# Cross-Market Meta-Learning for Electricity Price Forecasting

arXiv: https://arxiv.org/abs/2610.17387 · HTML: https://mlsanity.com/paper/2610.17387/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 17 of its 23 references that are in the map.
- First posted on arXiv 12 Oct 2026.

## Builds on (most cited first, 17 of 17)

- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [On First-Order Meta-Learning Algorithms](https://mlsanity.com/paper/1803.02999/) (2018)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [TabPFN: A Transformer That Solves Small Tabular Classification Problems in a Second](https://mlsanity.com/paper/2207.01848/) (2022)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [Optimal Power Flow Using Graph Neural Networks](https://mlsanity.com/paper/1910.09658/) (2019)
- [Transfer Learning for Electricity Price Forecasting](https://mlsanity.com/paper/2007.03762/) (2020)
- [On First-Order Meta-Reinforcement Learning with Moreau Envelopes](https://mlsanity.com/paper/2305.12216/) (2023)
- [Improving Denoising Diffusion Probabilistic Models via Exploiting Shared Representations](https://mlsanity.com/paper/2311.16353/) (2023)
- [Cross-Domain Graph Anomaly Detection via Test-Time Training with Homophily-Guided Self-Supervision](https://mlsanity.com/paper/2502.14293/) (2025)

## Abstract (arXiv)

Day-ahead (DA) electricity price forecasting is usually posed per market, with a separate model fitted to each grid's own history. This caps accuracy: statistical and tree-based baselines saturate, while higher-capacity sequence models need more training data than a single market's few years of hourly prices can supply. Such methods also treat each node as an independent series, discarding the spatial dependencies induced by network topology and congestion. Because price formation across independent system operators (ISOs) is driven by shared physics and largely common market design, we instead treat cross-market history as a pretraining corpus. We present MetaGrid, a topology-aware transformer, meta-trained across markets so that a single zone-count-independent parameter set adapts to an unseen grid. On a leak-free benchmark of five U.S. ISOs, where every model receives the same prices, DA load forecasts and calendar features, MetaGrid attains the lowest average MAE, improving on the best baseline by 3.1% and on the same architecture trained from scratch by 7.7%.