Reading this paper on risk-aware battery arbitrage optimization, where the authors propose an approach different from CVaR. These are my notes.
#EnergySky
#EnergySky
October 29, 2026 at 9:28 PM
Reading this paper on risk-aware battery arbitrage optimization, where the authors propose an approach different from CVaR. These are my notes.
#EnergySky
#EnergySky
None of these distributions are satisfactory as the Normal underfits tails, Student-t captures heavy tails but ignores skewness, and GEV fits do not converge easily.
- CVaR-in-objective formulation: Mean-CVaR objectives where we maximize the expected profit minus a CVaR-based penalty term.
- CVaR-in-objective formulation: Mean-CVaR objectives where we maximize the expected profit minus a CVaR-based penalty term.
October 29, 2026 at 9:28 PM
None of these distributions are satisfactory as the Normal underfits tails, Student-t captures heavy tails but ignores skewness, and GEV fits do not converge easily.
- CVaR-in-objective formulation: Mean-CVaR objectives where we maximize the expected profit minus a CVaR-based penalty term.
- CVaR-in-objective formulation: Mean-CVaR objectives where we maximize the expected profit minus a CVaR-based penalty term.
📈 One indicator, three markets, one honest verdict: Return Distribution Profile — a statistical histogram that maps how often each return size occurs, with VaR, CVaR, skew and tail alerts on TradingView.
https://theindicatorlab.com/reviews/return-distribution-profile/
https://theindicatorlab.com/reviews/return-distribution-profile/
November 1, 2026 at 10:05 PM
📈 One indicator, three markets, one honest verdict: Return Distribution Profile — a statistical histogram that maps how often each return size occurs, with VaR, CVaR, skew and tail alerts on TradingView.
https://theindicatorlab.com/reviews/return-distribution-profile/
https://theindicatorlab.com/reviews/return-distribution-profile/
This makes charging look more expensive and discharging less profitable where historical forecast misses justify caution, without putting a CVaR penalty on battery profit directly into the objective.
October 29, 2026 at 9:28 PM
This makes charging look more expensive and discharging less profitable where historical forecast misses justify caution, without putting a CVaR penalty on battery profit directly into the objective.
These are CVaR-style tail averages applied to price errors: after scaling by historical error volatility, the negative-tail adjustment raises the charging price used in the optimisation, while the positive-tail adjustment lowers the discharging price.
October 29, 2026 at 9:28 PM
These are CVaR-style tail averages applied to price errors: after scaling by historical error volatility, the negative-tail adjustment raises the charging price used in the optimisation, while the positive-tail adjustment lowers the discharging price.
Kutoka Utambuzi wa Rejimu hadi Kanuni za Uamuzi: Mfumo wa Makro-Fedha wa CVaR Unaotegemea Data kwa Jalada za Mali Nyingi za Ulaya
https://verianla.com.tr/sw/kutoka-utambuzi-wa-rejimu-hadi-kanuni-za-uamuzi-mfumo-wa-makro-fedha-wa-cvar-unaotegemea-data-kwa-jalada-za-mali-nyingi-za-ulaya
https://verianla.com.tr/sw/kutoka-utambuzi-wa-rejimu-hadi-kanuni-za-uamuzi-mfumo-wa-makro-fedha-wa-cvar-unaotegemea-data-kwa-jalada-za-mali-nyingi-za-ulaya
October 28, 2026 at 9:58 AM
Kutoka Utambuzi wa Rejimu hadi Kanuni za Uamuzi: Mfumo wa Makro-Fedha wa CVaR Unaotegemea Data kwa Jalada za Mali Nyingi za Ulaya
https://verianla.com.tr/sw/kutoka-utambuzi-wa-rejimu-hadi-kanuni-za-uamuzi-mfumo-wa-makro-fedha-wa-cvar-unaotegemea-data-kwa-jalada-za-mali-nyingi-za-ulaya
https://verianla.com.tr/sw/kutoka-utambuzi-wa-rejimu-hadi-kanuni-za-uamuzi-mfumo-wa-makro-fedha-wa-cvar-unaotegemea-data-kwa-jalada-za-mali-nyingi-za-ulaya
Obtained solutions are conservative with depressed revenues unless the CVaR term is weighted appropriately meaning you have a hyperparameter you need to tune on a case-by-case basis i.e. the authors found this difficult to calibrate in their implementation.
October 29, 2026 at 9:28 PM
Obtained solutions are conservative with depressed revenues unless the CVaR term is weighted appropriately meaning you have a hyperparameter you need to tune on a case-by-case basis i.e. the authors found this difficult to calibrate in their implementation.
