Relevant bibliographies by topics / Price at present time

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Price at present time'

Author: Grafiati
Published: 4 June 2021
Last updated: 15 February 2022

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Journal articles on the topic "Price at present time"

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Fang, Xian Wen, Yan Ni Zou, and Qian Jin Zhao. "An Efficient Web Service Composition Method Based on the Price-Time Petri Net." Advanced Materials Research 268-270 (July 2011): 1421–26. http://dx.doi.org/10.4028/www.scientific.net/amr.268-270.1421.

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At present, developers can rapidly generate applications through Web service composition, the quality of service (QoS) of web service composition is important, but most of the existing composition methods are difficult to balance the QoS indexes (Such as time and price). In this paper, a web service composition method based on the price-time Petri net is proposed, the minimum cost can be obtained by modeling based on price time Petri net, and presents a method of priced state class to analyze the cost of web service composition model. Theoretical analysis and case analysis show that the price-time Petri net method is feasible to study Web service composition with the minimum cost.
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Wang, Jun, Huopo Pan, and Fajiang Liu. "Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model." Journal of Applied Mathematics 2012 (2012): 1–15. http://dx.doi.org/10.1155/2012/646475.

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The interacting impact between the crude oil prices and the stock market indices in China is investigated in the present paper, and the corresponding statistical behaviors are also analyzed. The database is based on the crude oil prices of Daqing and Shengli in the 7-year period from January 2003 to December 2009 and also on the indices of SHCI, SZCI, SZPI, and SINOPEC with the same time period. A jump stochastic time effective neural network model is introduced and applied to forecast the fluctuations of the time series for the crude oil prices and the stock indices, and we study the corresponding statistical properties by comparison. The experiment analysis shows that when the price fluctuation is small, the predictive values are close to the actual values, and when the price fluctuation is large, the predictive values deviate from the actual values to some degree. Moreover, the correlation properties are studied by the detrended fluctuation analysis, and the results illustrate that there are positive correlations both in the absolute returns of actual data and predictive data.
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Maçãs Nunes, P. "Effect of disutility on prices together with income changes in the context of a durable goods monopoly." Acta Oeconomica 59, no. 2 (June 1, 2009): 207–29. http://dx.doi.org/10.1556/aoecon.59.2009.2.4.

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In this article, we study the effect of disutility of consumers who do not buy certain durable goods at the present time with income variations on the behaviour over time of prices in the context of a Durable Goods Monopoly facing a continuous demand. If consumers do not foresee future changes in their income, price always decreases. However, greater disutility contributes to softening the price fall in the present, never reaching marginal cost at that moment. Consumers’ perspective for future changes to income has two major implications: 1) the durable goods monopoly, depending on disutility, can set a price equal to marginal cost at the present time if the perspective is for income growth in the future, something which never happens if reduced income is foreseen; and 2) it increases the tendency of a rise in price depending on disutility. We conclude that a price rise may be obtained for quite small disutility when the predicted increase in income is moderate and for moderate disutility, when the predicted increase in income is high.
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Josephy, N., L. Kimball, and V. Steblovskaya. "A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market." Journal of Applied Mathematics and Stochastic Analysis 2008 (September 2, 2008): 1–20. http://dx.doi.org/10.1155/2008/275217.

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We present an algorithm producing a dynamic non-self-financing hedging strategy in an incomplete market corresponding to investor-relevant risk criterion. The optimization is a two-stage process that first determines market calibrated model parameters that correspond to the market price of the option being hedged. In the second stage, an optimal set of model parameters is chosen from the market calibrated set. This choice is based on stock price simulations using a time-series model for stock price jump evolution. Results are presented for options traded on the New York Stock Exchange.
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Yen, Gili, and Eva C. Yen. "Price Limits, Price Expectations, and Price Movements: Empirical Findings from Spectrum Analysis." Review of Pacific Basin Financial Markets and Policies 04, no. 01 (March 2001): 1–7. http://dx.doi.org/10.1142/s0219091501000334.

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The present study applies spectrum analysis to examine the impact of price limits on stock price movements. Based on spectrum analysis, the authors find that the imposition of price limits does alter the pattern of stock price movements in Taiwan. Yet, its efficacy erodes over time.
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Webster, Michael, and Rory C. Tarnow-Mordi. "Decomposing Multilateral Price Indexes into the Contributions of Individual Commodities." Journal of Official Statistics 35, no. 2 (June 1, 2019): 461–86. http://dx.doi.org/10.2478/jos-2019-0020.

