Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 11 of 11 for “"market simulation"”.
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Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging
… various parametric assumptions about underlying market dynamics by learning directly from data. This research examines the use of machine learning methods to develop a data-driven method of derivatives pricing and dynamic hedging. Nevertheless, machine learning methods like reinforcement learning …
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Financial Applications ofClassification and Regression Trees
… part of the work is mainly concentrated on DAX30 market simulation results and shows how a CART-based business application can perform on stock market as well as what supplementary results can be got using CART as a forecasting system. In this realm comparison of technical and fundamental …
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The impact of market structure on price determination : a simulation approach using multi-agent reinforcement learning in continuous state and action space
This thesis proposes a simulation tool to study the question of how market structure and market players' behavior affect price movements. The adaptive market simulation system consists of multiple agents and a centralized exchange. By applying reinforcement learning techniques, agents evolve and …
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An exploration of automotive platinum demand and its impacts on the platinum market
The platinum market is a material market of increasing interest, as platinum demand has grown faster than supply in recent years. As a result, the price of platinum has increased, causing end-user firms to experience material scarcity through the presence of these high prices. A significant driver …
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Agent based modelling and simulation of operating strategies of generators and loads in wholesale electricity markets
… optimization techniques forms a powerful simulation platform to investigate performance of a wholesale electricity market and behaviour of its participants. Modern deregulated wholesale electricity markets consist of centralized auctions as well as decentralized bilateral transactions. An …
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Solid waste disposal and enforcement with an application to Virginia's scrap tires
… the cost of enforcement. A solid waste disposal market simulation model is developed. The model is applied to the development of a policy aimed at solving Virginia's scrap tire disposal problem. The policy options considered are criminal enforcement, regulatory enforcement, and subsidies. The …
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A Mycorrhizal Model for Transactive Energy Markets
… This work explored MNs as an inspiration for new market models in transactive energy networks, which similarly involve exchanges of energy and information between buildings in local communities. Specific insights from the literature on the structure and function of MNs were translated into an …
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The comparative economic assessment of the impacts of energy storage and demand response resource participation in the day-ahead electricity markets
… of the U.S. grid with competitive electricity markets, independent system operators (ISOs) run day-ahead electricity markets (DAMs) to determine which resources will meet the demand and ensure adequate capacity is committed so that the supply-demand balance can be met around the clock. System …
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Land use change through market dynamics : a Microsimulation of land development, the bidding process, and location choices of households and firms
… A variety of land use models now exist, but a market-based model with sufficient spatial resolution and defensible behavioral foundations remains elusive. This dissertation addresses this goal by developing and applying such a model. Real estate markets involve numerous interactive agents and …
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Simulation der langfristigen Entwicklung des europäischen Elektrizitätsmarktes
… the liberalization of the European electricity market, boundary conditions for market participants have changed significantly. In order to reach the long-term goal of a European internal market for electricity, strong political measures are necessary in all electricity markets within the …
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Quantification of the economic impacts of ramping capability products in a multi-settlement market structure
… construct a flexible stochastic multi-settlement market simulation approach which explicitly represents the RCPs and takes into account current market designs and the regulatory environment for such purpose. Through the case studies performed, we pinpoint the ability of the RCPs to reduce price …