The present invention relates to an artificial neural network-based electricity market price prediction method and apparatus, and the electricity market price prediction method may comprise the steps of: collecting electricity transaction data from a database; processing the collected data into a state that can be input to an artificial neural network; performing learning of the artificial neural network with the processed data; and predicting a system marginal price (SMP) by using the learned artificial neural network. According to the present invention, it is possible to predict the system marginal price (SMP) of a day-ahead market and/or a real-time market through the learned artificial neural network.
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