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Abstract This article describes methods for decomposing price indexes into contributions from individual commodities, to help understand the influence of each commodity on aggregate price index movements. Previous authors have addressed the decomposition of bilateral price indexes, which aggregate changes in commodity prices from one time period to another. Our focus is the decomposition of multilateral price indexes, which aggregate commodity prices across more than two time periods or countries at once. Multilateral indexes have historically been used for spatial comparisons, and have recently received attention from statistical agencies looking to produce temporal price indexes from large and high frequency price data sets, such as scanner data. Methods for decomposing these indexes are of practical relevance. We present decompositions of three multilateral price indexes. We also review methods proposed by other researchers for extending multilateral indexes without revising previously published index levels, and show how to decompose the extended indexes they produce. Finally, we use a data set of seasonal prices and quantities to illustrate how these decomposition methods can be used to understand the influence of individual commodities on multilateral price index movements, and to shed light on the relationships between various multilateral and extension methods.
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Anvari-Azar, Farhad, Dani Strickland, Neil Filkin, and Harry Townshend. "Net Present Value Analysis of a Hybrid Gas Engine-Energy Storage System in the Balancing Mechanism." Energies 13, no. 15 (July 24, 2020): 3816. http://dx.doi.org/10.3390/en13153816.

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There is the potential for hybridised gas engine-energy storage systems to participate in the Balancing Mechanism (BM) by offering a product that marries the advantages of both units. The higher price offerings are currently dominated by pumped storage (PS) assets. Given their high-flexibility, PS plants mostly offer at higher prices, but respond quicker and can run for a smaller minimum run time than a gas engine on its own. The operation of the hybrid system must match the operation of the pumped storage plants, to be able to claim a space in this part of the BM market including meeting a minimum run time and minimum start time. The business case is dependent on battery costs which in turn depend on size and operational strategy. This paper uses a case study approach to estimate Net Present Value of a hybrid system. The paper uses a mixture of publicly available data and industrially provided data within its analysis. The paper concludes that battery cost and lifespan are still issues and that battery-engine hybrids are not economic at present. There is indication in the modelling that under very favorable conditions such as low compound interest rates, an acceptance of offers above 7 times/day and low gas price, it is possible to see a return on investment of a lithium ion-based battery-gas engine hybrid.
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EKSTRÖM, ERIK, and JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS." International Journal of Theoretical and Applied Finance 07, no. 07 (November 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.

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There are two common methods for pricing European call options on a stock with known dividends. The market practice is to use the Black–Scholes formula with the stock price reduced by the present value of the dividends. An alternative approach is to increase the strike price with the dividends compounded to expiry at the risk-free rate. These methods correspond to different stock price models and thus in general give different option prices. In the present paper we generalize these methods to time- and level-dependent volatilities and to arbitrary contract functions. We show, for convex contract functions and under very general conditions on the volatility, that the method which is market practice gives the lower option price. For call options and some other common contracts we find bounds for the difference between the two prices in the case of constant volatility.
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Gürtler, Marc, and Thomas Paulsen. "Forecasting performance of time series models on electricity spot markets." International Journal of Energy Sector Management 12, no. 4 (November 5, 2018): 617–40. http://dx.doi.org/10.1108/ijesm-12-2017-0006.

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Purpose Study conditions of empirical publications on time series modeling and forecasting of electricity prices vary widely, making it difficult to generalize results. The key purpose of the present study is to offer a comparison of different model types and modeling conditions regarding their forecasting performance. Design/methodology/approach The authors analyze the forecasting performance of AR (autoregressive), MA (moving average), ARMA (autoregressive moving average) and GARCH (generalized autoregressive moving average) models with and without the explanatory variables, that is, power consumption and power generation from wind and solar. Additionally, the authors vary the detailed model specifications (choice of lag-terms) and transformations (using differenced time series or log-prices) of data and, thereby, obtain individual results from various perspectives. All analyses are conducted on rolling calibrating and testing time horizons between 2010 and 2014 on the German/Austrian electricity spot market. Findings The main result is that the best forecasts are generated by ARMAX models after spike preprocessing and differencing the data. Originality/value The present study extends the existing literature on electricity price forecasting by conducting a comprehensive analysis of the forecasting performance of different time series models under varying market conditions. The results of this study, in general, support the decision-making of electricity spot price modelers or forecasting tools regarding the choice of data transformation, segmentation and the specific model selection.
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Çevik, Emrah, Erdal Atukeren, and Turhan Korkmaz. "Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis." Energies 11, no. 10 (October 21, 2018): 2848. http://dx.doi.org/10.3390/en11102848.