Some research I should dig into more shows that even modest deviations between forecasted and settled market price can lower revenues by up to 50%. Conservative bidding (I imagine CVaR-based risk-aware bidding) protects against price risk but lowers expected returns.
October 29, 2026 at 9:28 PM
Some research I should dig into more shows that even modest deviations between forecasted and settled market price can lower revenues by up to 50%. Conservative bidding (I imagine CVaR-based risk-aware bidding) protects against price risk but lowers expected returns.
🔄 Updated Arxiv Paper
Title: Risk-Aware Unit Commitment in District Heating Networks: Chance-Constrained and CVaR Optimization Under Demand Uncertainty
Authors: Annika Buchholz, Janina Zittel, Thorsten Koch
Read more: https://arxiv.org/abs/2608.10899
Title: Risk-Aware Unit Commitment in District Heating Networks: Chance-Constrained and CVaR Optimization Under Demand Uncertainty
Authors: Annika Buchholz, Janina Zittel, Thorsten Koch
Read more: https://arxiv.org/abs/2608.10899
October 23, 2026 at 8:02 AM
🔄 Updated Arxiv Paper
Title: Risk-Aware Unit Commitment in District Heating Networks: Chance-Constrained and CVaR Optimization Under Demand Uncertainty
Authors: Annika Buchholz, Janina Zittel, Thorsten Koch
Read more: https://arxiv.org/abs/2608.10899
Title: Risk-Aware Unit Commitment in District Heating Networks: Chance-Constrained and CVaR Optimization Under Demand Uncertainty
Authors: Annika Buchholz, Janina Zittel, Thorsten Koch
Read more: https://arxiv.org/abs/2608.10899
Vergleich von Quantenoptimierungsalgorithmen (QAOA, CVaR-QAOA) für die Notfall-Prioritäts-Verkehrsregelung mittels endliche-Horizont-QUBO-Formulierung. CVaR-QAOA reproduzierte exakte Lösungen präzise und gewährleistete dabei 100%-ige Fertigstellung von Einsatzfahrzeugen über v...
Quantenoptimierung für Notfall-Prioritäts-Verkehrsregelung
iq.fp2.dev
October 21, 2026 at 2:32 PM
Vergleich von Quantenoptimierungsalgorithmen (QAOA, CVaR-QAOA) für die Notfall-Prioritäts-Verkehrsregelung mittels endliche-Horizont-QUBO-Formulierung. CVaR-QAOA reproduzierte exakte Lösungen präzise und gewährleistete dabei 100%-ige Fertigstellung von Einsatzfahrzeugen über v...
Compared quantum optimization algorithms (QAOA, CVaR-QAOA) for emergency-priority traffic control using finite-horizon QUBO formulation. CVaR-QAOA reproduced exact solutions accurately while maintaining 100% emergency vehicle completion across traffic regimes.
Quantum Optimization for Emergency-Priority Traffic Control
arxiv.org
October 21, 2026 at 2:30 PM
Compared quantum optimization algorithms (QAOA, CVaR-QAOA) for emergency-priority traffic control using finite-horizon QUBO formulation. CVaR-QAOA reproduced exact solutions accurately while maintaining 100% emergency vehicle completion across traffic regimes.
유한 지평선 QUBO 공식화를 사용하여 긴급 우선순위 교통 제어를 위한 양자 최적화 알고리즘(QAOA, CVaR-QAOA)을 비교했습니다. CVaR-QAOA는 정확한 솔루션을 정확하게 재현했으면서 다양한 교통 상황에서 100% 긴급 차량 완료율을 유지했습니다.
#양자최적화 #교통제어 #연구
#양자최적화 #교통제어 #연구
긴급 우선순위 교통 제어를 위한 양자 최적화
iq.fp2.dev
October 21, 2026 at 2:32 PM
Сравнены квантовые алгоритмы оптимизации (QAOA, CVaR-QAOA) для управления дорожным движением с приоритетом экстренной помощи с использованием формулировки QUBO с конечным горизонтом. CVaR-QAOA точно воспроизвела точные решения, сохраняя 100% завершения маршрутов экстренных тра...
Квантовая оптимизация для управления дорожным движением с приоритетом скорой помощи
iq.fp2.dev
October 21, 2026 at 2:33 PM
Сравнены квантовые алгоритмы оптимизации (QAOA, CVaR-QAOA) для управления дорожным движением с приоритетом экстренной помощи с использованием формулировки QUBO с конечным горизонтом. CVaR-QAOA точно воспроизвела точные решения, сохраняя 100% завершения маршрутов экстренных тра...
