Dissertations / Theses: '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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Blanck, Andreas. "American Option Price Approximation for Real-Time Clearing." Thesis, Umeå universitet, Institutionen för fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-144435.

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American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. However, this advantage aggravates the mathematical formulation of an option's value considerably, explaining why essentially no exact closed-formed pricing formulas exist. Numerous price approximation methods are although available, but their possible areas of application as well as performance, measured by speed and accuracy, differ. A clearing house offering real-time solutions are especially dependent on fast pricing methods to calculate portfolio risk, where accuracy is assumed to be an important factor to guarantee low-discrepancy estimations. Conversely, overly biased risk estimates may worsen a clearing house's ability to manage great losses, endangering the stability of a financial market it operates. The purpose of this project was to find methods with optimal performance and to investigate if price approximation errors induce biases in option portfolios' risk estimates. Regarding performance, a Quasi-Monte Carlo least squares method was found suitable for at least one type of exotic option. Yet none of the analyzed closed-form approximation methods could be assessed as optimal because of their varying strengths, where although the Binomial Tree model performed most consistently. Moreover, the answer to which method entails the best risk estimates remains inconclusive since only one set of parameters was used due to heavy calculations. A larger study involving a broader range of parameter values must therefore be performed in order to answer this reliably. However, it was revealed that large errors in risk estimates are avoided only if American standard options are priced with any of the analyzed methods and not when a faster European formula is employed. Furthermore, those that were analyzed can yield rather different risk estimates, implying that relatively large errors may arise if an inadequate method is applied.

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Miller, Wendi M. "An investigation of the relationship between gender roles and life situations as presented on prime time network television." Instructions for remote access. Click here to access this electronic resource. Access available to Kutztown University faculty, staff, and students only, 1994. http://www.kutztown.edu/library/services/remote_access.asp.

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Thesis (M.S.)--Kutztown University of Pennsylvania, 1994.
Source: Masters Abstracts International, Volume: 45-06, page: 2896. Abstract precedes thesis as [1] preliminary leaf. Typescript. Includes bibliographical references (leaf 29).

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Vanky, Anthony P. (Anthony Phong). "In-transit urbanism : the landscape of logistics and the time present." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/65748.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Architecture, 2011.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 152-155).
Upon arrival in Memphis by air, a sign welcomes passengers to "Memphis - America's Distribution Center", a reflection of one's place in the city, and the country. Rather than a romantic reflection of the cultural heritage of the city with Elvis Presley and B.B. King, the statement places passengers not at the destination of their travels, vis a vis a "welcome to", but en route somewhere else. Memphis International Airport, identified via its aviation code "MEM", is not a place of arrival-a terminal, from "terminus", the end-but a location to be passed through-a state of being in transit or colloquially "passing through". Few passengers and goods conclude their travel here; MEM's raison d'etre is as a layover, as travelers are being distributed elsewhere as a result of the efficiency of the hub-and-spoke model of aviation. As a result, MEM is the world's busiest cargo airport. At its peak, an upwards of six flights arriving a minute carrying Apple computers, Mickey Mouse plush toys, cooking items from William-Sonoma, and the variety of other goods to and from all corners of the world destined for FedEx's so-called SuperHub. Because of the presence of such a facility, MEM has arisen as an economic capital in an improbably location within the interior of the United States replete with its own sprawling developments. MEM, as an airport city, challenges the social and cultural norms of what one considers a traditional city, as its reasons for being is the economy of moving goods and founded on the way we do business and not the way we live. This thesis proposes an urban form for MEM's surrounding city that serves as a means of regeneration of the surrounding, decaying area as well as accepts the condition of being in transit for goods and people as a primary condition of existence. In Brophy's character's words, it is an urbanism that "[perpetually remains] in the present moment, in at least semi-sempiternal transit between departure from the past and arrival in the future" and is more appropriate than the status quo within the context of MEM with regard to the transitory nature of goods, passengers and employees. The urban logic is thus a metaphor of FedEx in the transposition of technological logics, such as the flow of bodies and the interface of machine, the parcel, and the human occupant.
by Anthony P. Vanky.
S.M.

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Thomas, Vassilis. "THe present value relation and stock price volatility : the U.K. evidence and Monte Carlo simulations." Thesis, Lancaster University, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282389.

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Hisham, Abdelradi Khalaf Fadi Mohamed. "Understanding Recent Food Price Patterns: A Time-Series Approach." Doctoral thesis, Universitat de Barcelona, 2014. http://hdl.handle.net/10803/287226.