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This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley Capital International (MSCI) G7 and the MSCI Emerging Stock Market Indexes to distinguish between the effects of daily oil price movements on G7 countries’ and emerging market countries’ stock markets. We further divide the emerging markets into two groups as oil-exporting and oil-importing countries. For the oil market, we use both the West Texas Intermediate (WTI) and Brent oil daily price movements. While the Granger-causality-in-mean tests indicate a causal link from WTI oil prices and G7 countries’ stock returns to MSCI emerging countries’ stock returns, the Granger-causality-in-variance tests suggest no causal link from global oil market prices to stock market returns. Nonetheless, a causal link from the G7 countries’ stock returns to the MSCI emerging countries’ stock returns is detected. In addition, G7 countries’ stock market volatility is found to Granger-cause Brent oil price volatility. The time-varying Granger-causality-in-mean and Granger-causality-in-variance tests present new and further insights. A causal relationship between oil price changes and G7 countries’ stock returns is found for some periods during and after the global financial crisis. Time-varying Granger-causality-in-variance test results indicate evidence of causal linkages among oil prices and global stock market returns that are specific only to certain time periods. We also find that there might be a difference between the movements in Brent and WTI oil prices with respect to their Granger-causal effects on oil-importing emerging markets’ stock returns—especially after the global financial crisis. Our results provide further evidence that the effects of oil price movements on stock returns might be different depending on the volatility in the stock markets.
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Dissertations / Theses on the topic "Price at present time"

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Kubičková, Veronika. "Srovnání vybraných způsobů ocenění pro nemovitost typu rodinný dům v lokalitě okolí Tišnova." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-232526.

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My diploma paper is focused on description of the ways of assessing, which are used in practice. The diploma paper should also make a comparison between those assessing methods and recognise the difference between them. Next aim of my diploma paper is to shortly mention the questions of International valuation norms (standards), but only those parts, which are related with assessing of real property. Practical part of my diploma paper is especially focused on assessing of family houses by chosen assessing methods, which are: cost approach, comparison method (nenašla jsem), standard price and price at present time. Whose resultant values will be compared. Partial task is recognition how the aspect of job opportunity is influencing the price of family house, which was counted by comparison method.
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Plchová, Monika. "Srovnání vybraných způsobů ocenění pro nemovitost typu rodinný dům v Litomyšli a okolí." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2011. http://www.nusl.cz/ntk/nusl-232566.

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Diploma Thesis "Comparison of selected methods of valutation of a family house - type estates in Litomyšl and it's surroundings" describes the way of assesing, compares these methods and recognises the difference between them. The practical part is especially focused on assesing of choosen family houses by the cost approach, comparative public notice, comparative non-promulgation, standard price and price at present time. At the end of diploma thesis there is provided how much the aspect of job opportunities influences the price of family houses, which was counted by the comparison method.
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Vondrák, Radek. "Srovnání vybraných způsobů ocenění pro nemovitost typu rodinný dům v lokalitě Telč a okolí." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-232530.

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This master´s thesis „Comparison of selected methods of valuation of the property type of family house in Telč and its surroundings” deals with the analysis of possible valuation methods and their comparing. The main objective of this thesis is to describe the methods of valuation and on the basis of selecting valuation methods prepare their confrontation. In the diploma thesis is valued ten of family houses in Telč and its surrounding, which are compared by the following methods: coast approach, comparative public notice, comparative non-promulgation method and price at present time. Part of objective this thesis is describe to the main influences acting on the standard price in the area of Telč and its surroundings.
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Vitovská, Lucie. "Srovnání vybraných způsobů ocenění pro nemovitost typu rodinný dům v lokalitě Oslavany a okolí." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-232468.

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Master´s thesis „Comparison of selected methods of valuation of a house in Oslavany and its surroundings“ it describes the methods and principles used by estate appraisal. It deals with the prices comparison. The prices are determined by the cost approach, comparative public notice and comparative non-promulgation method. The main accent is put on the consideration of the local net connection coefficient. Based on the ascertained facts this thesis mentions the influence of an estate price and a public sewer.
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Greene, Blythe Anastasia. "The Imperfect Present| Stoic Physics of Time." Thesis, University of California, San Diego, 2019. http://pqdtopen.proquest.com/#viewpdf?dispub=10978558.

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This dissertation addresses a set of problems in understanding the Stoic physics of time. It begins by investigating the ontology of time as an incorporeal in Stoic physics. I show that time is constructed as a deliberate parallel to two of the other incorporeals – place and void. Time is defined as the “diastēma” of motion, and much of the debate over the Stoic theory of time has centered on the definition of this term “diastēma,” which may mean interval, extension, or dimension. I argue that only the reading of “dimension” makes sense in the context of Stoic physics. Place turns out to have three dimensions, measuring the height, depth, and breadth of bodies, while time adds a fourth dimension of motion that measures fast and slow of bodies in motion.