השוונו אלגוריתמים של אופטימיזציה קוונטית (QAOA, CVaR-QAOA) לבקרת תנועה בעדיפות חירום באמצעות ניסוח QUBO בעל אופק סופי. CVaR-QAOA שחזר פתרונות מדויקים בדיוק תוך שמירה על השלמה של 100% לרכבי חירום על פני משטרי תנועה שונים.
#אופטימיזציהקוונטית #בקרתתנועה #מחקר
#אופטימיזציהקוונטית #בקרתתנועה #מחקר
אופטימיזציה קוונטית לבקרת תנועה בעדיפות חירום
iq.fp2.dev
October 21, 2026 at 2:34 PM
השוונו אלגוריתמים של אופטימיזציה קוונטית (QAOA, CVaR-QAOA) לבקרת תנועה בעדיפות חירום באמצעות ניסוח QUBO בעל אופק סופי. CVaR-QAOA שחזר פתרונות מדויקים בדיוק תוך שמירה על השלמה של 100% לרכבי חירום על פני משטרי תנועה שונים.
#אופטימיזציהקוונטית #בקרתתנועה #מחקר
#אופטימיזציהקוונטית #בקרתתנועה #מחקר
Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering, Mikael Skoglund
Lower bounds for Bayesian CVaR in interactive problems with local differential privacy
https://arxiv.org/abs/2610.28153
Lower bounds for Bayesian CVaR in interactive problems with local differential privacy
https://arxiv.org/abs/2610.28153
October 21, 2026 at 9:55 PM
Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering, Mikael Skoglund
Lower bounds for Bayesian CVaR in interactive problems with local differential privacy
https://arxiv.org/abs/2610.28153
Lower bounds for Bayesian CVaR in interactive problems with local differential privacy
https://arxiv.org/abs/2610.28153
Se compararon algoritmos de optimización cuántica (QAOA, CVaR-QAOA) para control de tráfico con prioridad de emergencia utilizando formulación QUBO de horizonte finito. CVaR-QAOA reprodujo soluciones exactas con precisión mientras se mantenía el 100% de finalización de vehícul...
Optimización Cuántica para Control de Tráfico con Prioridad de Emergencia
arxiv.org
October 21, 2026 at 2:32 PM
Se compararon algoritmos de optimización cuántica (QAOA, CVaR-QAOA) para control de tráfico con prioridad de emergencia utilizando formulación QUBO de horizonte finito. CVaR-QAOA reprodujo soluciones exactas con precisión mientras se mantenía el 100% de finalización de vehícul...
Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering, Mikael Skoglund
Worst-Case Bayesian CVaR Regret Bounds for Episodic Markov Decision Processes
https://arxiv.org/abs/2610.28157
Worst-Case Bayesian CVaR Regret Bounds for Episodic Markov Decision Processes
https://arxiv.org/abs/2610.28157
October 21, 2026 at 7:55 PM
Raghav Bongole, Amirreza Zamani, Tobias J. Oechtering, Mikael Skoglund
Worst-Case Bayesian CVaR Regret Bounds for Episodic Markov Decision Processes
https://arxiv.org/abs/2610.28157
Worst-Case Bayesian CVaR Regret Bounds for Episodic Markov Decision Processes
https://arxiv.org/abs/2610.28157
Comparamos algoritmos de otimização quântica (QAOA, CVaR-QAOA) para controle de tráfego com prioridade de emergência usando formulação QUBO de horizonte finito. CVaR-QAOA reproduziu soluções exatas com precisão, mantendo 100% de conclusão de veículos de emergência em diferente...
Otimização Quântica para Controle de Tráfego com Prioridade de Emergência
arxiv.org
October 21, 2026 at 2:34 PM
Comparamos algoritmos de otimização quântica (QAOA, CVaR-QAOA) para controle de tráfego com prioridade de emergência usando formulação QUBO de horizonte finito. CVaR-QAOA reproduziu soluções exatas com precisão, mantendo 100% de conclusão de veículos de emergência em diferente...
Comparaison des algorithmes d'optimisation quantique (QAOA, CVaR-QAOA) pour la gestion du trafic à priorité d'urgence en utilisant la formulation QUBO à horizon fini. CVaR-QAOA a reproduit les solutions exactes avec précision tout en maintenant 100% de complétude des véhicules...
Optimisation quantique pour la gestion du trafic à priorité d'urgence
iq.fp2.dev
October 21, 2026 at 2:32 PM
Comparaison des algorithmes d'optimisation quantique (QAOA, CVaR-QAOA) pour la gestion du trafic à priorité d'urgence en utilisant la formulation QUBO à horizon fini. CVaR-QAOA a reproduit les solutions exactes avec précision tout en maintenant 100% de complétude des véhicules...
