arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
arXiv:2607. 16028v1 Announce Type: new Abstract: This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news and historical market data.
arXiv:2606. 19199v1 Announce Type: cross Abstract: The recent growth of EV adoption poses challenges for power systems, including increased peak demand and potential grid instability.
arXiv:2606. 04574v1 Announce Type: new Abstract: This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets.
arXiv:2604. 26634v2 Announce Type: replace Abstract: Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data.
arXiv:2606. 08379v1 Announce Type: new Abstract: This study addresses the optimal execution of large stock sell programs by introducing TT-DAC-PS (Twin-Target Deterministic Actor-Critic with Policy Smoothing), a deterministic actor-critic architecture that combines twin exponential-moving-average critic targets with pessimistic min backup, TD3-style target policy smoothing noise, delayed actor updates, and conservative Q regularisation to curb overestimation.
arXiv:2607. 12856v1 Announce Type: new Abstract: Buildings are expected to shift cooling loads in response to grid conditions.
arXiv:2608. 01208v1 Announce Type: cross Abstract: For a trading desk, residual climate hedging valuation adjustment (HVA) is the climate cost left after its inherited hedge and any admissible overlay have been taken into account; it therefore cannot be inferred from a stand-alone stress loss.
arXiv:2607. 09230v1 Announce Type: cross Abstract: Building event-conditioned market models requires separating macro-event labels from persistent microstructure state.
arXiv:2606. 00060v1 Announce Type: cross Abstract: This paper investigates whether machine learning forecasts of hourly BTC-USDT returns can be converted into economically meaningful trading performance after transaction costs.
arXiv:2511. 02748v2 Announce Type: replace-cross Abstract: We argue that sixth-generation (6G) intelligence is not fluent token prediction but the capacity to imagine and choose -- to simulate future scenarios, weigh trade-offs, and act with calibrated uncertainty.
arXiv:2606. 02049v1 Announce Type: new Abstract: The increasing integration of renewable energy sources into power systems, particularly in buildings equipped with photovoltaic (PV) panels and energy storage systems, introduces significant complexity in energy systems.
arXiv:2608. 11359v1 Announce Type: new Abstract: Electricity price forecasting is crucial for market participants but remains difficult because prices are volatile, market-specific, and closely tied to anticipated system conditions.