3 papers
stat.ML2026
Crossing-Free Probabilistic K-Line Forecasts Without Retraining
Runyao Yu, Yuchen Tao, Yujie Chen +2
Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC). However, it introduces two consistency problems: quantile…
q-fin.CP2026
A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
Runyao Yu, Julia Lin, Derek W. Bunn +6
Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines incre…
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…