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The guiding theme of this thesis is the empirical analysis of recent food price behavior. It is composed of three applied studies that address the impacts of energy prices on both food price levels and volatility, as well as the impact of public information release on futures markets of major agricultural commodities. Non-structural time series econometric techniques are applied for such purpose. In the first chapter, the impact of the Spanish biodiesel industry on agricultural feedstock prices is investigated. Both price level and volatility interactions are evaluated. Three relevant prices are considered: the international crude oil price, the Spanish biodiesel blend price and the Spanish sunflower oil price. Weekly Prices are observed from November 2006 to October 2010, yielding a total of 205 observations. Blended biodiesel, sunflower and crude oil prices are found to be interrelated in the long-run. This parity is preserved by the biodiesel industry in order to be in equilibrium. The impact of biodiesel on sunflower oil price levels is found to be very modest, which is reasonable given the small size of the Spanish biodiesel industry. Volatility spillovers between sunflower and biodiesel markets are found to be significant. Evidence of asymmetries in price volatility patterns is also found, with price declines causing more price instability than price increases. Asymmetries can be triggered by the availability of alternative feedstocks in the market, as well as by the unwillingness of biodiesel producers to increase food prices when feedstocks become more expensive. In the second chapter, the impact of the EU biodiesel market on agricultural feedstock prices is analyzed. The study comprises the period between 06/11/2008 to 14/06/2012, and is based on 189 weekly prices. Cointegration analysis suggests that the three prices have a long-run equilibrium relationship that is preserved by the pure biodiesel price. Biodiesel prices are not found to have an effect on rapeseed oil prices. Volatility of pure biodiesel price is affected by its own past volatility and past pure biodiesel and rapeseed market shocks. Also, evidence is found of asymmetries in price volatility, with negative market shocks having a greater impact than positive ones. While pure biodiesel prices cannot affect rapeseed oil price-levels, they can bring instability to these prices. Inventory building and the euro-dollar exchange rate are found to be relevant risk management instruments that can be used to mitigate the biodiesel and rapeseed oil price volatilities. In the third chapter, the impact of public information in the form of USDA-NASS crop production reports on daily corn and soybeans futures prices is evaluated. The study period is between 1970 to 2004, with a total of 700 observations. Results show that USDA-NASS crop production reports significantly affect futures price levels. Report releases at the beginning and at the end of the harvest season are usually the ones exerting a stronger impact. Report releases are not however found to have an effect on price volatility, which suggests gradual price-level changes as a response to published information. Cross-market effects of news are also found to be significant.

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Agoitia, Hurtado Maria Fernanda del Carmen [Verfasser], and Thorsten [Akademischer Betreuer] Schmidt. "Time-inhomogeneous polynomial processes in electricity spot price models." Freiburg : Universität, 2017. http://d-nb.info/1140735438/34.

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Raykhel, Ilya. "Real-time automatic price prediction for eBay online trading /." Diss., CLICK HERE for online access, 2008. http://contentdm.lib.byu.edu/ETD/image/etd2697.pdf.

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Raykhel, Ilya Igorevitch. "Real-Time Automatic Price Prediction for eBay Online Trading." BYU ScholarsArchive, 2008. https://scholarsarchive.byu.edu/etd/1631.

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While Machine Learning is one of the most popular research areas in Computer Science, there are still only a few deployed applications intended for use by the general public. We have developed an exemplary application that can be directly applied to eBay trading. Our system predicts how much an item would sell for on eBay based on that item's attributes. We ran our experiments on the eBay laptop category, with prior trades used as training data. The system implements a feature-weighted k-Nearest Neighbor algorithm, using genetic algorithms to determine feature weights. Our results demonstrate an average prediction error of 16%; we have also shown that this application greatly reduces the time a reseller would need to spend on trading activities, since the bulk of market research is now done automatically with the help of the learned model.

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Dickamore, Justin Edward. "Price Slides Within Cattle Markets Over Time and Space." DigitalCommons@USU, 2015. https://digitalcommons.usu.edu/etd/4606.

