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Deep-learning-based optimal auction design in electricity markets

We are proud to share that our COPA members Valentina Cepeda and Juan F. Pérez have recently contributed to the scientific community with their latest publication.

Their work explores the design of optimal electricity auctions using deep learning models, aiming to minimize expected generation costs while encouraging truthful bidding. The study also highlights how renewable integration reduces the risk of high generation costs and incorporates realistic conditions such as correlated costs and uncertainty in both capacity and demand.

Read the paper here: https://doi.org/10.1016/j.eneco.2026.109176

Congratulations to Valentina and Juan for this outstanding contribution!