Sökning: "Forward curves"

Visar resultat 16 - 20 av 30 uppsatser innehållade orden Forward curves.

1. 16. 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

3. 17. 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. 18. 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. 19. An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans

   Master-uppsats, 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

7. 20. Implementing a pipeline to search for transiting exoplanets : application to the K2 survey data

   Master-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

   Författare :Hrafn N. H. Weishaupt; [2018]
   Nyckelord :Exoplanet detection; Transiting exoplanet; Transit method; Kepler; K2;

   Sammanfattning : The detection of exoplanets has rapidly evolved to one of the most important frontiers of astronomical and astrophysical research. The recent decades have seen the development of various techniques for detecting exoplanets. LÄS MER