Abstract
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.
| Original language | Undefined/Unknown |
|---|---|
| Title of host publication | AAAI05 |
| Place of Publication | Pittsburgh |
| Pages | 1646-1647 |
| Number of pages | 2 |
| Publication status | Published - 2005 |
| Externally published | Yes |