Essays about: "Historical Simulation"

Showing result 6 - 10 of 142 essays containing the words Historical Simulation.

  1. 6. Improvement of a longterm energy demand forecasting model on a European scale, from data collection to modelling

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Kévin Retailleau; [2023]
    Keywords : Energy demand forecasting; simulation model; energy data collection; multi-country modelling; Prognoser för energiefterfrågan; simuleringsmodell; insamling av energidata; modellering för flera länder;

    Abstract : Energy demand forecasting has been more vital in recent years with countries setting goals to become climate neutral by 2050. Indeed, energy demand forecasting allows the understanding of drivers of the energy demand in all sectors of the economy. It also allows the planning of transformation of the future energy system. READ MORE

  3. 7. Simulations of energy efficient windows in a historical building located in mid-Sweden

    University essay from Högskolan i Gävle/Energisystem och byggnadsteknik

    Author : Iñigo Medrano Eraso; [2023]
    Keywords : Amorphous silicon; photovoltaic; windows; Gävle townhall; thermal comfort; energy efficiency; solar panel windows; IDA ICE. ;

    Abstract : Amorphous silicon photovoltaic windows intend to not only improve thethermal bridge that windows represent but also to collect energy from theradiation incident on the windows themselves. This kind of windows can beapplied anywhere, however to maximize the benefit these can bring it isrecommended for sun-oriented façades. READ MORE

  4. 8. The ESG Impact on Financial Stability: Evidence from China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yingyu Ni; Yini Huang; [2023]
    Keywords : systemic risk; ESG; ΔCoVaR; quantile regression; fixed effects; Business and Economics;

    Abstract : Systemic risk management is always of vital importance for financial stability, meanwhile Environmental (E), Social (S) and Governance (G) are a popular framework on a global scale which is used to assess business risks and opportunities. However, there is relatively little research about the relationship between ESG and systemic risk, especially in developing markets. READ MORE

  5. 9. Into the Trading Book: Estimating Expected Shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Robin Eric Schmutz; Leonard Schneider; [2023]
    Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

    Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

  6. 10. Prediction and Analysis of 5G beyond Radio Access Network

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Gaurav Singh; Shreyansh Singh; [2023]
    Keywords : - LSTM; RNN; AE-LSTM; Deep Learning; Machine Learning; network traffic flow; forecasting; quality-of-service.;

    Abstract : Network traffic forecasting estimates future network traffic based on historical traffic observations. It has a wide range of applications, and substantial attention has been dedicated to this research area. READ MORE