The second half of the dissertation addresses the vexed problem of the present in Stoicism. Multiple sources tell us that the present has a different status from the past and future—the past and future merely “subsist” while the present “is real.” However, this account is complicated by strong evidence that the Stoic present is composed of past and future. Furthermore, Stoic accounts of divisibility leave the length of the present apparently indefinite. If the present is ontologically privileged, it seems that it cannot be of indefinite length. If the present is real but the past and future are not, it seems that the present cannot be composed of past and future.

I resolve these problems by arguing that the Stoics had two interrelated definitions of the present, and that the apparently conflicting pieces of evidence refer to different kinds of present. The first present is called “precise” or “narrow” and corresponds to a point of zero duration. As it has no duration, it is not a continuum, and as it is not a continuum it is not, technically, a time. A secondary “broad” present, composed of past and future times, is present in virtue of containing this present. It derives a special ontology from its relationship to the strict present, despite being composed of past and future.

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Harris, Jim, and Bob Downing. "WINGS CONCEPT: PRESENT AND FUTURE." International Foundation for Telemetering, 2003. http://hdl.handle.net/10150/605344.

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International Telemetering Conference Proceedings / October 20-23, 2003 / Riviera Hotel and Convention Center, Las Vegas, Nevada
The Western Aeronautical Test Range (WATR) of NASA’s Dryden Flight Research Center (DFRC) is facing a challenge in meeting the technology demands of future flight mission projects. Rapid growth in technology for aircraft has resulted in complexity often surpassing the capabilities of the current WATR real-time processing and display systems. These current legacy systems are based on an architecture that is over a decade old. In response, the WATR has initiated the development of the WATR Integrated Next Generation System (WINGS). The purpose of WINGS is to provide the capability to acquire data from a variety of sources and process that data for subsequent analysis and display to Project Users in the WATR Mission Control Centers (MCCs) in real-time, near real-time and subsequent post-mission analysis. WINGS system architecture will bridge the continuing gap between new research flight test requirements and capability by distributing current system architectures to provide incremental and iterative system upgrades.
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Yiu, Fu-keung. "Time series analysis of financial index /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003047.

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MALUF, KELLY CRISTINA FERNANDES. "SAZONAL ADJUSTEMENT OF PRICE ÍNDICES TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1998. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8683@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO
Esta tese tem como objetivo a comparação entre procedimentos para dessazonalização de séries temporais. As metodologias usadas serão a de Modelos Estruturais Clássicos e Bayesianos e a metodologia padrão de dessazonalização X11 ARIMA. Os dados utilizados são as 35 séries reais de índice de preços ao consumidor - IPC para a Região Metropolitana do Rio de Janeiro, fornecidas pelo Instituto Brasileiro de Geografia e Pesquisa - IBGE, no período de janeiro de 1991 até dezembro de 1997. Os pacotes computacionais utilizados no decorrer do trabalho são FORECAST PRO (X11 ARIMA0, STAMP (Estruturais Clássicos) e BATS (Estruturais Bayesianos). Além disso, foram também utilizadas séries simuladas com sazonalidade, para melhor analisar os resultados desejados.
The aim of this thesis is a comparisson study among three existing procedures for seasonal adjustment of time series, namely: the tradicional X11 ARIMA and those based on the structural model formulation, i.e., the classical approach of A. Harvey and the Bayesian counterpart of Harrison and Stevens. The data used are 25 real time series of Consumer Price Index for Metropolitan area from Rio de Janeiro from 1991 to 1997, supllied by the Instituto Brasileiro de Geografia e Estatística - IBGE. The computacional packages used during the thesis were SPSS and FORECAST PRO (X11 ARIMA), STAMP (structural classical approach) and BATS (structural bayesian approach). Also, simulated seasonal data were to provide a better understanding of the procedures.
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Luo, Ning. "Present-value relations and Chinese stock price behavior: the case of Shenzhen exchange." Thesis, University of Macau, 2006. http://umaclib3.umac.mo/record=b1637006.

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Boccardi, Mariadele. "The representation of past and present time in contemporary fiction." Thesis, University of Cambridge, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.431541.

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Books on the topic "Price at present time"

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The complete directory to prime time TV stars, 1946-present. New York: Ballantine Books, 1987.

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Brooks, Tim. The complete directory to prime time network TV shows, 1946-present. 4th ed. New York: Ballantine Books, 1988.

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Prime-time hits: Television's most popular network programs, 1950 to the present. New York: Billboard Books, 1993.

