{"title":"多微网络多时间尺度交易机制设计与交易策略优化","authors":"Tong Li, Qian Sun","doi":"10.1109/ICEI57064.2022.00022","DOIUrl":null,"url":null,"abstract":"In view of the grid type micro network system more time scales trading mechanism and trading strategy optimization algorithms, this paper establishes the multiple piconets insider trading price model and “newspaper is quote” and intra-day trading mechanism, realize the dynamic adjustment internal transaction prices, form a trading plan and market price, make more piconets insider trading is more economical. At the same time, the deep neural network algorithm is introduced to train and learn the transaction strategy, so that the sub-micro network can get its own optimal purchase and sale plan quickly and accurately. Finally, an example is given to verify the effectiveness of the proposed model and algorithm.","PeriodicalId":174749,"journal":{"name":"2022 IEEE International Conference on Energy Internet (ICEI)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Multi-micro Network Multi-time Scale Trading Mechanism Design and Trading Strategy Optimization\",\"authors\":\"Tong Li, Qian Sun\",\"doi\":\"10.1109/ICEI57064.2022.00022\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In view of the grid type micro network system more time scales trading mechanism and trading strategy optimization algorithms, this paper establishes the multiple piconets insider trading price model and “newspaper is quote” and intra-day trading mechanism, realize the dynamic adjustment internal transaction prices, form a trading plan and market price, make more piconets insider trading is more economical. At the same time, the deep neural network algorithm is introduced to train and learn the transaction strategy, so that the sub-micro network can get its own optimal purchase and sale plan quickly and accurately. Finally, an example is given to verify the effectiveness of the proposed model and algorithm.\",\"PeriodicalId\":174749,\"journal\":{\"name\":\"2022 IEEE International Conference on Energy Internet (ICEI)\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2022 IEEE International Conference on Energy Internet (ICEI)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICEI57064.2022.00022\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2022 IEEE International Conference on Energy Internet (ICEI)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICEI57064.2022.00022","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In view of the grid type micro network system more time scales trading mechanism and trading strategy optimization algorithms, this paper establishes the multiple piconets insider trading price model and “newspaper is quote” and intra-day trading mechanism, realize the dynamic adjustment internal transaction prices, form a trading plan and market price, make more piconets insider trading is more economical. At the same time, the deep neural network algorithm is introduced to train and learn the transaction strategy, so that the sub-micro network can get its own optimal purchase and sale plan quickly and accurately. Finally, an example is given to verify the effectiveness of the proposed model and algorithm.