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

Book One

Volume

Proceedings of the AAAI Conference on Artificial Intelligence, 20

Doctoral Consortium

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.