activity
20242026
collaborators

9 papers

q-fin.CP2026

From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction

Runyao Yu, Jochen L. Cremer, Pierre Pinson +4

Power systems with increasing variable renewable generation face greater uncertainty in scheduling and balancing. Intraday and balancing electricity markets facilitate position adj…

cs.LG2026

MxGPS: Multiplex Graph Transformers for a Power Grid Foundation Model

Charilaos Papaioannou, Ioannis Tsantilas, Dimitris Giannakakos +9

Single-task fine-tuning of graph neural networks (GNNs) for power grid problems exhibits a systematic failure mode: models that achieve the lowest in-distribution error degrade the…

cs.LG2026

Probabilistic Hysteresis Factor Prediction for Electric Vehicle Batteries with Graphite Anodes Containing Silicon

Runyao Yu, Viviana Kleine, Philipp Gromotka +5

Batteries with silicon-graphite-based anodes, which offer higher energy density and improved charging performance, introduce pronounced voltage hysteresis, making state-of-charge (…

q-fin.CP2026

Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets

Runyao Yu, Derek W. Bunn, Julia Lin +8

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into f…

eess.SY2026

Residual Power Flow for Neural Solvers

Jochen Stiasny, Jochen Cremer

The energy transition challenges operational tasks based on simulations and optimisation. These computations need to be fast and flexible as the grid is ever-expanding, and renewab…

q-fin.CP2025

Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets

Runyao Yu, Ruochen Wu, Yongsheng Han +1

Accurate probabilistic forecasting of intraday electricity prices is critical for market participants to inform trading decisions. Existing studies rely on specific domain features…

cs.CE2025

PriceFM: Foundation Model for Probabilistic Electricity Price Forecasting

Runyao Yu, Chenhui Gu, Jochen Stiasny +4

Electricity price forecasting in Europe presents unique challenges due to increasing renewable generation variability, market integration, and the continent's physically interconne…

q-fin.CP2025

OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting

Runyao Yu, Yuchen Tao, Fabian Leimgruber +6

Probabilistic intraday electricity price forecasting is becoming increasingly important for short-term power-system operation. With increasing renewable generation, demand-side fle…

eess.SY2024

A Pioneering Roadmap for ML-Driven Algorithmic Advancements in Electrical Networks

Jochen L. Cremer, Adrian Kelly, Ricardo J. Bessa +5

Advanced control, operation, and planning tools of electrical networks with ML are not straightforward. 110 experts were surveyed to show where and how ML algorithms could advance.…