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 20 of 30 for “"price forecasting"”.
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Electricity Price Forecasting Using a Convolutional Neural Network
… have been used to forecast real-time electricity prices in various regions around the world. The problem is difficult because of market volatility affected by a wide range of exogenous variables from weather to natural gas prices, and accurate price forecasting could help both suppliers and …
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Non-renewable resource price forecasting: a comparison of methods
Dramatic changes in U.S. coal prices during the 1970's and 1980's have brought into question the ability of currently available forecasting models to predict non-renewable resource prices. This thesis compares two types of forecasting models used to predict non-renewable resource prices. Each model …
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A quarterly feeder cattle price forecasting model with application towards the development of a futures market strategy
… objectives of this study were: 1) to develop a price forecasting equation for feeder cattle and 2) to examine the possibility of reducing the variance in income and raising the level of revenue relative to that which would be achieved under the common practice of consistently selling feeder …
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Developing a hybrid hidden MARKOV model using fusion of ARMA model and artificial neural network for crude oil price forecasting
Crude oil price forecasting is an important component of sustainable development of many countries as crude oil is an unavoidable product that exist on earth. Crude oil price forecasting plays a very vital role in economic development of many countries in the world today. Any fluctuation in crude …
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The treatment of uncertainty in construction price modelling
… of the uncertainty present in construction price forecasting and to introduce an environment that has the ability to integrate these uncertainties with greater consistency than that possessed by available price models. The objective of this thesis was to establish that uncertainty can be …
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Valuing energy storage in electricity grids : a machine learning approach
… rules, ideally charging when electricity prices are low and discharging when prices are high. In this thesis, state-of-the-art Machine Learning methods in the field of electricity price forecasting were used to accurately predict electricity prices. An improvement on existing recurrent …
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Factors affecting the accuracy of quantity surveyors pre-tender price forecasts in South Africa
… of South African quantity surveyors' pre-tender price forecasts. Prices submitted by bidders at the tender submission stage of project development are utilised as the best practical measure for establishing the degree of accuracy achieved. A large number of design price forecasting techniques are …
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Strategies for real time reservoir management
… size and adaptively gathered EnKF. Finally, oil price uncertainty is forecasted and quantified with three price forecasting models: conventional forecasting, bootstrap forecasting and sequential Gaussian simulation forecasting. The relative effect of oil price and its volatility on the …
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Nonrandom characteristics of common stock prices
… research techniques to the development of stock price generation and simulation models to aid in the understanding of price movement. Relationships between stock price and volume and stock price and market averages which follow descernible trends and patterns are discovered. Technical trading …
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A study of the effects of changing raw material prices and varying interest rates on the stockholding decisions of a small manufacturing company
… £5M. The study is made at a time of fluctuating prices and varying interest rates in order to determine both their effect on, and ways of improving, the control procedures. The study concentrates on one of the many stock items carried, peppermint oil, it being fairly typical. The study lists the …
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Optimal Operation Planning of Compressed Air Energy Storage Plants in Competitive Electricity Markets
… characteristics. Moreover, Due to inevitable price forecasting error, effective bidding and offering strategy to purchase and sell electricity in the market is necessary to manage the risk of forecasting error. In this study, at first, a risk-constrained bidding/offering strategy for a …
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Forecasting the Next Winning Stock: A Comparative Analysis of Machine Learning Models
Stock price prediction is a common and complex problem due to the high volatility of financial markets. This master’s thesis presents a new approach to stock price forecasting by reformulating the problem as a multiclass classification task. The main objective is to predict which stock will yield …
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A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models
… gas in the United States follows a yearly price pattern of high prices during the winter heating season and lows during the summer months. During the winter heating season the daily and weekly price fluctuations for natural gas are normally related to ambient air temperature and other …
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One, two and three quarter forecasting models for broiler price
… purpose of this study was to develop easy to use price forecasting models to predict broiler price one, two and three quarters in advance. A system of five equations was developed for the two and three quarter lag models and a system of four equations was developed for the one quarter lag model. …
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LSTM prediction capability on the South African JSE Top 40 of historical and live data
… of Long Short-Term Memory (LSTM) models in stock price forecasting using data from the South African FTSE/JSE Top 40 index, a domain yet to be extensively explored, particularly in real-time data analysis. Addressing the gap in existing research, this study assesses LSTM model predictive …
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Investigating beef cattle prices for short time periods
This study was an attempt to contribute to price knowledge in the beef cattle sector of the livestock economy. More specifically the objectives were (1) to determine the most important variables affecting prices of fed cattle in the short run, (2) to establish the relationship between the important …
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Multiple year pricing strategies for corn and soybeans using cash, futures, and options contracts
… and soybeans is identified. Historical futures price distributions are generated for both commodities to determine the probability of prices reaching certain levels. The upper 5%, 10%, and 15% of the distributions are determined. Price forecasting models are developed to help producers …
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Integration of Energy Storage into a Future Energy System with a High Penetration of Distributed Photovoltaic Generation
… designed is evaluated using ridge regression for price forecasting; Ridge regression applied to overcome numerical stability and overfitting issues associated with the large number of highly correlated predictors. Heuristics are developed to speed convergence of simulated annealing for placement …
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