Search for dissertations about: "computational markets"

Showing result 1 - 5 of 27 swedish dissertations containing the words computational markets.

2. 1. Algorithms for Electronic Power Markets

   Author : Per Carlsson; Arne Andersson; Fredrik Ygge; Håkan Jonsson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; multi-commodity markets; electronic markets; computational markets; equilibrium markets; resource allocation; power markets; computational complexity; Computer science; Datavetenskap;

   Abstract : In this thesis we focus resource allocation problems and electronic markets in particular. The main application area of ours is electricity markets. We present a number of algorithms and include practical experience. READ MORE

4. 2. Statistical Methods for Computational Markets : Proportional Share Market Prediction and Admission Control

   Author : Thomas Sandholm; Magnus Boman; Mark Baker; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Distributed Systems; Grid Computing; Performance Analysis; Workload Modeling; Middleware; Quality of Service; Prediction; Admission Control; Computer and systems science; Data- och systemvetenskap;

   Abstract : We design, implement and evaluate statistical methods for managing uncertainty when consuming and provisioning resources in a federated computational market. To enable efficient allocation of resources in this environment, providers need to know consumers' risk preferences, and the expected future demand. READ MORE

5. 3. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

   Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE

6. 4. Calibration and Hedging in Finance

   Author : Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE

7. 5. Techno-Economic Perspectives on Biofuel Futures – Modelling Transport Sector Strategies in an Energy System Context

   Author : Martin Börjesson; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; biogas; oil dependence; model; MARKAL; transport; CO2; optimisation; biofuel;

   Abstract : The high oil dependence and the continuous growth of energy use in the transport sector have in recent years triggered interest in transport biofuels as a measure to mitigate climate change andimprove energy security. This work aims to examine techno-economic interactions linked totransport biofuel strategies in national and regional energy systems and their implications for thecost-effective realisation of energy policy objectives. READ MORE