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Brooks, Tim. The complete directory to prime time network and cable TV shows, 1946-present. 7th ed. New York: Ballantine Books, 1999.

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The Complete Directory to Prime Time Network and Cable TV Shows, 1946-Present. 9th ed. New York: Ballantine Books, 2007.

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Brooks, Tim. The complete directory to prime time network and cable TV shows, 1946-present. 7th ed. New York: Ballantine Books, 1999.

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Schonfeld, Josef. The impressed duty stamps of Great Britain: A priced catalogue of embossed non-adhesive fiscal stamps (1694 to the present time). 3rd ed. Chesapeake, Va: [W. A. Barber?], 1998.

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Bill, Bradley. Time present, time past: A memoir. Thorndike, ME: Thorndike Press, 1996.

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Dale, William. Time past, time present: An autobiography. London [England]: Butterworths, 1994.

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Time present, time past: A memoir. New York: A.A. Knopf, 1996.

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Book chapters on the topic "Price at present time"

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Humphrey, Nicholas. "Time Present." In A History of the Mind, 179–90. New York, NY: Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4419-8544-6_24.

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Brown, Constance. "Price and Time." In Breakthroughs in Technical Analysis, 83–113. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119204749.ch5.

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Lucas, Gavin, and Laurent Olivier. "The present." In Conversations about Time, 64–84. London: Routledge, 2021. http://dx.doi.org/10.4324/9781003183600-4-5.

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Olsen, Borgar Tørre. "Component price versus time." In Broadband Access Networks, 87–98. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5795-1_8.

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Lazzara, Michael J. "The Present Time." In Luz Arce and Pinochet’s Chile, 143–49. New York: Palgrave Macmillan US, 2011. http://dx.doi.org/10.1057/9780230118423_9.

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Jarrow, Robert A. "Asset Price Bubbles." In Continuous-Time Asset Pricing Theory, 69–78. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_3.

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Jarrow, Robert A. "Asset Price Bubbles." In Continuous-Time Asset Pricing Theory, 75–90. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_3.

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Hartog, FranÇois. "The Historian’s Present." In Materiality and Time, 173–83. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137432124_9.

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Magnuson, John J. "The Invisible Present." In Ecological Time Series, 448–64. Boston, MA: Springer US, 1995. http://dx.doi.org/10.1007/978-1-4615-6881-0_20.

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Magnuson, John J. "The Invisible Present." In Ecological Time Series, 448–64. Boston, MA: Springer US, 1995. http://dx.doi.org/10.1007/978-1-4615-1769-6_20.

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Conference papers on the topic "Price at present time"

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Gori, Fabio. "Preliminary Results for Forecasting the Oil Price Evolution With Negative Inflation Rate." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-86729.

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Mass conservation equation is employed to study the time evolution of the mass of oil remaining in a reservoir, according to the mass flow rate of extraction, and to define the critical mass flow rate of extraction, which is the value exhausting the reservoir in an infinite time. The price evolution with time of the resource sold to the market is investigated in case of no-accumulation and no-depletion of the resources; i.e. when the resources are extracted and sold to the market at the same mass flow rate. The energy conservation equation is transformed into an energy-capital conservation equation, which allows to study the oil price evolution with time, dependent on the following parameters. The parameter PIFE, “Price Increase Factor of Extracted resource”, is the difference between the basic interest rate of the capital, e.g. inflation rate, and the mass flow rate of extraction. The parameter PIFS, “Price Increase Factor of Sold resource”, is the difference between the interest rate of the capital, e.g. prime rate, and the mass flow rate of extraction. The parameter CIPS, “Critical Initial Price of Sold resource”, depends on the initial price of the extracted resource, the interest rate of non-extracted resource, and the difference between PIFS and PIFE. The parameter CIPES, “Critical Initial Price Extreme of Sold resource”, depends on the initial price of the extracted resource, the interest rate of non-extracted resource, and PIFS. The present theory is applied to the time evolution of the oil price during the years following the economic crisis of 2008, introducing the new category of cases with a negative inflation rate, that was registered during 2009. The present theory can be applied also to the months with negative inflation rate with a reasonable fair agreement.
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Bashash, Saeid. "Energy Cost Optimization of HVAC Loads Under Time-Varying Electricity Price Signals." In ASME 2016 Dynamic Systems and Control Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/dscc2016-9800.

