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

By Runyao Yu, Derek W. Bunn, Julia Lin, Jochen Stiasny, Fabian Leimgruber, Tara Esterl, Yuchen Tao, Lianlian Qi, Yujie Chen, Wentao Wang, Jochen L. Cremer

Published 2026-05-12

Everscope rating

1247.9

Relevance to quantitative trading

8 / 10

Implementation complexity

3 / 10

Reproducibility

2 / 5

About this paper

Methodology: Unified Deep Learning Taxonomy for EPF Review. Problem types: Time Series Forecasting, Regression, Probabilistic Forecasting, Density Estimation, Generative Modeling, Graph Learning, Multi-task Learning, Transfer Learning, Risk Management.

arXiv:2602.10071 · Paper rankings

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