Sökning: "Thomas Hamfelt"

Hittade 2 uppsatser innehållade orden Thomas Hamfelt.

1. 1. Forecasting the Regulating Price in the Finnish Energy Market using the Multi-Horizon Quantile Recurrent Neural Network

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Thomas Hamfelt; [2020]
   Nyckelord :Energy; Finland; Regulating market; Balancing market; Deep learning; Quantile regression; Time series analysis.; Mathematics and Statistics;

   Sammanfattning : In recent years there has been a large increase in available data from the electric grid in Finland. The availability of both operational as well as financial data enables exploration of forecasting energy prices using deep learning techniques. LÄS MER

3. 2. Forecasting the USD/SEK exchange rate using deep neural networks

   Kandidat-uppsats, Lunds universitet/Matematisk statistik

   Författare :Thomas Hamfelt; [2019]
   Nyckelord :Neural networks; Deep Learning; Foreign Exchange; Finance; Mathematics and Statistics;

   Sammanfattning : This thesis is about predicting the average ten minute closing bid price of the USD/SEK exchange rate by applying deep learning methods. First, the time lag method is applied for the vanilla Feedforward Neural Network (FNN) to undertake one-step prediction. LÄS MER