arxiv
PublishedOctober 15, 2026 at 4:00 AM
Cross-Market Meta-Learning for Electricity Price Forecasting
Publisher summary· verbatim
arXiv:2610.17387v1 Announce Type: cross Abstract: Day-ahead (DA) electricity price forecasting is usually posed per market, with a separate model fitted to each grid's own history. This caps accuracy: statistical and tree-based baselines saturate, while higher-capacity sequence models need more trai
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Originally published on arxiv ↗