Sökning: "Forward curves"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Forward curves.

  1. 1. Modelling Seasonalities of HPFCs Using a Parametric Approach

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Reza Rastegar; Lucas Svantesson; [2019]
    Nyckelord :Power Markets; Hourly Price Forward Curves; Seasonality; Electricity Spot Price; Mathematics and Statistics;

    Sammanfattning : Electricity differs from other commodities in that it cannot be stored. This non-storability characteristic results in traditional pricing methods for commodities not being applicable for electricity. An alternative pricing method is therefore needed and the solution is the Hourly Price Forward Curve (HPFC). LÄS MER

  2. 2. Forest Reaction to the 2018 Drought : comparing the Hyltemossa and Rumperöd Forests

    Kandidat-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Emily Delin; [2019]
    Nyckelord :forest; drought; forest management; ecosystem flux; physical geography and ecosystem science; Earth and Environmental Sciences;

    Sammanfattning : This paper analyzes the reactions of two forests, located in the same region, to drought conditions that occurred in 2018. Both locations experienced similar conditions including higher temperature and less precipitation than the previous four years. LÄS MER

  3. 3. Latent Task Embeddings forFew-Shot Function Approximation

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Filip Strand; [2019]
    Nyckelord :;

    Sammanfattning : Approximating a function from a few data points is of great importance in fields where data is scarce, like, for example, in robotics applications. Recently, scalable and expressive parametric models like deep neural networks have demonstrated superior performance on a wide variety of function approximation tasks when plenty of data is available –however, these methods tend to perform considerably worse in low-data regimes which calls for alternative approaches. LÄS MER

  4. 4. Evaluation of Artificial Neural Networks for Predictive Maintenance

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för datavetenskap

    Författare :Anders Buhl; Hugo Hjertén; [2018]
    Nyckelord :Predictive Maintenance; Time Series Classification; Machine Learning; Artificial Neural Networks; FFNN; CNN; LSTM; Technology and Engineering;

    Sammanfattning : This thesis explores Artificial Neural Networks (ANNs) for predictive time series classification for Predictive Maintenance (PdM). Time slicing and time shifting are methods used, to enable the models to find features over time, and to predict into the future, respectively. LÄS MER

  5. 5. An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans

    Master-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Produktionsekonomi

    Författare :Robert Constantin; Denis Gerzic; [2018]
    Nyckelord :Municipal borrowing; Nikkei-linked loans; Multi-curve framework; Discounting curves; Forward curves; CVA; Monte Carlo simulation; Structured bond; Black and Scholes PDE; Structured swap;

    Sammanfattning : In this master thesis, we compare three different types of funding alternatives from a Swedish municipality's point of view, with the main focus on analysing a Nikkei-linked loan. We do this by analysing the resulting interest rate and the expected exposures, taking collateral into consideration. LÄS MER