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The production of cattle in the United State is a very large business. Production begins at the cow-calf level, where a calf is born and raised to a specific weight. This weight is the weaning weight and averages between 300-600 pounds. The calf is then typically shipped to a feedlot, where it is fed a high corn ration which increases the weight of animal quickly and cost effectively to reach a sufficient slaughter weight. Cattle production takes place primarily in 5 different geographical locations which include the North Central, Southeast, Northern Plains, Southern Plains, and West regions. Due to the relationships between fed cattle prices, feeder cattle prices and feed costs, lighter weight feeder cattle typically sell for a higher price per pound than heavier weight feeder cattle. This decrease in price per pound for heavier feeders is often referred to as a feeder cattle price slide. This study is to determine how price slides have reacted over time and space due to the relative changes in fed and feeder cattle prices and the cost of feed. Weekly data was obtained from the Livestock Marketing Information Center (LMIC) on the auction price for feeder cattle at different weights for both steers and heifers. Weekly data on the futures price of live cattle and corn were also obtained from the LMIC. To determine if feeder cattle price slides had changed over time, regression analysis was used to evaluate the relationship between feeder cattle prices at varying weights with the price of fed cattle and the price of corn. Two different time periods were used for the same location: the first period was from 1992 to 1996 and the second period was from 2005 to 2015. Price slides were also examined across space. There were five different geographical locations analyzed: Oklahoma, Nebraska, Georgia, Kansas, and Montana. Each region was regressed individually and then compared. Prices slides were calculated as the difference in the regressed feeder cattle price at each weight. A combination of the time and space was used to evaluate changes in the same model. Results from the regression models returned feeder cattle prices at varying weights for steers and heifers and price slides were calculated from those estimated prices. It was found that price slides are not constant over time and that price slides are geographically specific. In the third objective, it is shown that time and space are both factors in determining price slides for feeder cattle. The implications of this study are to help cattle producers be more aware of market conditions specific to changes in feeding cost. It is also to make aware that price slides are not constant over time and space and therefore, must be reevaluated on a consistent basis.

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ZHANG, Guo. "Joint lead time and price quotation : dynamic or static?" Digital Commons @ Lingnan University, 2015. https://commons.ln.edu.hk/cds_etd/10.

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Intuitively, quoting dynamic lead time and price to customers based on real-time system state provides more efficient capacity utilization and increases revenue compared with quoting static lead time and price. However, dynamic quotation may require higher operational costs for the firm and it is often inconvenient to customers. This study aims to compare dynamic and static lead time and price quotations under fixed capacity and different potential demand rates. We hypothesize that there exists a potential demand rate under which the additional costs of dynamic quotation and the additional profit from dynamic quotation are equal. Thus static quotation may yield better performance under certain potential demand rates. We use an M/M/1 queuing model to model the supply system of a firm and formulate profit maximization models in an average reward criterion under both static and dynamic lead time and price quotations. Numerical analyses are presented to illustrate performances of both static and dynamic lead time and price quotation and thus find the threshold potential demand rate. Besides, we study performance of two different kinds of dynamic lead time quotation and find that when firm can decide their price, performance of dynamic lead time quotation is good enough and when firm cannot decide their price, the dynamic lead time quotation is good only when lead time sensitive factor is small and potential demand rate is big.

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Li, Hongyi. "From Present to Transcendental: Xian Chang Aesthetics in Sixth-Generation Films." Ohio University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1596752736472154.

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Yiu, Fu-keung, and 饒富強. "Time series analysis of financial index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.

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Pancake, Ann S. "Past (im)perfect and the present progressive : time in Americans' class consciousness /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/9365.

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Smith, C. R. "Present pasts, uncertain futures : materiality and time in a Nairobi housing estate." Thesis, University College London (University of London), 2016. http://discovery.ucl.ac.uk/1528672/.

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Kaloleni estate in Nairobi was built in the 1940s by British colonial authorities. It was designed as a model garden suburb for African families, and intended to produce a new type of urban colonial subject. Today the estate is rundown and dilapidated, but still home to many descendants of the original residents. It is now marked for 'regeneration' as part of Vision 2030, a radical planning project that promises to kickstart Nairobi's urban renewal. This thesis lies at the intersection of the anthropology of material culture and the anthropology of history and time. It considers the legacies of a colonial housing scheme, and the way place is produced over time. It explores how the estate has been imaginatively and materially reconfigured by residents’ own ambitions and agendas as they negotiate an uncertain future. In particular, it highlights the generative relationship between people and architecture, and the way the accumulated traces of decades leave their mark, shaping ideas about the past and about how the future city should be. Fieldwork was primarily conducted in Kaloleni estate, Nairobi. A short research period followed ex-residents of Kaloleni ‘upcountry’, back to their rural homelands. The thesis also incorporates archival sources, contemporary documents and visualisations of urban planning, as well as observations of online interactions taking place on social media.

