Essays about: "thesis on black market"

Showing result 1 - 5 of 73 essays containing the words thesis on black market.

1. 1. Top-down cost assessment and market regulatory conditions affecting BESS feasibility in the Spanish framework : Exploring the viability of utility-scale stand-alone Battery Energy Storage Systems in Spain

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

   Author : Pere Abelló Sunyer; [2023]
   Keywords : Battery Energy Storage Systems BESS ; Regulatory framework; Operational optimization; Economic viability;

   Abstract : This thesis report provides a comprehensive analysis of the regulatory landscape governing Battery Energy Storage Systems (BESS) in Spain and offers insights into their operational optimization and economic viability. The study centers on a 40 MW BESS and explores three distinct case studies, each representing varying system durations (one, two, and four hours) and two different electricity price scenarios (2019 and 2022). READ MORE

3. 2. Artificial Intelligence for Option Pricing

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Emil Hietanen; [2022-06-19]
   Keywords : Options; calls; puts; pricing; artificial neural networks; models; volatility; comparison;

   Abstract : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. READ MORE

4. 3. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Christoffer Hellekant; Rasmus Olofsson; [2022-02-15]
   Keywords : ;

   Abstract : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. READ MORE

5. 4. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

   University essay from Lunds universitet/Matematisk statistik

   Author : Sigfrid Forsberg; [2022]
   Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

   Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

6. 5. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

   University essay from KTH/Matematik (Avd.)

   Author : William Gan; [2022]
   Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

   Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE