Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy

By Simon Hirsch, Florian Ziel

Published 2026-04-21

Everscope rating

1680.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic Programming with Multivariate Probabilistic Forecasts for Battery Optimization. Problem types: Time Series Forecasting, Optimization, Risk Management, Portfolio Optimization, Ranking, Density Estimation, Probabilistic Forecasting, Stochastic Programming.

arXiv:2604.19580 · Paper rankings

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