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Rothstein, Björn. "The perfect time span on the present perfect in German, Swedish and English /." [S.l. : s.n.], 2006. http://nbn-resolving.de/urn:nbn:de:bsz:93-opus-30547.

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Pokhrel, Keshav Prasad. "A study of present value maximization for the monopolist problem in time scales." [Huntington, WV : Marshall University Libraries], 2008. http://www.marshall.edu/etd/descript.asp?ref=892.

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Lee, Yee-nin, and 李綺年. "On a double smooth transition time series model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215555.

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Horsley, Arthur B. "A model for evaluating vendor proposals for price and lead time." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1993. http://handle.dtic.mil/100.2/ADA277647.

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Lu, Zhen Cang. "Price forecasting models in online flower shop implementation." Thesis, University of Macau, 2017. http://umaclib3.umac.mo/record=b3691395.

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Rives, David Michael. "Factors influencing performance standards for professional opera singers from 1600 to the present time." Connect to resource, 1993. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1244136822.

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Åkerlund, Agnes. "Time-Series Analysis of Pulp Prices." Thesis, Mittuniversitetet, Institutionen för informationssystem och –teknologi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-39726.

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The pulp and paper industry has a significant role in Europe’s economy and society, and its significance is still growing. The pulp market and the customers’ requirements are highly affected by the pulp market prices and the requested kind of pulp, i.e., Elementary Chlorine Free (ECF) or Total Chlorine Free (TCF). There is a need to predict different market aspects, where the market price is one, to gain a better understanding of a business situation. Understanding market dynamics can support organizations to optimize their processes and production. Forecasting future pulp prices has not recently been done, but it would help businesses to make decisions that are more informed about where to sell their product. The studies existing about the pulp industry and forecast of market prices were completed over 20 years ago, and the market has changed since then in terms of, e.g., demand and production volume. There is a research gap within the pulp industry from a market price perspective. The pulp market is similar to, e.g., the energy industry in some aspects, and time-series analysis has been used to forecast electricity prices to support decision making by electricity producers and retailers. Autoregressive Integrated Moving Average (ARIMA) is one time-series analysis method that is used when data are collected with a constant frequency and when the average is not constant. Holt-Winters model is a well-known and simple time-series analysis. In this thesis, time-series analysis is used to predict the weekly market price for pulp the three upcoming months, with the research question “With what accuracy can time-series analysis be used to forecast the European PIX price on pulp on a week-ahead basis?”. The research method in this thesis is a case study where data are collected through the data collection method documents. First, articles are studied to gain understanding within the problem area leading to the use of the artefact time-series analyses and a case study. Then, historical data are collected from the organization FOEX Fastmarkets, where a new market price of pulp has been released every Tuesday since September 1996. The dataset has a total of 1200 data points. After data cleaning, it is merged to 1196 data points that are used for the analysis. To evaluate the results from the time-series analysis models ARIMA and Holt-Winter, Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used. The software RStudio is used for programming. The results shows that the ARIMA model provides the most accurate results. The mean value for MAE is 16,59 for ARIMA and 44,61 for Holt-Winters. The mean value for MAPE is 1,99% for ARIMA and 5,37% for Holt-Winters.

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Xu, Dan. "Superstatistics and symbolic dynamics of share price returns on different time scales." Thesis, Queen Mary, University of London, 2017. http://qmro.qmul.ac.uk/xmlui/handle/123456789/24873.

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Share price returns on different time scales can be well modeled by a superstatistical dynamics. We provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time scales. It is shown that while chi-square-superstatistics works well on a time scale of days, on a much smaller time scale of minutes the price changes are better described by lognormal superstatistics. The system dynamics thus exhibits a transition from lognormal to chi-square-superstatistics as a function of time scale. We discuss a more general model interpolating between both statistics which fits the observed data very well. We also present results on correlation functions of the extracted superstatistical volatility parameter, which exhibits exponential decay for returns on large time scales, whereas for returns on small time scales there are long-range correlations and power-law decays. We also apply the symbolic dynamics technique from dynamical system theory to analyse the coarse-grained evolution of share price returns. A nontrivial spectrum of Renyi entropies is found. We study how the spectrum depends on the time scale of returns, the sector of stocks considered, as well as the number of symbols used for the symbolic description. Overall our analysis confirms that in the symbol space transition probabilities of observed share price returns depend on the entire history of previous symbols, thus emphasizing the need for a model of share price evolution based on non-Markovian stochastic processes. Our method allows for quantitative comparisons of entirely different complex systems, for example the statistics of coarse-grained share price returns using 4 symbols can be compared with that of other complex systems.

