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Showing result 1 - 5 of 26 essays matching the above criteria.

  1. 1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    University essay from KTH/Matematisk statistik

    Author : Max Aronsson; Anna Folkesson; [2023]
    Keywords : Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Abstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE

  3. 2. Load profiling and customer segmentation for demand-side management

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Anne Baril; [2023]
    Keywords : Smart meter data; TLP; customer segmentation; DSM; EE; D R; clustering; Data från smarta mätare; TLP; kundsegmentering; DSM; EE; D R; klustring;

    Abstract : The energy transition is accompanied by massive electrification of uses and sectors such as transport. As a result, the pressure on the electricity grid is increasing, and the time to connect to the power system is lengthening. READ MORE

  4. 3. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE

  5. 4. Optimal joint operation of wind and hydropower

    University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

    Author : Evangelos Bikis; [2022]
    Keywords : VRES integration; hydropower; wind power; business analytics; optimization; linear programming; clustering;

    Abstract : Climate change drives policymakers to reduce emissions and enhance the integration of variable renewable energy sources (VRES) into the power system. Wind power is considered among the most beneficial VRES as it can generate cost-effectively carbon-free electricity but comes with inherent intermittency. READ MORE

  6. 5. Comparison of impact on stock market volatility by COVID-19 and the 2008 financial crisis

    University essay from Umeå universitet/Nationalekonomi

    Author : Anand Enkhtur; [2022]
    Keywords : ;

    Abstract : The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500 Index during the 2008 global financial crisis and the recent COVID-19 global pandemic. S&P 500 is a large stock market index that tracks the performance of 500 companies that are some of the largest in the world. READ MORE