قارنت خوارزميات التحسين الكمي (QAOA, CVaR-QAOA) للتحكم في حركة المرور ذات أولوية الطوارئ باستخدام صيغة QUBO ذات الأفق المحدود. أعادت CVaR-QAOA إنتاج الحلول الدقيقة بدقة مع الحفاظ على نسبة 100% لإكمال مركبات الطوارئ عبر أنظمة حركة المرور المختلفة.
#التحسين_الكمي #التحكم_في_المرور #البحث_العلمي
#التحسين_الكمي #التحكم_في_المرور #البحث_العلمي
التحسين الكمي للتحكم في حركة المرور ذات أولوية الطوارئ
iq.fp2.dev
October 21, 2026 at 2:34 PM
قارنت خوارزميات التحسين الكمي (QAOA, CVaR-QAOA) للتحكم في حركة المرور ذات أولوية الطوارئ باستخدام صيغة QUBO ذات الأفق المحدود. أعادت CVaR-QAOA إنتاج الحلول الدقيقة بدقة مع الحفاظ على نسبة 100% لإكمال مركبات الطوارئ عبر أنظمة حركة المرور المختلفة.
#التحسين_الكمي #التحكم_في_المرور #البحث_العلمي
#التحسين_الكمي #التحكم_في_المرور #البحث_العلمي
比較了量子優化算法(QAOA、CVaR-QAOA)在緊急優先交通控制中的應用,使用有限時域QUBO公式。CVaR-QAOA準確重現精確解,同時在各種交通狀況下保持100%的緊急車輛完成度。
#量子優化 #交通控制 #研究
#量子優化 #交通控制 #研究
緊急優先交通控制的量子優化
arxiv.org
October 21, 2026 at 2:31 PM
परिमित-क्षितिज QUBO सूत्रीकरण का उपयोग करके आपातकालीन प्राथमिकता यातायात नियंत्रण के लिए क्वांटम अनुकूलन एल्गोरिदम (QAOA, CVaR-QAOA) की तुलना की गई। CVaR-QAOA ने सटीक समाधानों को सटीकता से पुनः उत्पन्न किया जबकि सभी यातायात शासनों में 100% आपातकालीन वाहन पूर्णता बनाए रखी गई।
आपातकालीन प्राथमिकता यातायात नियंत्रण के लिए क्वांटम अनुकूलन
arxiv.org
October 21, 2026 at 2:33 PM
परिमित-क्षितिज QUBO सूत्रीकरण का उपयोग करके आपातकालीन प्राथमिकता यातायात नियंत्रण के लिए क्वांटम अनुकूलन एल्गोरिदम (QAOA, CVaR-QAOA) की तुलना की गई। CVaR-QAOA ने सटीक समाधानों को सटीकता से पुनः उत्पन्न किया जबकि सभी यातायात शासनों में 100% आपातकालीन वाहन पूर्णता बनाए रखी गई।
有限地平線QUBO定式化を用いた緊急優先交通制御に対し、量子最適化アルゴリズム（QAOA、CVaR-QAOA）を比較した。CVaR-QAOAは厳密解を正確に再現し、すべての交通体系において100%の救急車完了率を維持した。
#量子最適化 #交通制御 #研究
#量子最適化 #交通制御 #研究
緊急優先交通制御のための量子最適化
arxiv.org
October 21, 2026 at 2:32 PM
对用于应急优先交通控制的量子优化算法（QAOA、CVaR-QAOA）进行了比较，采用有限地平线QUBO公式化方法。CVaR-QAOA准确地再现了精确解，同时在各种交通状况下保持了100%的紧急车辆完成率。
#量子优化 #交通控制 #研究
#量子优化 #交通控制 #研究
应急优先交通控制的量子优化
arxiv.org
October 21, 2026 at 2:31 PM
So sánh các thuật toán tối ưu hóa lượng tử (QAOA, CVaR-QAOA) cho kiểm soát giao thông ưu tiên khẩn cấp sử dụng công thức QUBO với horizon hữu hạn. CVaR-QAOA tái tạo các giải pháp chính xác một cách chính xác trong khi duy trì 100% tỷ lệ hoàn thành phương tiện khẩn cấp trên tất...
Tối ưu hóa Lượng tử cho Kiểm soát Giao thông Ưu tiên Khẩn cấp
arxiv.org
October 21, 2026 at 2:34 PM
So sánh các thuật toán tối ưu hóa lượng tử (QAOA, CVaR-QAOA) cho kiểm soát giao thông ưu tiên khẩn cấp sử dụng công thức QUBO với horizon hữu hạn. CVaR-QAOA tái tạo các giải pháp chính xác một cách chính xác trong khi duy trì 100% tỷ lệ hoàn thành phương tiện khẩn cấp trên tất...