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This paper presents a dynamic programming approach to optimize energy cost of multiple interacting household appliances such as air conditioning systems and refrigerators with temperature flexibility, under time varying electricity price signals. We adopt a first order differential equation model with a binary (ON-OFF) switching control function for each load. An energy cost minimization problem is then formulated with a pair of constraints on the temperature lower and upper bounds, as well as an equality condition on the initial and final temperature states. We use dynamic programming to compute cost-optimal control inputs and temperature trajectories for a given electricity price profile and ambient temperature condition. To account for temperature deviation from its desired setpoint, a quadratic temperature deviation penalty is added to the cost function. Moreover, to minimize the control input chattering for equipment protection, the cost function is expanded to also minimize the number of on-off switching events. Results for the different weighting combinations of the optimization objectives provide useful insights on the optimal operation of individual and multiple interacting HVAC loads. In particular, we observe that the loads are desynchronized under the cost-optimal operation, in the presence of local (renewable) power generation. The presented optimization algorithm and observed results can lead to the development of novel model predictive and rule-based feedback control policies for optimal energy management in households.
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Kang, Namwoo, Alparslan Emrah Bayrak, and Panos Y. Papalambros. "A Real Options Approach to Hybrid Electric Vehicle Architecture Design for Flexibility." In ASME 2016 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/detc2016-60247.

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Manufacturers launch new product models at various time increments to meet changing market requirements over time. At each design period, product design and price may change. While price decisions can be made at product launching time, redesign decisions must be made in advance. Real options theory addresses such time gap decisions. This paper presents a real options approach with a binomial lattice model to determine optimal design and price decisions for hybrid electric vehicles (HEVs) that maximize expanded net present value of profit under gas price uncertainty over time. Results confirm that we can obtain changing vehicle attributes by changing gear ratios rather than the architectures themselves due to high cost of redesigning. A parametric study examines the impact of gas price volatility on option decisions and shows that larger volatility of gas price causes the change option to be selected more frequently.
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Arghandeh, Reza, and Robert Broadwater. "Distributed Energy Storage Control for Optimal Adoption of Solar Energy in Residential Networks." In 2012 20th International Conference on Nuclear Engineering and the ASME 2012 Power Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/icone20-power2012-54940.

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Environmental concerns, global warming and fossil fuel prices are creating a shift in the expectations of consumers and industries to move toward renewable energy resources. However, the inability to control the output of renewable resources, like wind and solar, results in operational challenges in power systems. The operational challenges of renewable resources can be met by energy storage systems. The energy storage systems scheduling can be used to control the effect of intermittent renewable energy resources. Furthermore, energy storage systems can be used for ancillary services, peak reduction, and mitigating contingencies in the distribution and transmission networks [1]. Distributed photovoltaic (DPV) rooftop panels are considered as renewable energy resources in this paper. Depending on the DPV size and solar irradiation, DPV adoption can create problems for the distribution network. In addition, utility companies have to pay different prices for electricity during different times of the day due to the dynamic electricity market. Therefore, the DPV adoption can be controlled with the help of real-time electricity price and the load profile. Facing these challenges, this paper presents an operational optimization algorithm for a Distributed Energy Storage (DES) system. The DES system presents a fleet of batteries connected to distribution transformers. The DES can be used for withholding DPV power before it is bid into the market. Withholding DPV generation represents a gaming method to realize higher revenues due to the time varying cost of electricity. Energy storage systems may be used to control DPV power variation and thus help distribution network operations [2]. The objective of this paper is to present a DES optimal economic control system to improve the DPV adoption in power distribution networks. The control system decisions depend on the load profiles, and the real-time Locational Marginal Price (LMP). Economic operation of the DES is a complex problem because of the time dependency of the battery capacity (where sufficient energy reserves must be maintained in case of power loss), the solar irradiation uncertainty, and the real-time electricity price variability. The mathematical approach used is the Discrete Ascent Optimal Programming (DAOP) algorithm. An advantage of DAOP is its assurance of convergence after a finite number of computational iterations.
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Dos Reis Filho, Ivan José, Guilherme Bittencourt Correa, Guilherme Mendonça Freire, and Solange Oliveira Rezende. "Forecasting future corn and soybean prices: an analysis of the use of textual information to enrich time-series." In Symposium on Knowledge Discovery, Mining and Learning. Sociedade Brasileira de Computação, 2020. http://dx.doi.org/10.5753/kdmile.2020.11966.

