activity
20202026
most citedComputing Optimal (R, s, S) Policy Parameters by a Hybrid of Branch-and-Bound and Stochastic Dynamic Programming

21 citations · 31 across the 8 of their papers we have counts for

collaborators

8 papers

cs.LG2026

Behaviour-Conditioned Neural Processes for Adaptive Residential Short-Term Load Forecasting

Ramin Soleimani, Andrea Visentin, Dirk Pesch

Residential short-term load forecasting (STLF) is challenging because household demand is heterogeneous, temporally variable, and shaped by diverse behavioural routines. This work…

q-fin.ST2025

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets

Ciaran O'Connor, Mohamed Bahloul, Steven Prestwich +1

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater vo…

cs.LG2025★ 1 cited

Conformal Prediction for Electricity Price Forecasting in the Day-Ahead and Real-Time Balancing Market

Ciaran O'Connor, Mohamed Bahloul, Roberto Rossi +2

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliabl…

cs.LG2024

Optimizing Quantile-based Trading Strategies in Electricity Arbitrage

Ciaran O'Connor, Joseph Collins, Steven Prestwich +1

Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant e…

cs.LG2024★ 3 cited

Electricity Price Forecasting in the Irish Balancing Market

Ciaran O'Connor, Joseph Collins, Steven Prestwich +1

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing marke…

cs.DC2023★ 3 cited

Forecasting Workload in Cloud Computing: Towards Uncertainty-Aware Predictions and Transfer Learning

Andrea Rossi, Andrea Visentin, Diego Carraro +2

Predicting future resource demand in Cloud Computing is essential for optimizing the trade-off between serving customers' requests efficiently and minimizing the provisioning cost.…

math.OC2022★ 3 cited

Stochastic Dynamic Programming Heuristic for the (R, s, S) Policy Parameters Computation

Andrea Visentin, Steven Prestwich, Roberto Rossi +1

The (R, s, S) is a stochastic inventory control policy widely used by practitioners. In an inventory system managed according to this policy, the inventory is reviewed at instant R…

math.OC2020★ 21 cited

Computing Optimal (R, s, S) Policy Parameters by a Hybrid of Branch-and-Bound and Stochastic Dynamic Programming

Andrea Visentin, Steven Prestwich, Roberto Rossi +1

A well-know control policy in stochastic inventory control is the (R, s, S) policy, in which inventory is raised to an order-up-to-level S at a review instant R whenever it falls b…