Wolf Ketter's Publications

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Dynamic Regime Identification and Prediction Based on Observed Behavior in Electronic Marketplaces

Wolfgang Ketter. Dynamic Regime Identification and Prediction Based on Observed Behavior in Electronic Marketplaces. In Proc. of the Twentieth National Conference on Artificial Intelligence, pp. 1646–1647, Pittsburgh, July 2005.

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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.

BibTeX

@InProceedings{Ketter05aaai-dc,
  author = 	 {Wolfgang Ketter},
  title = 	 {Dynamic Regime Identification and Prediction
                  Based on Observed Behavior in Electronic Marketplaces},
  booktitle =    AAAI05,
  pages = 	 {1646--1647},
  year = 	 {2005},
  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. ",
  address = 	 {Pittsburgh},
  month = 	 {July},
  bib2html_pubtype = {Refereed Conference},
  bib2html_rescat = {Trading Agents: Supply-Chain Management},
}

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