The Experts below are selected from a list of 34326 Experts worldwide ranked by ideXlab platform
Chew Lim Tan - One of the best experts on this subject based on the ideXlab platform.
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Option price forecasting using neural Networks
Omega-international Journal of Management Science, 2000Co-Authors: Jingtao Yao, Chew Lim TanAbstract:In this research, forecasting of the Option prices of Nikkei 225 index futures is carried out using backpropagation neural Networks. Different results in terms of accuracy are achieved by grouping the data differently. The results suggest that for volatile markets a neural Network Option pricing model outperforms the traditional Black-Scholes model. However, the Black-Scholes model is still good for pricing at-the-money Options. In using the neural Network model, data partition according to moneyness should be applied. Those who prefer less risk and less returns may use the traditional Black-Scholes model results while those who prefer high risk and high return may choose to use the neural Network model results.
Jingtao Yao - One of the best experts on this subject based on the ideXlab platform.
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Option price forecasting using neural Networks
Omega-international Journal of Management Science, 2000Co-Authors: Jingtao Yao, Chew Lim TanAbstract:In this research, forecasting of the Option prices of Nikkei 225 index futures is carried out using backpropagation neural Networks. Different results in terms of accuracy are achieved by grouping the data differently. The results suggest that for volatile markets a neural Network Option pricing model outperforms the traditional Black-Scholes model. However, the Black-Scholes model is still good for pricing at-the-money Options. In using the neural Network model, data partition according to moneyness should be applied. Those who prefer less risk and less returns may use the traditional Black-Scholes model results while those who prefer high risk and high return may choose to use the neural Network model results.
Tomas Ekvall - One of the best experts on this subject based on the ideXlab platform.
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cost efficiency of urban heating strategies modelling scale effects of low energy building heat supply
Energy Strategy Reviews, 2017Co-Authors: Akram Fakhri Sandvall, Erik O Ahlgre, Tomas EkvallAbstract:Abstract There is now a strong demand in Sweden for construction of new low energy buildings (LEB) areas. There are essentially three Options for heat supply to these LEB areas: “individual”, “on-site” and “large heat Network” supply. The chosen Option is of strategic societal interest. Thus, this study aims at comparing the long-term system cost of the three heat supply Options. A dynamic modelling approach is applied in a systematic analysis designed to investigate the threshold for the various Options' cost-efficiency. The study addresses scale impacts of hypothetical LEB areas and district heating systems. The results show that, generally, the large heat Network Option has the lowest system cost whereas in most cases the individual Option has the highest system cost.
Akram Fakhri Sandvall - One of the best experts on this subject based on the ideXlab platform.
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cost efficiency of urban heating strategies modelling scale effects of low energy building heat supply
Energy Strategy Reviews, 2017Co-Authors: Akram Fakhri Sandvall, Erik O Ahlgre, Tomas EkvallAbstract:Abstract There is now a strong demand in Sweden for construction of new low energy buildings (LEB) areas. There are essentially three Options for heat supply to these LEB areas: “individual”, “on-site” and “large heat Network” supply. The chosen Option is of strategic societal interest. Thus, this study aims at comparing the long-term system cost of the three heat supply Options. A dynamic modelling approach is applied in a systematic analysis designed to investigate the threshold for the various Options' cost-efficiency. The study addresses scale impacts of hypothetical LEB areas and district heating systems. The results show that, generally, the large heat Network Option has the lowest system cost whereas in most cases the individual Option has the highest system cost.
Erik O Ahlgre - One of the best experts on this subject based on the ideXlab platform.
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cost efficiency of urban heating strategies modelling scale effects of low energy building heat supply
Energy Strategy Reviews, 2017Co-Authors: Akram Fakhri Sandvall, Erik O Ahlgre, Tomas EkvallAbstract:Abstract There is now a strong demand in Sweden for construction of new low energy buildings (LEB) areas. There are essentially three Options for heat supply to these LEB areas: “individual”, “on-site” and “large heat Network” supply. The chosen Option is of strategic societal interest. Thus, this study aims at comparing the long-term system cost of the three heat supply Options. A dynamic modelling approach is applied in a systematic analysis designed to investigate the threshold for the various Options' cost-efficiency. The study addresses scale impacts of hypothetical LEB areas and district heating systems. The results show that, generally, the large heat Network Option has the lowest system cost whereas in most cases the individual Option has the highest system cost.