Visualitzant Master Research Projects per matèria "Processos estocàstics"

Ara mostrant els elements 1-2 de 2

Stochastic optimal bid to electricity markets with environmental risk constraints

Cifuentes Rubiano, Julián (2012-11)

There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for ...

Study and implementation of some quantitative trading models

Sánchez López, Emiliano (2011-06)

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of ...