A Decision Support System for Detection of Trading Behavior in Energy Markets

Year 2024, Volume: 12 Issue: 2, 625 - 643, 29.06.2024

Ezgi Avcı

https://doi.org/10.29109/gujsc.1470266

Abstract

The increasing complexity and regulatory needs in energy markets necessitate the development of innovative tools for monitoring and evaluating trading activities. This study introduces a decision support system (DSS) that accurately detects commercial behaviors of market participants using artificial intelligence techniques and big data analytics. The mentioned DSS allows for trading behavior scoring with LGBM based on the plant and/or plant type that market participants want to track, enabling them to make data-driven bids by detecting the main players’ trading behaviors in the market.

Keywords

Energy Market, Artificial Intelligence, Behavior Detection, Decision Support System

Supporting Institution

TUBİTAK

Project Number

3220630

Thanks

This study was supported with the project number 3220630 under the program of "TÜBİTAK TEYDEB 1501 - Industry R&D Projects".

Enerji Piyasalarında Ticari Davranış Tespiti İçin bir Karar Destek Sistemi

Abstract

Enerji piyasalarında artan karmaşıklık ve düzenleme ihtiyacı, ticari faaliyetlerin izlenmesi ve değerlendirilmesi için yenilikçi araçların geliştirilmesini zorunlu kılmaktadır. Bu çalışma, piyasa katılımcılarının davranışlarını yapay öğrenme tekniklerini ve büyük veri analitiğini kullanarak ticari davranışları yüksek bir doğrulukla tespiti yapan bir karar destek sistemini (KDS) ortaya koymaktadır. Söz konusu KDS, piyasa katılımcılarının takip etmek istedikleri santral ve/veya santral tipine göre LGBM ile ticari davranış skorlaması yaparak piyasadaki ana oyuncuların ticari davranış tespit edebilmekte ve bu sayede piyasa katılımcılarının veriye dayalı teklif verebilmelerini sağlamaktadır.

Keywords

Enerji Piyasası, Yapay Zeka, Davranış Tespiti, Karar Destek Sistemi

Project Number

3220630

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