摘要
随着电力市场化改革的不断推进，电力市场竞价机制日益复杂，市场主体面临的风险不断增加，基于人工智能的电力市场竞价策略与风险管理研究具有重要意义。本研究旨在构建适应电力市场的竞价策略并进行有效的风险管理。通过分析电力市场的运行特点和竞价规则，结合人工智能算法如深度学习、强化学习等，提出一种智能竞价模型，该模型能够根据历史数据和实时信息预测市场价格走势，优化发电企业的竞价决策。同时，引入风险评估体系，利用机器学习方法对市场风险因素进行识别与量化，建立风险预警机制。结果表明，所提出的智能竞价模型可提高竞价准确性，使发电企业在竞争中获得更大收益；风险管理体系能有效降低不确定性带来的负面影响，保障企业稳定运营。本研究创新性地将人工智能技术应用于电力市场竞价及风险管理，为相关领域提供了新的思路和技术手段，有助于推动电力市场健康发展。
关键词：电力市场竞价；人工智能算法；风险管理体系
Abstract
As the electricity market reform continues to advance, the bidding mechanisms in electricity markets have become increasingly complex, leading to heightened risks for market participants. Research on bidding strategies and risk management in electricity markets based on artificial intelligence holds significant importance. This study aims to develop bidding strategies tailored to electricity markets and implement effective risk management. By analyzing the operational characteristics and bidding rules of electricity markets, combined with artificial intelligence algorithms such as deep learning and reinforcement learning, an intelligent bidding model is proposed. This model can predict market price trends based on historical data and real-time information, thereby optimizing bidding decisions for power generation companies. Concurrently, a risk assessment system is introduced, employing machine learning methods to identify and quantify market risk factors, establishing a risk warning mechanism. The results indicate that the proposed intelligent bidding model enhances bidding accuracy, enabling power generation companies to achieve greater profits in competition; the risk management system effectively mitigates the negative impacts of uncertainty, ensuring stable corporate operations. Innovatively applying artificial intelligence technology to bidding and risk management in electricity markets, this research offers new perspectives and technical approaches for relevant fields, contributing to the healthy development of electricity markets.
Keywords：Electricity Market Bidding; Artificial Intelligence Algorithm; Risk Management System
目 录
摘要 I
Abstract II
一、绪论 1
(一) 研究背景与意义 1
(二) 国内外研究现状 1
(三) 研究方法与技术路线 2
二、电力市场竞价策略的理论基础 2
(一) 电力市场基本概念 2
(二) 传统竞价策略分析 3
(三) 人工智能在竞价中的应用 3
(四) 竞价策略优化模型构建 4
三、基于人工智能的竞价策略设计 5
(一) 数据获取与预处理 5
(二) 智能算法选择与实现 5
(三) 竞价策略仿真与测试 6
(四) 策略效果评估与改进 7
四、电力市场风险管理研究 7
(一) 风险识别与分类 7
(二) 风险评估模型构建 8
(三) 人工智能辅助风险预警 9
(四) 风险管理策略制定 9
结 论 11
参考文献 12
随着电力市场化改革的不断推进，电力市场竞价机制日益复杂，市场主体面临的风险不断增加，基于人工智能的电力市场竞价策略与风险管理研究具有重要意义。本研究旨在构建适应电力市场的竞价策略并进行有效的风险管理。通过分析电力市场的运行特点和竞价规则，结合人工智能算法如深度学习、强化学习等，提出一种智能竞价模型，该模型能够根据历史数据和实时信息预测市场价格走势，优化发电企业的竞价决策。同时，引入风险评估体系，利用机器学习方法对市场风险因素进行识别与量化，建立风险预警机制。结果表明，所提出的智能竞价模型可提高竞价准确性，使发电企业在竞争中获得更大收益；风险管理体系能有效降低不确定性带来的负面影响，保障企业稳定运营。本研究创新性地将人工智能技术应用于电力市场竞价及风险管理，为相关领域提供了新的思路和技术手段，有助于推动电力市场健康发展。
关键词：电力市场竞价；人工智能算法；风险管理体系
Abstract
As the electricity market reform continues to advance, the bidding mechanisms in electricity markets have become increasingly complex, leading to heightened risks for market participants. Research on bidding strategies and risk management in electricity markets based on artificial intelligence holds significant importance. This study aims to develop bidding strategies tailored to electricity markets and implement effective risk management. By analyzing the operational characteristics and bidding rules of electricity markets, combined with artificial intelligence algorithms such as deep learning and reinforcement learning, an intelligent bidding model is proposed. This model can predict market price trends based on historical data and real-time information, thereby optimizing bidding decisions for power generation companies. Concurrently, a risk assessment system is introduced, employing machine learning methods to identify and quantify market risk factors, establishing a risk warning mechanism. The results indicate that the proposed intelligent bidding model enhances bidding accuracy, enabling power generation companies to achieve greater profits in competition; the risk management system effectively mitigates the negative impacts of uncertainty, ensuring stable corporate operations. Innovatively applying artificial intelligence technology to bidding and risk management in electricity markets, this research offers new perspectives and technical approaches for relevant fields, contributing to the healthy development of electricity markets.
Keywords：Electricity Market Bidding; Artificial Intelligence Algorithm; Risk Management System
目 录
摘要 I
Abstract II
一、绪论 1
(一) 研究背景与意义 1
(二) 国内外研究现状 1
(三) 研究方法与技术路线 2
二、电力市场竞价策略的理论基础 2
(一) 电力市场基本概念 2
(二) 传统竞价策略分析 3
(三) 人工智能在竞价中的应用 3
(四) 竞价策略优化模型构建 4
三、基于人工智能的竞价策略设计 5
(一) 数据获取与预处理 5
(二) 智能算法选择与实现 5
(三) 竞价策略仿真与测试 6
(四) 策略效果评估与改进 7
四、电力市场风险管理研究 7
(一) 风险识别与分类 7
(二) 风险评估模型构建 8
(三) 人工智能辅助风险预警 9
(四) 风险管理策略制定 9
结 论 11
参考文献 12
