Sökning: "market signals"

Visar resultat 1 - 5 av 190 uppsatser innehållade orden market signals.

  1. 1. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

    Författare :Rebecca Fällström; [2023]
    Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

  3. 2. Betydelsen av hållbarhet i institutionella investerares investeringsbeslutsprocess

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

    Författare :Sara Mattsson; Tarja Löfgren; [2023]
    Nyckelord :Institutional Investors; Investment Decision Process; Sustainable Investments; Signaling; Sustainability Signals; Institutionella investerare; Investeringsbeslutsprocess; Hållbara Investeringar; Signalering; Hållbarhetssignaler;

    Sammanfattning : Bakgrund - Den finansiella sektorn har en viktig funktion i omställningen mot ett merhållbart samhälle, där institutionella investerare genom hållbara investeringar kan ha storbetydelse för den hållbara utvecklingen. Samtidigt har hållbarhet också fått en störrebetydelse för institutionella investerare i deras beslut om investeringar. LÄS MER

  4. 3. Investigation of Analog Calibration Systems for Spurious Tone Suppression in Frequency Triplers

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Cristian Alexandru Ghihanis; Barath Copparam Santhanakrishnan Sudarsan; [2023]
    Nyckelord :Delay-Locked Loop; DLL; Edge-Combining; EC; EC DLL; Edge-Combining Delay-Locked Loop; spurious tone calibration; spurs calibration; spurious tones compensation; spurs compensation; Technology and Engineering;

    Sammanfattning : The market for Wi-Fi receiver designs for latest Wi-Fi standards, that cover RF bands in the 2.4 GHz, 5 GHz and 6 GHz spectrum, require increasingly stringent power consumption limitations as more of the market is driven towards battery-powered devices. LÄS MER

  5. 4. Techno-Economic Optimization and Control of Hybrid Energy Systems

    Master-uppsats, Linköpings universitet/Fordonssystem

    Författare :Louise Calmered; Tanja Nyberg; [2023]
    Nyckelord :Hybrid Energy Systems; Optimization; Control Techniques; Peak Shaving; Energy Arbitrage; Ancillary Services;

    Sammanfattning : The increasing demand for renewable energy sources to meet climate targets and reduce carbon emissions poses challenges to the power grid due to their intermittent nature. One potential solution to maintain grid stability is by implementing Hybrid Energy Systems (HESs) that incorporate a Battery Energy Storage System (BESS). LÄS MER

  7. 5. Grey-box Modeling of Hydropower Plants for Improved Frequency Regulation : Evaluation of Double-Regulated Hydropower Turbines for Fulfillment of the New FCR-requirements

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Elektricitetslära

    Författare :Karolina Engström; Rebecca Waldenfjord; [2023]
    Nyckelord :Double-regulated hydroturbines; Grey-box modeling; FCR-requriements; Frequency contaminent reserve; Hydropower modeling; Dynamic stability; Dynamic performance;

    Sammanfattning : Over the last decades, the frequency on the Nordic electrical power grid has deteriorated. Therefore, new stricter requirements are developed for the hydropower delivering regulating active power on the Frequency Containment Reserve market (FCR). LÄS MER