  The participants of the electricity market concern very much the market price
evolution. Various technologies have been developed for price forecast. SVM
(Support Vector Machine) has shown its good performance in market price
forecast. Two approaches for forming the market bidding strategies based on SVM
are proposed. One is based on the price forecast accuracy, with which the being
rejected risk is defined. The other takes into account the impact of the
producer's own bid. The risks associated with the bidding are controlled by the
parameters setting. The proposed approaches have been tested on a numerical
example.
