arXiv Machine Learning By Carlos Heredia, Daniel Roncel

Integrable Elasticity via Neural Demand Potentials

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The paper introduces the Integrable Context-Dependent Demand Network (ICDN), a neural model that predicts multiproduct retail demand by learning log‑demand as a smooth, context‑conditioned function of log‑prices. This approach allows elasticities to be derived exactly from the learned demand surface, yielding analytically tractable and economically regularized own‑ and cross‑price responses. Across three retail datasets, ICDN achieves competitive out‑of‑sample prediction performance.

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arXiv Statistics ML
2d ago

Learning to Price Electricity for Optimal Demand Response

The paper proposes a neural‑network algorithm for contextual electricity pricing, framing the problem as a Stackelberg game and using a mean‑field solution to learn constrained mappings from contextual features (e.g., weather, sunrise/sunset, day‑of‑week) to feasible price signals. The method is validated through simulations of the energy grid in several U.S. cities, demonstrating that incorporating rich contextual information can significantly enhance the value of demand‑response programs.

By Jing Shang, Mohammad Mehrabi, Xinyang Zhou, Mahmoud Saleh, Andrey Bernstein, Stefan Wager