AI RESEARCH
A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
arXiv CS.LG
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ArXi:2605.09061v1 Announce Type: cross Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time forecasting is complicated by nonlinear market-rule-based price formation, heterogeneous input signals, and incomplete data availability caused by communication delays, publication lags, and measurement outages.