Sökning: "historisk prisdata"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden historisk prisdata.

  1. 1. Price policy estimation for Demand Response of heat-pump-based loads

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Carlos Eduardo Gil Simancas; [2023]
    Nyckelord :Differential Evolution; Electricity Grids; Flexibility Services; Heat-pumps; Heterogeneous Loads; Implicit Demand Response; Optimization; Differentiell utveckling; elnät; flexibilitetstjänster; heterogena belastningar; implicit efterfrågesvar; optimering; värmepump;

    Sammanfattning : The electricity grids have become a key player in the society. An increased usage of electricity is both a result from the more electrified society, but also as a main solver in reaching the climate goals by reducing emissions. LÄS MER

  3. 2. A Study on Algorithmic Trading

    Kandidat-uppsats, KTH/Hälsoinformatik och logistik

    Författare :Philip Hägg; [2023]
    Nyckelord :Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Sammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER

  4. 3. Short Term Stock Price Prediction Using Machine Learning

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Olov Rahm; Alexander Wikström; [2022]
    Nyckelord :Machine Learning; Long Short-Term Memory; Recurrent Neural Network; Stock Price Prediction; NASDAQ;

    Sammanfattning : This report assesses different machine learning models’accuracies to predict whether a stock will go up or down invalue in a short term. The models that is used is linear regression,LSTM and Elman RNN. These models was trained on historicalprice data from the Nasdaq Stock Exchange. LÄS MER

  5. 4. Volatility Forecasting using GARCH Processes with Exogenous Variables

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ellis Larson; [2022]
    Nyckelord :Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Sammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER

  7. 5. The potential of wind power on the Swedish ancillary service markets

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Hannes Wiklund; [2021]
    Nyckelord :;

    Sammanfattning : An increasing proportion of variable renewable energy in the Swedish power system is leading to greater needs of system flexibility. A key aspect of handling this is frequency flexibility where actors can either increase or decrease their production or consumption when required. LÄS MER