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33

Farhadikashi, M. (Mahboobeh). "Demand response for residential customers:based on real-time price elasticity of electricity." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201710042940.

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This study surveyed the impacts of the expanding Real-Time Price (RTP) scheme on residential electricity consumption when households shift from fixed price to hourly spot prices. A unique and detailed data of electricity consumption had been used. The data are based on working days of winter and summer for Swedish detached houses from 2005 to 2008. Solar power is valuable energy with low emission, which can be achieved by installing solar panels on the household’s roof. Also, it reduces the system cost and provides quick access to energy for customers. The preliminary photovoltaic production evaluated through HARMONIE Numerical Weather Prediction data. Four types of households are analyzed based on various patterns of prices, elasticities, and the share of households in RTP program with and without solar panels. The results of this study demonstrate that putting more residential customers on RTP contracts will shift load, decrease electricity demand, total capacity, and increase economic welfare. The simulations show that the social welfare gained from increasing the share of customers on RTP are notable. Also, the estimated cost saving indicates that the effect of shifting from a flat rate to RTP is positive. Furthermore, the effect of small-scale solar production on electricity consumption is considered. The combination of RTP with solar energy would lead to a significant decrease in electricity consumption during off-peak periods in winter and both peak and off-peak load in summer.

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Vera, Barberán José María. "Adding external factors in Time Series Forecasting : Case study: Ethereum price forecasting." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-289187.

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The main thrust of time-series forecasting models in recent years has gone in the direction of pattern-based learning, in which the input variable for the models is a vector of past observations of the variable itself to predict. The most used models based on this traditional pattern-based approach are the autoregressive integrated moving average model (ARIMA) and long short-term memory neural networks (LSTM). The main drawback of the mentioned approaches is their inability to react when the underlying relationships in the data change resulting in a degrading predictive performance of the models. In order to solve this problem, various studies seek to incorporate external factors into the models treating the system as a black box using a machine learning approach which generates complex models that require a large amount of data for their training and have little interpretability. In this thesis, three different algorithms have been proposed to incorporate additional external factors into these pattern-based models, obtaining a good balance between forecast accuracy and model interpretability. After applying these algorithms in a study case of Ethereum price time-series forecasting, it is shown that the prediction error can be efficiently reduced by taking into account these influential external factors compared to traditional approaches while maintaining full interpretability of the model.
Huvudinstrumentet för prognosmodeller för tidsserier de senaste åren har gått i riktning mot mönsterbaserat lärande, där ingångsvariablerna för modellerna är en vektor av tidigare observationer för variabeln som ska förutsägas. De mest använda modellerna baserade på detta traditionella mönsterbaserade tillvägagångssätt är auto-regressiv integrerad rörlig genomsnittsmodell (ARIMA) och långa kortvariga neurala nätverk (LSTM). Den huvudsakliga nackdelen med de nämnda tillvägagångssätten är att de inte kan reagera när de underliggande förhållandena i data förändras vilket resulterar i en försämrad prediktiv prestanda för modellerna. För att lösa detta problem försöker olika studier integrera externa faktorer i modellerna som behandlar systemet som en svart låda med en maskininlärningsmetod som genererar komplexa modeller som kräver en stor mängd data för deras inlärning och har liten förklarande kapacitet. I denna uppsatsen har tre olika algoritmer föreslagits för att införliva ytterligare externa faktorer i dessa mönsterbaserade modeller, vilket ger en bra balans mellan prognosnoggrannhet och modelltolkbarhet. Efter att ha använt dessa algoritmer i ett studiefall av prognoser för Ethereums pristidsserier, visas det att förutsägelsefelet effektivt kan minskas genom att ta hänsyn till dessa inflytelserika externa faktorer jämfört med traditionella tillvägagångssätt med bibehållen full tolkbarhet av modellen.

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35

Kuncová, Barbora. "Selling Price and Time on the Real Estate Market: A Meta-Analysis." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-205863.

