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6 October 2011Simulation of trading strategies in the electricity market
The main objective of the energy market existence is reduction of the total cost of production, transport and
distribution of energy, and so the prices paid by terminal consumers. Energy market contains few markets
that are varying on operational rules, the important segments: the Futures Contract Market and Next Day
Market are analyzed in presented approach. The computer system was developed to simulate the Polish Energy
Market. This system use the multi-agent approach, where each agent is the separate shared library with defined
interface. The software was used to compare strategies for players in energy market, where the strategies uses
auto-regression, k-nearest neighbours, neural network and mixed algorithm, to predict the next price.
Kamil Charkiewicz andRobert Nowak
"Simulation of trading strategies in the electricity market", Proc. SPIE 8008, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2011, 80080O (6 October 2011); https://doi.org/10.1117/12.903669
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Kamil Charkiewicz, Robert Nowak, "Simulation of trading strategies in the electricity market," Proc. SPIE 8008, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2011, 80080O (6 October 2011); https://doi.org/10.1117/12.903669