Essays about: "estimation and forecasting"

Showing result 1 - 5 of 83 essays containing the words estimation and forecasting.

  1. 1. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  3. 2. WSA-ENLIL + Cone ensemble modeling of an Earth-directed ICME : Comparison with in-situ observations by Solar Orbiter and WIND at L1

    University essay from Uppsala universitet/Institutionen för fysik och astronomi; Uppsala universitet/Institutet för rymdfysik, Uppsalaavdelningen

    Author : Alberto García Ribas; [2023]
    Keywords : ;

    Abstract : Coronal mass ejections (CMEs) are considered the most energetic phenomenon in the heliosphere. Originated in the solar corona, they are formed by ejected plasma driven by strong magnetic fields. READ MORE

  4. 3. Cost Overrun in Swedish Infrastructure Transport Projects : An Analysis of Cost Overrun in Swedish Infratructure Transport Projects between 2010-2022

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Edwin Sjögren; Jacob Norgren; [2023]
    Keywords : Cost Overrun; Infrastructure Transport Projects; Swedish Infrastructure; Behavioral Economics; Optimism Bias; Strategic Misrepresentation; Cost Estimation; Forecasting;

    Abstract : Cost Overrun is something that plagues infrastructure projects, both in Sweden and globally. The repercussion of it can be severe since it not only hurts the public’s perception of how the public authorities manage and allocates its resources, but also due to the immense opportunity costs that arise when the increased costs need to be covered. READ MORE

  5. 4. Cost Estimation, Budgeting and OEE Analysis for Binder Jetting at Sandvik Additive Manufacturing Division

    University essay from KTH/Produktionsutveckling

    Author : Ankita Shanawad; [2023]
    Keywords : Binder Jet Additive Manufacturing; Overall Equipment Efficiency; Key Performance Indicator;

    Abstract : The master thesis at Sandvik Additive Manufacturing Division, Sandviken, aims at three things. The first step is to estimate the cost of a Binder jet Additive Manufacturing method and identify the key cost drivers in the manufacturing process, since cost estimation can help the organisation to understand the cost factors that are affecting the product's price. READ MORE

  6. 5. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Otto Colbin; Yugam Sharma; [2023]
    Keywords : Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

    Abstract : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. READ MORE