Original title: Stochastické optimalizační modely pro obchodování s energiemi
Translated title: Stochastic optimization models for energy trading
Authors: Klyuchevskiy, Iakov ; Lachout, Petr (advisor) ; Branda, Martin (referee)
Document type: Master’s theses
Year: 2022
Language: eng
Abstract: [eng] [cze]

Keywords: electricity prices|stochastic model|time-series|mean-reverting jump-diffusion process|multi-factor model; ceny elektřiny|stochastický model|časová řada|skokově-difúzní model|multifaktorové model

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/173721

Permalink: http://www.nusl.cz/ntk/nusl-506293


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2022-07-10, last modified 2024-01-26


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