Sökning: "Forward curves"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden Forward curves.

1. 1. Analyzing the Influence of Synthetic andAugmented Data on Segmentation Model

   Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för system- och rymdteknik

   Författare :Alex Peschel; [2023]
   Nyckelord :Artificial Intelligence; Microorganisms; Segmentation; Synthesizing; Augmentation;

   Sammanfattning : The field of Artificial Intelligence (AI) has experienced unprecedented growth in recent years, thanks to the numerous applications related to speech recognition, natural language processing, and computer vision. However, one of the challenges facing AI is the requirement for large amounts of energy, time, and data to be effective and accurate. LÄS MER

3. 2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

4. 3. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Thomas Pegoraro; Vincent Ball; [2022]
   Nyckelord :Machine Learning; VRE; LCOE; Hourly Profiles; Hourly Price Forward Curves HPFC ; Business and Economics;

   Sammanfattning : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. LÄS MER

5. 4. Modeling Electricity Prices in the German Energy market - with Applications to Renewables

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Kaisen Jin; Chibuzo Azuka; [2022]
   Nyckelord :Hourly Price Forward Curves; Power Market; Renewables; Electricity spot prices; Day-ahead market; Business and Economics;

   Sammanfattning : Recent focus on the negative effects of climate change has amplified the importance of renewable sources of energy for electricity generation. The contribution of renewables to the energy mix is growing steadily with profound effects on the price of electricity and implications for market participants. LÄS MER

7. 5. Zero Coupon Yield Curve Construction Methods in the European Markets

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Andreas Möller; [2022]
   Nyckelord :Zero coupon; Yield curve construction; Forward monotone convex spline; Cubic spline; Nelson Siegel; Nelson Siegel Svensson; Hedge; Interpolation; Parameterization; Evaluation; Principal component; Nollkupong; Yieldkurva; Forward monotone convex spline; Kubisk spline; Nelson Siegel; Nelson Siegel Svensson; Interpolering; Parameterisering; Utvärdering; Principalkomponent; Hedge;

   Sammanfattning : In this study, four frequently used yield curve construction methods are evaulated on a set of metrics with the aim of determining which method is the most suitable for estimating yield curves from European zero rates. The included curve construction methods are Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline interpolation and forward monotone convex spline interpolation. LÄS MER