Zobrazeno 1 - 10
of 156
pro vyhledávání: '"Husmann, Sven"'
The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and practitioners to gain
Externí odkaz:
http://arxiv.org/abs/2004.01496
The global minimum-variance portfolio is a typical choice for investors because of its simplicity and broad applicability. Although it requires only one input, namely the covariance matrix of asset returns, estimating the optimal solution remains a c
Externí odkaz:
http://arxiv.org/abs/1910.13960
The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation errors tend to affect the optimal weight calculation noticeably, especially when a large number of assets is
Externí odkaz:
http://arxiv.org/abs/1910.11840
Publikováno v:
In Expert Systems With Applications 1 June 2022 195
Publikováno v:
Energy Economics, 51 (2015) 430-444
In our paper we analyze the relationship between the day-ahead electricity price of the Energy Exchange Austria (EXAA) and other day-ahead electricity prices in Europe. We focus on markets, which settle their prices after the EXAA, which enables trad
Externí odkaz:
http://arxiv.org/abs/1501.00818
Publikováno v:
Energy Economics, 47 (2015) 98-111
The increasing importance of renewable energy, especially solar and wind power, has led to new forces in the formation of electricity prices. Hence, this paper introduces an econometric model for the hourly time series of electricity prices of the Eu
Externí odkaz:
http://arxiv.org/abs/1402.7027
Publikováno v:
In Energy Economics January 2015 47:98-111
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.