Abstract
SEAS Shared Intelligence (SEAS SI) is a platform for algorithms sharing and execution developed under the scope of Smart Energy Aware Systems (SEAS) project to promote the intelligent management of smart grids and microgrids, by means of the shared usage of algorithms and tools, while ensuring code and intellectual protection. In this paper the platform goals and architecture are described, focusing on the recent achievement regarding the connection of distinct algorithms, which enables the execution of dynamic simulations using sequences of algorithms from distinct sources. A case study based on several SEAS SI available algorithms is presented with the objective of showing the advantages of the SEAS SI capability of supporting simulations based on sequences of algorithms. Namely, electricity market bid values are calculated by a metalearner, which is fed by market price forecasts using different methods, and by their respective forecasting errors. A case study presents some results to validate the presented work, through the simulation of the MIBEL electricity market using MASCEM (Multi-Agent Simulator of Competitive Electricity Markets). © 2017 IEEE.

Abstract
Worldwide microgrid capacity is expected to reach 7 GW and a market value of $35 billion dollars in the next few years. The decentralization of the generation dispatch role and different ownership models concerning microgrids, will contribute to increase the complexity of the future power systems. Analyzing new policies and strategies as well as evaluating those impacts is only possible with the use of sophisticated simulation tools. This paper presents a scalable computational simulation to address microgrid dispatch and the impact in the electricity market. Computational intelligence techniques are integrated to improve the effectiveness of the simulation tool. These techniques include CPLEX; differential search algorithm and quantum particle swaiin optimization. Each microgrid player is able to solve a day-ahead scheduling problem and submit bids to the electricity market agent (spot market), which calculates the market clearing price. The developed case study with a large number of players totaling about 150,000 consumers suggest the relevance of the developed computational framework.

Abstract
The electricity markets restructuring process encouraged the use of computational tools in order to allow the study of different market mechanisms and the relationships between the participating entities. Automated negotiation plays a crucial role in the decision support for energy transactions due to the constant need for players to engage in bilateral negotiations. This paper proposes a methodology to estimate bilateral contract prices, which is essential to support market players in their decisions, enabling adequate risk management of the negotiation process. The proposed approach uses an adaptation of the Q-Learning reinforcement learning algorithm to choose the best from a set of possible contract prices forecasts that are determined using several methods, such as artificial neural networks (ANN), support vector machines (SVM), among others. The learning process assesses the probability of success of each forecasting method, by comparing the expected negotiation price with the historic data contracts of competitor players. The negotiation scenario identified as the most probable scenario that the player will face during the negotiation process is the one that presents the higher expected utility value. This approach allows the supported player to be prepared for the negotiation scenario that is the most likely to represent a reliable approximation of the actual negotiation environment. © 2017 IEEE.

Abstract
This paper presents a proposal for the use of the Hybrid Fuzzy Inference System algorithm (HyFIS) as solar intensity forecast mechanism. Fuzzy Inference Systems (FIS) are used to solve regression problems in various contexts. The HyFIS is a method based on FIS with the particular advantage of combining fuzzy concepts with Artificial Neural Networks (ANN), thus optimizing the learning process. This algorithm is part of several other FIS algorithms implemented in the Fuzzy Rule-Based Systems (FRBS) package of R. The ANN algorithms and Support Vector Machine (SVM), both widely used for solving regression problems, are also used in this study to allow the comparison of results. Results show that HyFIS presents higher performance when compared to the ANN and SVM, when applied to real data of Florianopolis, Brazil, which helps to reinforce the potential of this algorithm in solving the solar intensity forecasting problems. © 2016 IEEE.

Abstract
Massive changes in electricity markets have occurred during the last years, as a consequence of the massive introduction of renewable energies. These changes have led to a restructuring process that had an impact throughout the electrical industry. The case of the electricity markets is a relevant example, where new forms of trading emerged and new market entities were created. With these changes, the complexity of electricity markets increased as well, which brought out the need from the involved players for adequate support to their decision making process. Artificial intelligence plays an important role in the development of these tools. Multi-agent systems, in particular, have been largely explored by stakeholders in the sector. Artificial intelligence also provides intelligent solutions for optimization, which enable troubleshooting in a short time and with very similar results to those achieved by deterministic techniques, which usually result from very high execution times. The work presented in this paper aims at solving a portfolio optimization problem for electricity markets participation, using an approach based on NPSO-LRS (New Particle Swarm Optimization with Local Random Search). The proposed method is used to assist decisions of electricity market players. © 2016 IEEE.

Abstract
This paper proposes a new model to allocate reserve costs among the involved players, considering the characteristics of the several entities, and the particular circumstances at each moment. The proposed model is integrated in the Multi-Agent Simulator of Competitive Electricity Markets (MASCEM), which enables complementing the multi-agent simulation of diverse electricity market models, by including the joint simulation of energy and reserve markets. In this context, the proposed model allows allocating the payment of reserve costs that result from the reserve market. A simulation based on real data from the Iberian electricity market - MIBEL, is presented. Simulation results show the advantages of the proposed model in sharing the reserve costs fairly and accordingly to the different circumstances. This work thus contributes the study of novel market models towards the evolution of power and energy systems by adapting current models to the new paradigm of high penetration of renewable energy generation.