Abstract
Electricity markets are complex environments comprising several negotiation mechanisms. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a simulator developed to allow deep studies of the interactions between the players that take part in the electricity market negotiations. ALBidS (Adaptive Learning Strategic Bidding System) is a multiagent system created to provide decision support to market negotiating players. Fully integrated with MASCEM it considers several different methodologies based on very distinct approaches. The Six Thinking Hats is a powerful technique used to look at decisions from different perspectives. This paper aims to complement ALBidS strategies usage by MASCEM players, providing, through the Six Thinking hats group decision technique, a means to combine them and take advantages from their different perspectives. The combination of the different proposals resulting from ALBidS' strategies is performed through the application of a Genetic Algorithm, resulting in an evolutionary learning approach.

Abstract
The rising needs for increased energy efficiency and better use of renewable energy sources bring out the necessity for improved energy management and forecasting models. Electricity consumption, in particular, is subject to large variations due to the effect of multiple variables, such as the temperature, luminosity or humidity, and of course, consumers' habits. Current forecasting models are not able to deal adequately with the influence and correlation between the multiple involved variables. Hence, novel, adaptive forecasting models are needed. This paper presents a novel approach based on multiple artificial intelligence-based forecasting algorithms. The considered algorithms are artificial neural networks, support vector machines hybrid fuzzy inference systems, Wang and Mendel's fuzzy rule learning method and a genetic fuzzy system for fuzzy rule learning based on the MOGUL methodology. These algorithms are used to forecast the electricity consumption of a real office building, using multiple input variables and consumption disaggregation. © 2019 IEEE.

Abstract
Electricity markets are complex environments with very dynamic characteristics. The large-scale penetration of renewable energy sources has brought an increased uncertainty to generation, which is consequently, reflected in electricity market prices. In this way, novel advanced forecasting methods that are able to predict electricity market prices taking into account the new variables that influence prices variation are required. This paper proposes a new model for day-ahead electricity market prices forecasting based on the application of an artificial neural network. The main novelty of this paper relates to the pre-processing phase, in which the relevant data referring to the different variables that have a direct influence on market prices such as generation, temperature, consumption, among others, is analysed. The association between these variables is performed using spearman correlation, from which results the identification of which data has a larger influence on the market prices variation. This pre-analysis is then used to adapt the training process of the artificial neural network, leading to improved forecasting results, by using the most relevant data in an appropriate way. © 2019 IEEE.

Abstract
This document presents a tool able to automatically gather data provided by real energy markets and to generate scenarios, capture and improve market players' profiles and strategies by using knowledge discovery processes in databases supported by artificial intelligence techniques, data mining algorithms and machine learning methods. It provides the means for generating scenarios with different dimensions and characteristics, ensuring the representation of real and adapted markets, and their participating entities. The scenarios generator module enhances the MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) simulator, endowing a more effective tool for decision support. The achievements from the implementation of the proposed module enables researchers and electricity markets' participating entities to analyze data, create real scenarios and make experiments with them. On the other hand, applying knowledge discovery techniques to real data also allows the improvement of MASCEM agents' profiles and strategies resulting in a better representation of real market players' behavior. This work aims to improve the comprehension of electricity markets and the interactions among the involved entities through adequate multi-agent simulation.

Abstract

Abstract
The forthcoming smart grids are comprised of integrated microgrids operating in grid-connected and isolated mode with local generation, storage and demand response (DR) programs. The proposed model is based on three successive complementary steps for power transaction in the market environment. The first step is characterized as a microgrid's internal market; the second concerns negotiations between distinct interconnected microgrids; and finally, the third refers to the actual electricity market. The proposed approach is modeled and tested using a MAS framework directed to the study of the smart grids environment, including the simulation of electricity markets. This is achieved through the integration of the proposed approach with the MASGriP (Multi-Agent Smart Grid Platform) system. © IFAC.