We present a method for an autonomous agent to identify dominant market conditions, such as oversupply or scarcity. The characteristics of economic regimes are learned from historic data and used, together with real-time observable information, to identify the current market regime and to forecast market changes. The approach is validated with data from the Trading Agent Competition for Supply Chain Management.
|Title of host publication||AAAI05|
|Place of Publication||Pittsburgh|
|Number of pages||2|
|Publication status||Published - 2005|