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The commodities corn and soybean are products consumed on a large scale in the world. Fluctuations in market prices have far-reaching effects on consumers, farmers, and grain processors. Thus, forecasting the prices of these grains has attracted significant attention from researchers. Forecasting models generally use quantitative time-series data. However, external qualitative factors can influence data in time-series, such as political events, economic crises, and the foreign exchange market. This information is not explicit in the time-series data, and these factors can influence the prediction of the variable values. Textual data extracted from news, forums, and social networks can be a source of knowledge about external factors and potentially useful for time-series forecasting models. Some studies present text mining techniques to combine textual data with time-series. However, the existing representations have some limitations, such as the curse of dimensionality and ineffective attributes. This work applies pre-processing methods in time-series and uses representations combined with textual data to predict the future price of corn and soybeans. The results indicate that the methods used can be an alternative to improve forecasting performance in regression tasks.
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Radzikowski, Bartosz, and Adam Śmietanka. "Online CASE CPI." In CARMA 2016 - 1st International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/carma2016.2016.3133.

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Online CASE CPI is an example of using Big data in public statistics. In principle, it is a consumer price index based entirely on online prices: a combination of Central Statistical Office of Poland’s methodology and online data sets. An innovative method of data collection – data scrapping – allowed us to substantially reduce a time delay between data collection and a publication of results. A short, nine-month period of data collection has not given rise to make important conclusions, hence the aims of this paper are: to discuss a general framework of measuring consumer inflation online, to present preliminary results for Poland and to highlight the strengths and weaknesses of this approach. Finally, we believe that online consumer price indices have a complementary nature to conventional inflation measurement, but it might be a serious alternative, having in mind a huge growth potential of e-commerce in coming years.
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Bal, Harun, Mehmet Demiral, and Filiz Yetiz. "Exchange Rate Pass-Through to Domestic Prices: Evidence from OECD Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01951.

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There is an immense literature on the effects of exchange rate changes on macroeconomic indicators, specifically on the trade balance, growth, inflation, and overall productivity in open economies. One of the main attempts in the related literature is about ascertaining whether the exchange rate fluctuations alter domestic prices. This possible mechanism is called as the pass-through effect which is getting more important since the argument that exchange rate adjustment is a part of the solution for global rebalancing is empirically well-supported. Starting from this claim, this study purposes to explore whether there is an exchange rate pass-through effect in 19 high-income OECD countries over the period 1990-2015. To this end, using a panel data set of consumer price index, producer price index proxied by wholesale price index, the nominal effective exchange rates, and industrial production presented by the value-added share of industry sectors in gross domestic product, structural vector autoregressive (VAR) and autoregressive distributed lag (ARDL) models are estimated in an unbalanced panel data analysis procedure. Results reveal that exchange rate pass-through effects on the domestic prices are significant but not that strong in both the short-run and the long-run. Expectedly, the pass-through effects tend to diminish over time. The study concludes that policy-makers need to consider policy actions accompanying the exchange rate changes to ensure domestic price stability which consequently interacts with many macroeconomic indicators.
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Marco, Anderson, Mario Gazziro, and David Martins Jr. "High performance computing architectures analysis for gene networks inference." In XX Simpósio em Sistemas Computacionais de Alto Desempenho. Sociedade Brasileira de Computação, 2019. http://dx.doi.org/10.5753/wscad.2019.8656.

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Modeling and inference of biological systems are an important field in computer science, presenting strong interdisciplinary aspects. In this context, the inference of gene regulatory networks and the analysis of their dynamics generated by their transition functions are important issues that demand substantial computational power. Because the algorithms that return the optimal solution have an exponential time cost, such algorithms only work for gene networks with only dozens of genes. However realistic gene networks present hundreds to thousands of genes, with some genes being hubs, i.e., their number of predictor genes are usually much higher than average. Therefore there is a need to develop ways to speed up the gene networks inference. This paper presents a benchmark involving GPUs and FPGAs to infer gene networks, analysing processing time, hardware cost acquisition, energy consumption and programming complexity. Overall Titan XP GPU achieved the best performance, but with a large cost regarding acquisition price when compared to R9 Nano GPU and DE1-SOC FPGA. In its turn, R9 Nano GPU presented the best cost-benefit regarding performance, acquisition price, energy consumption, and programming complexity, although DE1-SOC FPGA presented much smaller energy consumption.
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Arnulfi, Gianmario L., and Martino Marini. "Performance of a Water Compensated Compressed Air Energy Storage System." In ASME Turbo Expo 2008: Power for Land, Sea, and Air. ASMEDC, 2008. http://dx.doi.org/10.1115/gt2008-50627.

