A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting

By Runyao Yu, Julia Lin, Derek W. Bunn, Jochen Stiasny, Wentao Wang, Yujie Chen, Tara Esterl, Peter Palensky, Jochen L. Cremer

Published 2026-05-09

Everscope rating

1527.8

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

5 / 5

About this paper

Methodology: Market-Rule-Informed Neural Network (MRINN). Problem types: Time Series Forecasting, Regression, Probabilistic Forecasting, Risk Management.

arXiv:2605.09061 · Code · Paper rankings

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