欧洲电力交易市场的功能架构：监管约束下AI支持交易系统的需求
Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints
- Swissi Institute for AI（Swissi人工智能研究所）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
本文提出一种受监管约束的欧洲电力交易AI支持系统功能架构，通过决策状态向量、风险核算、约束优化和故障关闭控制，将AI作为有界决策组件嵌入市场运营。
AI中文摘要：
欧盟内的欧洲电力交易作为一个受约束的多层系统运行，其中法律设计、交易所微观结构和网络物理特性在远期、日前、日内和平衡时间范围内共同执行。本文开发了一种与市场耦合机制、跨区域输电约束以及REMIT、MiFID II、MiFIR和EMIR下的合规义务相一致的AI支持交易的功能架构。其贡献在于一个正式的系统规范，由决策状态向量、剩余风险敞口核算、约束优化目标、可执行动作许可门控以及具有可审计记录的故障关闭AI控制逻辑组成。该分析将主要指定电力市场运营商（NEMO）场所及相关交易所运营商映射到一个运营场所拓扑中，并识别了跨境协调在实践中失败的地方：接口层面的时序、许可异构性以及平衡层的耦合。由此产生的框架提出了如何将AI作为受监管市场运营中的有界决策组件进行部署，并带有明确的治理，而非作为无约束的预测层。
英文摘要：
European electricity trading in the EU operates as a constrained multi-layer system in which legal design, exchange microstructure, and network physics are executed jointly across forward, day-ahead, intraday, and balancing horizons. This paper develops a functional architecture for AI-supported trading that is aligned with market-coupling mechanics, cross-zonal transfer constraints, and compliance obligations under REMIT, MiFID II, MiFIR, and EMIR. The contribution is a formal system specification composed of a decision-state vector, residual-exposure accounting, constrained optimization objective, executable-action permission gate, and fail-closed AI control logic with auditable records. The analysis maps major Nominated Electricity Market Operator (NEMO) venues and related exchange operators into an operational venue topology and identifies where cross-border coordination fails in practice: interface-level timing, permission heterogeneity, and balancing-layer coupling. The resulting framework proposes how AI can be deployed as a bounded decision component inside regulated market operation with explicit governance, rather than as an unconstrained prediction layer.
