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

By Ciaran O'Connor, Mohamed Bahloul, Steven Prestwich, Andrea Visentin

Published 2025-10-28

Everscope rating

1544.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

2 / 5

About this paper

Methodology: Systematic Literature Review. Problem types: Time Series Forecasting, Regression, Risk Management, Density Estimation, Portfolio Optimization, Optimization, Online Learning, Anomaly Detection.

arXiv:2511.05523 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.