Sökning: "Market-making"

Visar resultat 1 - 5 av 23 uppsatser innehållade ordet Market-making.

1. 1. Reinforcement Learning for Market Making

   Master-uppsats, KTH/Matematisk statistik

   Författare :Simon Carlsson; August Regnell; [2022]
   Nyckelord :Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

   Sammanfattning : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. LÄS MER

3. 2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Nikolas Tsigkas; [2022]
   Nyckelord :Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

   Sammanfattning : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. LÄS MER

4. 3. Business-to-Business Market Making on the Internet: A Case for End-of-Life Electric Vehicle Batteries

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Hannes Marten; [2020-07-23]
   Nyckelord :Electric Vehicle Battery; Repurposing; Second Life; Business-to-Business; Market Making; Marketplace; Principal-Agent Theory; New Market Creation;

   Sammanfattning : Introduction: The ongoing transformation towards emission-free means of transportation goes along with the resource-intensive production and integration of electric vehicle batteries. Despite the environmental potential in decarbonizing the transport sector, electric vehicle batteries lose capacity over time and use and are only usable for transportation purposes until reaching 70 to 80 residual capacity. LÄS MER

5. 4. Carbon Negative Heat and Power with Biochar Production : An Economic Analysis of a Combined Pyrolysis and CHP plant

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :William Bydén; David Fridlund; [2020]
   Nyckelord :Pyrolysis; Combined Heat and Power; CHP; Biochar; Biomass; CDR; Carbon Sequestration; Pyrolys; Kraftvärmeverk; KVV; Biokol; Biomassa; Kolinlagring; Negativa utsläpp;

   Sammanfattning : On the fourth of November 2016, The Paris Agreement entered into force, stating that nations worldwide should pursue efforts to limit the global temperature increase to 1,5 °C. Since then, the Intergovernmental Panel on Climate Change has specified that carbon dioxide removal, such as biochar sequestration, is necessary to achieve this goal. LÄS MER

7. 5. Mapping and investigation of carbon emissions from incineration of plastics : A thesis investigation on common polymers and how they should be managed

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Amelie Gustafsson; [2020]
   Nyckelord :;

   Sammanfattning : In November 2016 did the city of Stockholm adapt a strategy on by 2040 only utilizing fossil free fuel in alignment with the national target of reaching net zero carbon emissions by 2045. District heating is a well-established technology in Sweden heating about 50 % of the Swedish households and was in 2015 responsible for 58 % of the total energy demand in buildings and households. LÄS MER