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In a growing energy scenario, electric utility companies have to take into account new managing strategies. The increasing seasonal gap in energy demand, the penetration of stochastic sources (wind and sun) and of combined heat and power plants are making more and more difficult to schedule power production. Energy storage can balance supply and demand over different time scales, with technical and economical benefits. The two options for large size plants are pumped storage hydro and Compressed Air Energy Storage (CAES). In the present paper, a CAES plant both with and without water compensation, is considered. The time window is an entire year as there is a remarkable difference between the seasons. Indeed in winter and summer the price fluctuation amplitude can be profitably exploited while between seasons are less suitable in a storage perspective because of the relative flatness of the daily price pattern. The adopted strategy is based on two price thresholds: below the former, a single charging step is carried out at night, above the latter, one or more steps of electricity production are carried out at peak hours. Finally, amid the thresholds, the plant works as a mere gas turbine or is shut off. Of course the mere GT working is available only if turbo compressor and expander are consistent and this affects the performance of each machine during charge or discharge phases. The shape of the daily price pattern strongly impacts on the cash flow. The proposed model is applied to the present Italian scenario as the energy market, taxes and services are concerned. The water compensated plant attains a storage density nearly twice higher than without compensation.
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Pelleh, Moshe. "Compiler-Aided Run-Time Performance Speed-Up in Super-Scalar Processor." In InSITE 2009: Informing Science + IT Education Conference. Informing Science Institute, 2009. http://dx.doi.org/10.28945/3391.

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In our world, where most systems become embedded systems, the approach of designing embedded systems is still frequently similar to the approach of designing organic systems (or not embedded systems). An organic system, like a personal computer or a work station, must be able to run any task submitted to it at any time (with certain constrains depending on the machine). Consequently, it must have a sophisticated general purpose Operating System (OS) to schedule, dispatch, maintain and monitor the tasks and assist them in special cases (particularly communication and synchronization between them and with external devices). These OSs require an overhead on the memory, on the cache and on the run time. Moreover, generally they are task oriented rather than machine oriented; therefore the processor's throughput is penalized. On the other hand, an embedded system, like an Anti-lock Braking System (ABS), executes always the same software application. Frequently it is a small or medium size system, or made up of several such systems. Many small or medium size embedded systems, with limited number of tasks, can be scheduled by our proposed hardware architecture, based on the Motorola 500MHz MPC7410 processor, enhancing its throughput and avoiding the software OS overhead, complexity, maintenance and price. Encouraged by our experimental results, we shall develop a compiler to assist our method. In the meantime we will present here our proposal and the experimental results.
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Reports on the topic "Price at present time"

1

Goldberg, Linda, and Christian Grisse. Time Variation in Asset Price Responses to Macro Announcements. Cambridge, MA: National Bureau of Economic Research, October 2013. http://dx.doi.org/10.3386/w19523.

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Hamermesh, Daniel, and Jeff Biddle. Taking Time Use Seriously: Income, Wages And Price Discrimination. Cambridge, MA: National Bureau of Economic Research, November 2018. http://dx.doi.org/10.3386/w25308.

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Rotemberg, Julio. Customer Anger at Price Increases, Time Variation in the Frequency of Price Changes and Monetary Policy. Cambridge, MA: National Bureau of Economic Research, November 2002. http://dx.doi.org/10.3386/w9320.

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Glower, Michel, Donald Haurin, and Patric Hendershott. Selling Price and Selling Time: The Impact of Seller Motivation. Cambridge, MA: National Bureau of Economic Research, March 1995. http://dx.doi.org/10.3386/w5071.

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Graves, Thomas E. It's Time for DoD to Sack Its Price Stabilization Policy,. Fort Belvoir, VA: Defense Technical Information Center, January 1995. http://dx.doi.org/10.21236/ada296148.

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Bachmann, Ruediger, Benjamin Born, Steffen Elstner, and Christian Grimme. Time-Varying Business Volatility and the Price Setting of Firms. Cambridge, MA: National Bureau of Economic Research, June 2013. http://dx.doi.org/10.3386/w19180.

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Korajczyk, Robert, Deborah Lucas, and Robert McDonald. Understanding Stock Price Behavior around the Time of Equity Issues. Cambridge, MA: National Bureau of Economic Research, November 1989. http://dx.doi.org/10.3386/w3170.

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Bajari, Patrick, Jane Cooley, Kyoo il Kim, and Christopher Timmins. A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution. Cambridge, MA: National Bureau of Economic Research, February 2010. http://dx.doi.org/10.3386/w15724.

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Balakrishnan, Uttara, Johannes Haushofer, and Pamela Jakiela. How Soon Is Now? Evidence of Present Bias from Convex Time Budget Experiments. Cambridge, MA: National Bureau of Economic Research, June 2017. http://dx.doi.org/10.3386/w23558.

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Kollar, Lenka, and Caroline E. Mathews. Evolution of Safeguards over Time: Past, Present, and Projected Facilities, Material, and Budget. Office of Scientific and Technical Information (OSTI), July 2009. http://dx.doi.org/10.2172/1015532.

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