Cover Image

ML-Based Bidding Price Prediction for Pay-As-Bid Ancillary Services Markets: A Use Case in the German Control Reserve Market

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bezold, Vincent, Baur, Lukas, Sauer, Alexander
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Computational Engineering, Finance, and Science Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Use ADAS Data to Predict Near-Miss Events: A Group-Based Zero-Inflated Poisson Approach
by: Zhang, Xinbo, et al.
Published: (2025)

UAMM: Price-oracle based Automated Market Maker
by: Im, Daniel Jiwoong, et al.
Published: (2023)

Private Order Flows and Builder Bidding Dynamics: The Road to Monopoly in Ethereum's Block Building Market
by: Wang, Shuzheng, et al.
Published: (2024)

Joint Bidding on Intraday and Frequency Containment Reserve Markets
by: Zhang, Yiming, et al.
Published: (2025)

Generative Large-Scale Pre-trained Models for Automated Ad Bidding Optimization
by: Lei, Yu, et al.
Published: (2025)

Quantum Amplitude Estimation for Catastrophe Insurance Tail-Risk Pricing: Empirical Convergence and NISQ Noise Analysis
by: Kirke, Alexis
Published: (2026)

Harnessing Implicit Cooperation: A Multi-Agent Reinforcement Learning Approach Towards Decentralized Local Energy Markets
by: Salazar-Pena, Nelson, et al.
Published: (2026)

Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
by: Wang, Xuesong, et al.
Published: (2024)

Optimising Kernel-based Multivariate Statistical Process Control
by: Duma, Zina-Sabrina, et al.
Published: (2025)

Fire-EnSF: Wildfire Spread Data Assimilation using Ensemble Score Filter
by: Shi, Hongzheng, et al.
Published: (2025)

Dynamic causal discovery in Alzheimer's disease through latent pseudotime modelling
by: Glazman, Natalia, et al.
Published: (2025)

Digital Twins and Civil Engineering Phases: Reorienting Adoption Strategies
by: Adebiyi, Taiwo A., et al.
Published: (2024)

Simulation-Free Determination of Microstructure Representative Volume Element Size via Fisher Scores
by: Liu, Wei, et al.
Published: (2024)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

Semantic Non-Fungibility and Violations of the Law of One Price in Prediction Markets
by: Gebele, Jonas, et al.
Published: (2026)

Value of Information-based assessment of strain-based thickness loss monitoring in ship hull structures
by: Silionis, Nicholas E., et al.
Published: (2025)

Mapping Hong Kong's Financial Ecosystem: A Network Analysis of the SFC's Licensed Professionals and Institutions
by: AlKetbi, Abdulla, et al.
Published: (2024)

A Geometric Model with Stochastic Error for Abnormal Motion Detection of Portal Crane Bucket Grab
by: Yu, Baichen, et al.
Published: (2024)

A Rolling-Horizon Stochastic Optimization Framework for NBA Franchise Management with Distributionally Robust Risk Constraints
by: Zhang, Siming, et al.
Published: (2026)

ForTune: Running Offline Scenarios to Estimate Impact on Business Metrics
by: Dupret, Georges, et al.
Published: (2024)

A hierarchical Bayesian approach for population-based structural health monitoring in ship hull structures
by: Aravanis, Georgios, et al.
Published: (2025)

Population Activity Recovery: Milestones Unfolding, Temporal Interdependencies, and Relationship with Physical and Social Vulnerability
by: Patrascu, Flavia Ioana, et al.
Published: (2024)

Analysis of vessel traffic flow characteristics in inland restricted waterways using multi-source data
by: Yang, Wenzhang, et al.
Published: (2024)

A Framework for Digital Asset Risks with Insurance Applications
by: Li, Zhengming, et al.
Published: (2024)

Robust Optimal Experimental Design Accounting for Sensor Failure
by: White, Rebekah, et al.
Published: (2026)

Nested Fusion: A Method for Learning High Resolution Latent Structure of Multi-Scale Measurement Data on Mars
by: Wright, Austin P., et al.
Published: (2024)

Sensor Informativeness, Identifiability, and Uncertainty in Bayesian Inverse Problems for Structural Health Monitoring
by: Bakeer, Tammam, et al.
Published: (2025)

An `Inverse' Experimental Framework to Estimate Market Efficiency
by: Asikis, Thomas, et al.
Published: (2026)

Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026)

Battery Lifetime Prediction using Data-driven Modeling Approaches
by: Patil, Vikram C
Published: (2026)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)

Data-driven Power Flow Linearization: Theory
by: Jia, Mengshuo, et al.
Published: (2024)

Unified Occupancy on a Public Transport Network through Combination of AFC and APC Data
by: Dib, Amir, et al.
Published: (2024)

Multistep Criticality Search and Power Shaping in Microreactors with Reinforcement Learning
by: Radaideh, Majdi I., et al.
Published: (2024)

Cardiovascular Disease Detection By Leveraging Semi-Supervised Learning
by: Chen, Shaohan, et al.
Published: (2024)

A practical scenario generation method for electricity prices on day-ahead and intraday spot markets
by: Papadimitriou, Chrysanthi, et al.
Published: (2024)

Indian Stock Market Prediction using Augmented Financial Intelligence ML
by: Chauhan, Anishka, et al.
Published: (2024)

Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock
by: Huang, Dengxin
Published: (2023)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
by: Dalen, Shaw
Published: (2025)

Unified Modelling of Infrastructure Asset Performance Deterioration -- a bounded gamma process approach
by: Chen, Wang, et al.
Published: (2025)