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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Feb 202119922001200920172026
2 results for “Pay-as-Bid”
ML-Based Bidding Price Prediction for Pay-As-Bid Ancillary Services Markets: A Use Case in the German Control Reserve Marketcs.LG

This paper improves bidding price prediction for ancillary services markets, boosting revenues.

problem Volatility in renewable energy sources affects grid stability and revenue optimization.
method Machine learning models (SVR, DT, k-NN) and offset adjustment for pay-as-bid markets.
result The proposed approach increases potential revenues by 27.43% to 37.31% compared to baseline models.
Machine LearningAncillary ServicesPay-as-BidRenewable EnergyGrid Stability
2025-03-21abs ↗pdf ↗
Internal hydro- and wind portfolio optimisation in real-time market operationsq-fin.GN

Paper optimizes internal balancing of wind and hydropower to reduce intraday market volatility.

problem Reduction of intraday market volatility for power producers with wind and hydropower assets.
method Internal balancing within the same river system and sales/purchase in a pay-as-bid intraday market.
result Reduction in short-term marginal cost and risk through internal balancing.
hydro-powerwind-powerinternal balancingintraday marketimbalances
2021-02-04abs ↗pdf ↗