Title :
Artificial life techniques for market data mining and emulation
Author_Institution :
Iowa State Univ., Ames, IA, USA
Abstract :
Summary form only given as follows. Techniques from the area of artificial life include artificial neural networks, genetic algorithms, and genetic programming. These techniques have been applied to build expert system models of expert actions such as market trading. These expert system models are then the starting point of emulating market behavior. Interesting market behavior detection includes market power, price leadership, market share, market chaos and market clearing problems. Recent research to identify techniques to sabotage market activity has been started to identify techniques to jam market clearing as well as to exhibit localized market power
Keywords :
data mining; electricity supply industry; expert systems; genetic algorithms; neural nets; artificial life techniques; artificial neural networks; expert actions; expert system models; genetic algorithms; genetic programming; market chaos; market clearing; market data mining; market emulation; market power; market share; market trading; price leadership; Artificial neural networks; Chaos; Data mining; Emulation; Expert systems; Genetic algorithms; Genetic programming; Power engineering and energy; Power engineering computing; Power system modeling;
Conference_Titel :
Power Engineering Society Winter Meeting, 2000. IEEE
Print_ISBN :
0-7803-5935-6
DOI :
10.1109/PESW.2000.847602