Search for dissertations about: "algorithm trading"

Showing result 1 - 5 of 12 swedish dissertations containing the words algorithm trading.

  1. 1. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Author : Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Abstract : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. READ MORE

  2. 2. Reactive Concurrent Data Structures and Algorithms for Synchronization

    Author : Phuong Ha; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-blocking; reactive; multi-word atomic primitives; online algorithms; shared memory; concurrent data structures; distributed data structures; randomization; online financial problems; synchronization; spin-locks;

    Abstract : Parallelism plays a significant role in high-performance computing systems, from large clusters of computers to chip-multithreading (CMT) processors. Performance of the parallel systems comes not only from concurrently runningmore processing hardware but also from utilizing the hardware efficiently. READ MORE

  3. 3. Distributed Control of HVDC Transmission Grids

    Author : Davood Babazadeh; Lars Nordström; Oriol Gomis; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; co-simulation; cyber-physical system; DC slack bus; distributed control; HVDC grids; power injection; topology processor; wind farms; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Recent issues such as priority access of renewable resources recommended by European energy directives and increase the electricity trading among countries lead to new requirements on the operation and expansion of transmission grids. Since AC grid expansions are limited by legislative issues and long distance transmission capacity, there is a considerable attention drawn to application of HVDC transmission grids on top of, or in complement to, existing AC power systems. READ MORE

  4. 4. Cache memory design trade-offs for current and emerging workloads

    Author : Martin Karlsson; Erik Hagersten; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Computer Systems; Datorteknik;

    Abstract : The memory system is the key to performance in contemporary computer systems. When designing a new memory system, architectural decisions are often arbitrated based on their expected performance effect. It is therefore very important to make performance estimates based on workloads that accurately reflect the future use of the system. READ MORE

  5. 5. Real-time data stream clustering over sliding windows

    Author : Sobhan Badiozamany; Tore Risch; Tamer Özsu; Uppsala universitet; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Data streaming; Sliding windows; Clustering; ; Datavetenskap med inriktning mot databasteknik; Computer Science with specialization in Database Technology;

    Abstract : In many applications, e.g. urban traffic monitoring, stock trading, and industrial sensor data monitoring, clustering algorithms are applied on data streams in real-time to find current patterns. Here, sliding windows are commonly used as they capture concept drift. READ MORE