The broker simulation model in the emission allowances trading area

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F15%3A%230005545" target="_blank" >RIV/47813059:19240/15:#0005545 - isvavai.cz</a>
Alternative codes found
RIV/26867184:_____/15:#0000216
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The broker simulation model in the emission allowances trading area
Original language description
This paper is focused on possibilities of simulations of emission allowances trading within the EU emission trading system using new designed broker simulation model which integrates different original soft computing and decision making methods. Firstly,the paper presents the background of the EU emissions trading system and an overview of different methods used in current research connected with CO2 emission allowances trading. The key part of the paper focuses on the broker simulation model creationand application. The results are based on expert systems with fuzzy rule bases, nonlinear fuzzy rule based predictors and fuzzy rule based behavior modelling. The application part of the results has been performed in Matlab. The broker simulation model is able to make decisions connected with the traded amount, price of allowances and buy/sell actions within the time on the market.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Project
<a href="/en/project/GAP403%2F12%2F1811" target="_blank" >GAP403/12/1811: Unconventional Managerial's Decision-Making Methods Development in Enterprise Economics and Public Economy</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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