Bidding in Non-Stationary Energy Markets.
Pablo Hernandez-LealMatthew E. TaylorEnrique Munoz de CoteLuis Enrique SucarPublished in: AAMAS (2015)
Keyphrases
- non stationary
- bidding strategies
- energy consumption
- trading agents
- concept drift
- empirical mode decomposition
- adaptive algorithms
- autoregressive
- white noise
- electronic marketplaces
- electricity markets
- biomedical signals
- stock price
- combinatorial auctions
- online auctions
- temporal evolution
- trading strategies
- stock market
- fractional brownian motion
- electronic commerce