Pith Number

pith:FFJCALFZ

pith:2026:FFJCALFZOYYP5CEHD2LJQXZDHJ

not attested not anchored not stored refs resolved

Scenario generation of intraday electricity price paths for optimal trading in continuous markets

Andrzej Pu\'c, Joanna Janczura

A kernel-based regression model plus scenario generation from forecast errors and a new Support Vector Sorting step produces ensemble price trajectories that improve both statistical accuracy and trading profits over benchmarks on German intraday continuous market data.

arxiv:2605.13446 v1 · 2026-05-13 · stat.AP

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\usepackage{pith}
\pithnumber{FFJCALFZOYYP5CEHD2LJQXZDHJ}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Claims

C1strongest claim

Combining kernel-based learning with scenario driven uncertainty and adaptive updating provides a flexible and effective approach for forecasting and trading in continuous electricity markets.

C2weakest assumption

That forecast errors of fundamental variables can be used directly to generate scenarios whose statistical properties remain representative of future price uncertainty without additional calibration or regime detection.

C3one line summary

References

26 extracted · 26 resolved · 1 Pith anchors

[1] doi: https://doi.org/10.1016/j.ijforecast.2014.08.013 2070 · doi:10.1016/j.ijforecast.2014.08.013

[2] doi: 10.3390/forecast8020032 · doi:10.3390/forecast8020032

[3] 2011 , url = · doi:10.1145/1961189.1961199

[4] Harris Drucker, Christopher J

[5] URLhttps://proceedings.neurips.cc/ paper_files/paper/1996/file/d38901788c533e8286cb6400b40b386d-Paper.pdf. ENTSO-E. Transparency platform knowledge base, 2026a. URLhttps://transparencyplatform. zendes 1996

Formal links

2 machine-checked theorem links

Receipt and verification

First computed	2026-05-18T02:44:41.955929Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

2952202cb97630fe88871e96985f233a5d6149a3b92c39df2b4271eff819fd6d

Aliases

arxiv: 2605.13446 · arxiv_version: 2605.13446v1 · doi: 10.48550/arxiv.2605.13446 · pith_short_12: FFJCALFZOYYP · pith_short_16: FFJCALFZOYYP5CEH · pith_short_8: FFJCALFZ

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/FFJCALFZOYYP5CEHD2LJQXZDHJ \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 2952202cb97630fe88871e96985f233a5d6149a3b92c39df2b4271eff819fd6d

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "a98303b349f520648c6c7c551654fc7d61046716fa6bd4fe31abf863de42e9f4",
    "cross_cats_sorted": [],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "stat.AP",
    "submitted_at": "2026-05-13T12:41:07Z",
    "title_canon_sha256": "798269132a180618e63b3b915959370a7512acdf1236560d2b1130ea1d96bc61"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2605.13446",
    "kind": "arxiv",
    "version": 1
  }
}