arXiv subjects

Alvaro Perez-Diaz

Publications and source records attributed to Alvaro Perez-Diaz.

3 recordsLinked to original sources

arXiv2025

Foundation Model Forecasts: Form and Function

Time-series foundation models (TSFMs) achieve strong forecast accuracy, yet accuracy alone does not determine practical value. The form of a forecast -- point, quantile, parametric, or trajectory ensemble -- fundamentally constrains which operational tasks it can support. We survey recent TSFMs and find that two-thirds produce only point or parametric forecasts, while many operational tasks require trajectory ensembles that preserve temporal dependence. We establish when forecast types can be converted and when they cannot: trajectory ensembles convert to simpler forms via marginalization without additional assumptions, but the reverse requires imposing temporal dependence through copulas or conformal methods. We prove that marginals cannot determine path-dependent event probabilities -- infinitely many joint distributions share identical marginals but yield different answers to operational questions. We map six fundamental forecasting tasks to minimal sufficient forecast types and provide a task-aligned evaluation framework. Our analysis clarifies when forecast type, not accuracy, differentiates practical utility.

cs.LG↗

arXiv2020

Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators

Given the rapid rise of electric vehicles (EVs) worldwide, and the ambitious targets set for the near future, the management of large EV fleets must be seen as a priority. Specifically, we study a scenario where EV charging is managed through self-interested EV aggregators who compete in the day-ahead market in order to purchase the electricity needed to meet their clients' requirements. With the aim of reducing electricity costs and lowering the impact on electricity markets, a centralised bidding coordination framework has been proposed in the literature employing a coordinator. In order to improve privacy and limit the need for the coordinator, we propose a reformulation of the coordination framework as a decentralised algorithm, employing the Alternating Direction Method of Multipliers (ADMM). However, given the self-interested nature of the aggregators, they can deviate from the algorithm in order to reduce their energy costs. Hence, we study the strategic manipulation of the ADMM algorithm and, in doing so, describe and analyse different possible attack vectors and propose a mathematical framework to quantify and detect manipulation. Importantly, this detection framework is not limited the considered EV scenario and can be applied to general ADMM algorithms. Finally, we test the proposed decentralised coordination and manipulation detection algorithms in realistic scenarios using real market and driver data from Spain. Our empirical results show that the decentralised algorithm's convergence to the optimal solution can be effectively disrupted by manipulative attacks achieving convergence to a different non-optimal solution which benefits the attacker. With respect to the detection algorithm, results indicate that it achieves very high accuracies and significantly outperforms a naive benchmark.

cs.MA↗

arXiv2016

Diffusion and localization of relative strategy scores in the Minority Game

We study the equilibrium distribution of relative strategy scores of agents in the asymmetric phase ($α\equiv P/N\gtrsim 1$) of the basic Minority Game using sign-payoff, with $N$ agents holding two strategies over $P$ histories. We formulate a statistical model that makes use of the gauge freedom with respect to the ordering of an agent's strategies to quantify the correlation between the attendance and the distribution of strategies. The relative score $x\in\mathbb{Z}$ of the two strategies of an agent is described in terms of a one dimensional random walk with asymmetric jump probabilities, leading either to a static and asymmetric exponential distribution centered at $x=0$ for fickle agents or to diffusion with a positive or negative drift for frozen agents. In terms of scaled coordinates $x/\sqrt{N}$ and $t/N$ the distributions are uniquely given by $α$ and in quantitative agreement with direct simulations of the game. As the model avoids the reformulation in terms of a constrained minimization problem it can be used for arbitrary payoff functions with little calculational effort and provides a transparent and simple formulation of the dynamics of the basic Minority Game in the asymmetric phase.

cond-mat.dis-nn↗