An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over the power system, in particular costs within the electricity balancing markets, ma…
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.
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The energy transition is well underway in most European countries. It has a growing impact on electric power systems as it dramatically modifies the way electricity is produced. To ensure a safe and smooth transition towards a pan-European electricity production dominated by renewable sources, it is of paramount import…
A predictor improves power grid frequency forecasts up to one hour.
Photovoltaic systems have been widely deployed in recent times to meet the increased electricity demand as an environmental-friendly energy source. The major challenge for integrating photovoltaic systems in power systems is the unpredictability of the solar power generated. In this paper, we analyze the impact of havi…
Locational Marginal Pricing aims to free UK power markets.
WindDragon forecasts wind power with deep learning.
G-computation improves clinical trial power with machine learning.
The paper examines how nonlinear transformations affect ridge sets in manifold learning.
The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on the real-time wholesale electricity prices to the end consumers, and is shown t…
We give a simple and independent proof of the result of Jack Button and Paul Schmutz that the Markoff conjecture on the uniqueness of the Markoff triples (a,b,c), where a, b, and c are in increasing order, holds whenever is a prime power.
ADDIS improves power in online FDR control for conservative nulls.
We study the average price impact of a single trade executed in the NYSE. After appropriate averaging and rescaling, the data for the 1000 most highly capitalized stocks collapse onto a single function, giving average price shift as a function of trade size. This function increases as a power that is the order of 1/2 f…
In this paper we investigate how the volume of hyperbolic manifolds increases under the process of removing a curve, that is, Dehn drilling. If the curve we remove is a geodesic we are able to show that for a certain family of manifolds the volume increase is bounded above by where is the length of the g…
Sparse oblique decision tree improves security rules for renewable power systems.
Paper improves power of conditional randomization tests.
pAElla detects malware in DCs/SCs with high accuracy.
Machine learning algorithms aim at minimizing the number of false decisions and increasing the accuracy of predictions. However, the high predictive power of advanced algorithms comes at the costs of transparency. State-of-the-art methods, such as neural networks and ensemble methods, often result in highly complex mod…
Model shows how centralization occurs in cryptocurrency mining.
This paper is about two related decision theoretic problems, nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave well in high-dimensional settings. We identify different sources of misconception…
Graph neural network optimizes energy-efficient precoding for massive MIMO systems.
LIQSS method improves accuracy and efficiency for power system simulations.
Paper tackles RL for power grid topology optimization.
Surveying random sections on Kähler manifolds, leading to metrics.
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current literature is split into two kinds of tests - those which are consistent without any a…
New MPNNs match 2-WL, faster distinguishing graphs.
Develops a framework for analyzing multi-agent and many-body systems with feedback loops.
The purpose of this paper is first to give an asymptotic formula for the holomorphic analytic torsion forms of a fibration associated with increasing powers of a given line bundle. Secondly, we generalize this formula, thanks to the theory of Toeplitz operators, in the case where the powers of the line bundle is replac…
New ML model predicts long-term power generation at large areas.
This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.
The increasing importance of renewable energy, especially solar and wind power, has led to new forces in the formation of electricity prices. Hence, this paper introduces an econometric model for the hourly time series of electricity prices of the European Power Exchange (EPEX) which incorporates specific features like…
The three-state agent-based 2D model of financial markets in the version proposed by Giulia Iori in 2002 has been herein extended. We have introduced the increase of herding behaviour by modelling the altering trust of an agent in his nearest neighbours. The trust increases if the neighbour has foreseen the price chang…
A new method for kernel tests without data splitting increases power.
Graph neural networks over-smooth when layers increase, reducing discriminative power.
Extends PPI to sequential setting, improving inference over time.
Paper uses DRL for automated power allocation in satellites.
Fuelled by increasing computer power and algorithmic advances, machine learning techniques have become powerful tools for finding patterns in data. Since quantum systems produce counter-intuitive patterns believed not to be efficiently produced by classical systems, it is reasonable to postulate that quantum computers …
The study assesses how market competitiveness affects electricity price forecasting.
Deep learning's success requires vast computing power, making future progress unsustainable.
Efficiently detects anomalies in videos with reduced computation.
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on high-frequency recordings of …
We consider a model of financial contagion in a bipartite network of assets and banks recently introduced in the literature, and we study the effect of power law distributions of degree and balance-sheet size on the stability of the system. Relative to the benchmark case of banks with homogeneous degrees and balance-sh…
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent having its own distribution. We show the effect of stochasticity of on the expectation and higher moments of the random variable. For instance, the moments of a right-tailed or right-asymmetric varia…
Study of torsion forms for positive line bundles.
ESAN improves graph neural networks by processing subgraphs.
Theory explains power-law distributions without complex models.
Improved LSTM models predict wind power more accurately with weather data.
Unified framework for subgraph-enhanced GNNs, improving prediction accuracy and reducing computation time.
Paper presents a deep learning approach to AC Optimal Power Flow.