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.
Study electric field and potential of torus knots, focusing on z-axis.
Deep brain stimulation (DBS) is a surgical treatment for Parkinson's Disease. Static models based on quasi-static approximation are common approaches for DBS modeling. While this simplification has been validated for bioelectric sources, its application to rapid stimulation pulses, which contain more high-frequency pow…
BESS shows potential in European markets for frequency support, but not for energy arbitrage.
Study magnetic potentials on Anosov manifolds using spectral data.
Given a knot parametrized by , we can define the electric potential on its complement by . Physicists and knot theorists want to understand the critical points of the potential and their behavior. The tunneling number of a knot is t…
Study examines barriers to grid-connected battery systems in Spain, finding high cycle cost remains main obstacle.
PSQRNN model forecasts electricity consumption in China by integrating neural networks and quantile regression.
Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high frequency rates. This data opens the possibility of developing new forecasting models…
Study shows Bitcoin mining with surplus electricity can boost KEPCO's financial stability.
Generative model improves intraday electricity price forecasting.
Neural nets solve electric field in non-convex microfluidic devices.
The paper explores how topological methods can reveal insights into electric charge distributions on knots.
Automates detection of fast-ramped flexibility events for DSOs.
Paper uses conformal prediction for solar power forecasting in electricity markets.
A new method forecasts hourly electricity prices considering product dynamics and limit order book signals.
A necessary and sufficient condition for energy-momentum conservation is proved within a topological, pre-metric approach to classical electrodynamics including magnetic as well as electric charges. The extended Lorentz force, consisting of mutual actions by F=(E, B) on the electric current and G=(H, D) on the magnetic…
Crowdsourcing has been successfully applied in many domains including astronomy, cryptography and biology. In order to test its potential for useful application in a Smart Grid context, this paper investigates the extent to which a crowd can contribute predictive hypotheses to a model of residential electric energy con…
Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic generators participating in electricity markets with a single-price balancing mecha…
Electromagnetic stimulation of the human brain is a key tool for the neurophysiological characterization and diagnosis of several neurological disorders. Transcranial magnetic stimulation (TMS) is one procedure that is commonly used clinically. However, personalized TMS requires a pipeline for accurate head model gener…
Challenge forecasts EV charging station usage accurately.
Game theory models storage investment to balance market competition and profits.
Automates detection of electric devices in 3D x-ray images of luggage.
The optimization of electric machines at multiple operating points is crucial for applications that require frequent changes on speeds and loads, such as the electric vehicles, to strive for the machine optimal performance across the entire driving cycle. However, the number of objectives that would need to be optimize…
In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the uncertainty of the prediction into account and, therefore, to devise optimal decisions, e…
The paper classifies electrovacuum spaces in higher dimensions, proving several key results.
In the paper [4] is presented a theory which unifies the gravitation theory and the mechanical effects, which is different from the Riemannian theories like GTR. Moreover it is built in the style of the electomagnetic field theory. This paper is a continuation of [4] such that the complex variant of that theory yields …
As energy markets begin clearing at sub-hourly rates, their interaction with load control systems becomes a potentially important consideration. A simple model for the control of thermal systems using market-based power distribution strategies is proposed, with particular attention to the behavior and dynamics of elect…
Most cryptocurrencies rely on Proof-of-Work (PoW) "mining" for resistance to Sybil and double-spending attacks, as well as a mechanism for currency issuance. Hashcash PoW has successfully secured the Bitcoin network since its inception, however, as the network has expanded to take on additional value storage and transa…
New method assesses energy storage value beyond cost reduction.
We investigate nodal sets of magnetic Schroedinger operators with zero magnetic field, acting on a non simply connected domain in $\r^2$. For the case of circulation 1/2 of the magnetic vector potential around each hole in the region, we obtain a charactisation of the nodal set, and use this to obtain bounds on the mul…
The problem of probabilistic forecasting and online simulation of real-time electricity market with stochastic generation and demand is considered. By exploiting the parametric structure of the direct current optimal power flow, a new technique based on online dictionary learning (ODL) is proposed. The ODL approach inc…
Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even more important as cities continue to grow, causing water and electricity utiliti…
The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained economic dispatch problem. Under a linear DC model, locational marginal prices (LM…
In this paper, we formulate a method for minimising the expectation value of the procurement cost of electricity in two popular spot markets: {\it day-ahead} and {\it intra-day}, under the assumption that expectation value of unit prices and the distributions of prediction errors for the electricity demand traded in tw…
Electricity consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand to the electricity distributor. Predicting electricity consumption requires man…
Model equilibrium price in intraday electricity markets with uncertainty.
Paper provides a method to price electricity storage contracts using COS technique.
Algorithm optimizes electricity procurement costs by 1.65%.
In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a…
In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity…
Proposes a pricing agent using reinforcement learning to balance renewable energy demand.
Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences competitive strategy for generators. As the "smart grid" grows, short-term price fo…
Electricity accounts for 25% of global greenhouse gas emissions. Reducing emissions related to electricity consumption requires accurate measurements readily available to consumers, regulators and investors. In this case study, we propose a new real-time consumption-based accounting approach based on flow tracing. This…
We analyze long-term memory properties of hourly prices of electricity in the Czech Republic between 2009 and 2012. As the dynamics of the electricity prices is dominated by cycles -- mainly intraday and daily -- we opt for the detrended fluctuation analysis, which is well suited for such specific series. We find that …
Study predicts electricity prices using LSTM models with feature selection, considering market coupling.
Model uses GAMs to forecast hourly electricity load weeks to one year ahead.
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these questions. Applying our methods to weekly Nordic and German electricity prices, and oi…
The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. The possibility of extreme price movements increases the risk of trading in electricity markets. However, underlying the process of price returns is a strong mean-reverting mechanism. We study this featur…