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DYNA

versão impressa ISSN 0012-7353

Resumo

MORENO, JULIAN  e  OVALLE, DEMETRIO. SUPPORT MODEL FOR ELECTRICITY TRADE USING FUZZY LOGIC AND MACHINE LEARNING. Dyna rev.fac.nac.minas [online]. 2009, vol.76, n.159, pp.67-76. ISSN 0012-7353.

The work presented in this paper explores the posibility of using a model based on fuzzy logic and machine learning in order to maximize the profits of Colombian energy trade agents according to their risk profile. The model has two parts, the first one is a fuzzy expert system that gives to these agents a recommendation about the trade strategy they should follow, and whose definition depends mainly on market conditions. The second one is a reinforced learning mechanism with which the agents “learn” when they perceive the consequences of their actions, so they modify them looking for a reward not just in short but also in long term.

Palavras-chave : Wholesale Electricity Market; Fuzzy Logic; Machine Learning.

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