Market abuse evaluation of generators with time-varying pricing

In China's electricity spot market, the time variation of quotation is an important challenge in market regulation, which directly affects the accurate assessment of market abuse. To address this issue, this paper introduces a novel evaluation approach utilizing a cost-sensitive support vector machine (CSVM), considerably enhancing the detection accuracy of violations in datasets characterized by imbalance. Experiments show that this method achieves high recall rate and low consumption in both synthetic and real data, and provides an effective tool for real-time monitoring of the power market.

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Published
2025-05-22
DOI
https://doi.org/10.1117/12.3068050
Primary Topic
Electric Power System Optimization
Type
article
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article

Market abuse evaluation of generators with time-varying pricing

Jiangbo Qiu
Electric Power System Optimization
article

Market abuse evaluation of generators with time-varying pricing

Jiangbo Qiu
article en

Abstract

In China's electricity spot market, the time variation of quotation is an important challenge in market regulation, which directly affects the accurate assessment of market abuse. To address this issue, this paper introduces a novel evaluation approach utilizing a cost-sensitive support vector machine (CSVM), considerably enhancing the detection accuracy of violations in datasets characterized by imbalance. Experiments show that this method achieves high recall rate and low consumption in both synthetic and real data, and provides an effective tool for real-time monitoring of the power market.

Shanghai Jiao Tong University (CN)
Gender equality
Openalex Percentile: Top 91%
Electric Power System Optimization
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Market abuse evaluation of generators with time-varying pricing — Jiangbo Qiu · (2025) | TGRS Research Map | TGRS