Machine Learning · Computer Science 2026-04-28 Wei Lu , Jay Wang , Dingli Duan , Ding Mao , Caiyi Song , John Huang
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