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Displaying results 1 to 6 of 6.

  1. On the design of R-based scalable frameworks for data science applications
    Author: Theußl, Stefan Peter
    Published: January, 2020

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Subjects: binary optimization; consensus ranking; convex programming; culturomics; distributed computing; Hadoop; high performance computing; journal ranking; linear programming; MapReduce; mathematical programming; meta-ranking; mixed integer programming; nonlinear programming; optimization; parallel computing; quadratic programming; R; software design; text mining
    Scope: 1 Online-Ressource (circa 174 Seiten), Illustrationen
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    Enthält 3 Beiträge

    Dissertation, Wirtschaftsuniversität Wien, 2020
  2. Industrial demand response
    how network tariffs and regulation do (not) impact flexibility provision in electricity markets and reserves
    Author: Richstein, Jörn C.; Hosseinioun, Seyed Saeed
    Published: 2020
    Publisher:  DIW Berlin, German Institute for Economic Research, Berlin

    Incentives for industrial loads to provide demand response on day-ahead and reserve markets are affected both by network tariffs, as well as regulations on the provision of flexibility in different markets. This paper uses a numerical model of the... more

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    Incentives for industrial loads to provide demand response on day-ahead and reserve markets are affected both by network tariffs, as well as regulations on the provision of flexibility in different markets. This paper uses a numerical model of the chlor-alkali process with a storable intermediate good to investigate how these factors affect the provision of demand response in these markets. We also model the effect of network tariffs and regulation on endogenous investment into process excess capacities, which are needed to provide load shifting. We find that fixed network tariffs based on peak-demand (demand charges) can be detrimental to the provision of demand response, especially to new investments in process capacity. For existing excess capacities, only high network tariffs inhibit demand response by limiting the optimal peak load below its physical limit. Marketing flexibility on the day-ahead market and in the reserves are substitutes for each other. The choice where to market flexibility is affected both by fixed peak-demand network tariffs and existing excess capacities. For endogenous investments, there are synergies between primary reserve participation and day-ahead flexibility provision, with the combination leading to increased capacity investments. In contrast, so-called interruptible load reserves, regular payments to industrial loads to be able to reduce electricity consumption at any point in time, incentivize a flat demand level. Consequently, such reserve markets reduce investments into additional flexibility capacities and often crowd out active participation in other markets.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/218974
    Series: Discussion papers / Deutsches Institut für Wirtschaftsforschung ; 1853
    Subjects: demand response; optimization; day-ahead market; reserves; network tariffs; chemical production
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  3. Spatial and temporal synchronization of truck platoons
    Author: Bhoopalam, Anirudh Kishore; Agatz, Niels; Zuidwijk, Rob
    Published: [2020]
    Publisher:  Erasmus Research Institute of Management (ERIM), Rotterdam

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/131893
    Series: ERIM report series research in management ; ERS-2020-014-LIS
    Subjects: truck platoons; time-space network; fuel savings; optimization
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  4. Pumped hydropower storage optimization and trading considering short-term electricity markets
    Author: Braun, Sebastian Matthias
    Published: 2020
    Publisher:  Universitätsbibliothek der TU München, München

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    Universitätsbibliothek Clausthal
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    Fachhochschule Erfurt, Hochschulbibliothek
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    Bibliothek der Hochschule Hannover
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Hochschule Osnabrück, Bibliothek Campus Westerberg
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    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
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    UB Weimar
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    Source: Union catalogues
    Contributor: Hamacher, Thomas (AkademischeR BetreuerIn); Wozabal, David (AkademischeR BetreuerIn)
    Language: English
    Media type: Dissertation
    Format: Online
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    Subjects: multi-market bidding; hydropower; optimization; power plant dispatch; power markets; pumped storage; intraday continuous market; day-ahead market; balancing market
    Scope: 1 Online-Ressource (circa 235 Seiten), Illustrationen
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    Dissertation, Technische Universität München, 2020
  5. Principal portfolios
    Author: Kelly, Bryan T.; Malamud, Semyon; Pedersen, Lasse Heje
    Published: 2020
    Publisher:  Swiss Finance Institute, Geneva

    We propose a new asset-pricing framework in which all securities' signals are used to predict each individual return. While the literature focuses on each security's own- signal predictability, assuming an equal strength across securities, our... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    We propose a new asset-pricing framework in which all securities' signals are used to predict each individual return. While the literature focuses on each security's own- signal predictability, assuming an equal strength across securities, our framework is flexible and includes cross-predictability—leading to three main results. First, we derive the optimal strategy in closed form. It consists of eigenvectors of a “prediction matrix,” which we call “principal portfolios.” Second, we decompose the problem into alpha and beta, yielding optimal strategies with, respectively, zero and positive factor exposure. Third, we provide a new test of asset pricing models. Empirically, principal portfolios deliver significant out-of-sample alphas to standard factors in several data sets

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Edition: This version: June 8, 2020
    Series: Research paper series / Swiss Finance Institute ; no 20, 67
    Swiss Finance Institute Research Paper ; No. 20-67
    Subjects: Portfolio choice; asset pricing tests; optimization; expected returns; predictability
    Scope: 1 Online-Ressource (circa 73 Seiten), Illustrationen
  6. New models and applications for railway timetabling
    = Nieuwe modellen en toepassingen voor spoorwegdienstregelingen
    Author: Polinder, Gert-Jaap
    Published: [2020]
    Publisher:  Erasmus Institute of Management (ERIM), Rotterdam

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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789058925916
    Other identifier:
    hdl: 1765/134600
    Series: ERIM PhD series in research in management ; EPS-2020-514-LIS
    Subjects: Public transportation; optimization; timetabling; large-scale optimization; passengers; operations research
    Scope: 1 Online-Ressource (circa 242 Seiten), Illustrationen
    Notes:

    Dissertation, Erasmus University Rotterdam, 2020