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The aim of the thesis is to broaden the research in the field of housing economics using the statistical tool of meta-analysis. The thesis examines the relationship between the selling price of a house and the time the house spends at the housing market. Although the research investigating this relation is of a wide comprehension, the results arising from various primary studies differ a lot. The goal of the thesis is to explain the source of this heterogeneity and determine the factors causing this variation. According to the results, it can be concluded that the effect size is influenced mainly by number of observations, modelling technique and specification of the model. Median income or location are other factors also determining the size of estimated coefficients. Also publication bias has been investigated although its presence is not confirmed in this thesis.

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36

Lindberg, Johan. "A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market." Thesis, Umeå universitet, Institutionen för fysik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

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In this report six different models for predicting the electrical spot price on the Nordic power exchange, Nord Pool, are developed and compared. They are evaluated against the already existing model as well as the naive test, which is a forecast where the last week’s observations are used as a prognosis for the coming week. The models developed are constructed so that the models for different time resolutions are combined to create a full model. Harmonic regression with a linear trend are used to identify a yearly trend while SARIMAX/SARIMA time series models are used on a daily and hourly basis to reveal dependencies in the data. The model with the best prediction performance is shown to be a SARIMAX model with temperature as exogenous variable on a daily resolution, together with a SARIMA model on an hourly resolution. With an average MAPE of 12.69% and a MAPE2 of 6.90% it has the smallest prediction error out of all of the competing models when doing one week forecasts on the whole year 2009.

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37

CASTELLANI, FEDERICO, and ANDREA GEREGOVA. "THE MARKETING IN EASTERN EUROPE. AN ANALYSIS FROM THE COMMUNIST PHASE TO THE PRESENT TIME." Thesis, Umeå universitet, Företagsekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124856.

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The purpose of this thesis is to deliver an integrated overview on the development of marketing in the Eastern European countries from the communist era to the present time and answer the main research question: How has marketing in the Eastern European countries changed from the communist era to the present time? In addition to this, three propositions are composed and further investigated. The research philosophy of this thesis is based on a subjectivist ontological view and an interpretivist epistemological approach. The deductive research approach studies the research question, while adopting a qualitative research method. In addition, the practical research adopted for the purpose of this thesis is based on conducting multiple semi structured interviews with respondents, representing a diverse sample of firms. The firms are divided according to their country of origin, providing an inside and an outside view on the development of marketing in the Eastern European countries. At the same time, all the firms interviewed fulfill the criteria of being present on the Eastern European market. The final results are gained by the combination of the primary data, collected during the interviews, and secondary data, gained from a literature review undertaken by the authors. The theoretical contribution of this thesis is represented by the empirical findings. They provide a complex overview on the most important political, economic, social and cultural changes in the Eastern Europe from the communist era to the present time, while linking them to the development of marketing within this selected geographical area.

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38

Gustavsson, Filip, and Simon Vahtola. "Pricing Strategies – In newly developed housing projects." Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-148818.

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Earlier studies examining house pricing have mainly focused on the secondary market and have often overlooked the primary market and newly produced housing units. This paper studies the pricing strategies in the primary housing market, as that segment differs from the secondary market. By using data from one newly produced housing project, we are able to exclude a number of project-specific factors, as they are nearly identical for all observations. This allows us to focus on factors that are directly observable and require very little assessment or evaluation in our estimations of list prices, selling prices and selling times. The empirical results exhibit a close relationship between list- and selling prices, but a few factors differ significantly between the two. Such differences could indicate a misinterpretation of the market by the seller. The time-on-market model shows that a number of factors affect selling times as well. The results indicate a relationship between "mispriced" factors and their impact on the selling times, where "over-priced" factors seem to prolong the time-on-market and "under-priced" factors seem to shorten the time-on-market. By dividing the units into different price ranges, it becomes clear that high-priced housing is more difficult to price and take longer to sell. This relationship is strengthened by a degree-of-overpricing variable, which exhibits a positive sign in the time-on-market model. The effect is the strongest in low-priced units and not significant for higher-priced units. Other factors that affect pricing strategies require a broader discussion. Analogies from similar consumer good markets indicate that pricing strategies are dependent on the types of customers in the target groups as well as the stage in the project life-cycle.

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39

Li, Ping-leung, and 李炳良. "Reading the past or reading the present?: human experience at the crossroads of narrative." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31953645.

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40

Thurner, Stefan, Engelbert J. Dockner, and Andrea Gaunersdorfer. "Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/786/1/document.pdf.

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We present a dynamic asset pricing model based on a heterogenous class of traders. These traders are homogenous in the sense that they are fundamentalists who base their investment decisions on an exogenoulsy given fundamental value. They are heterogenous in the sense that each trader is working with a different frequency of the underlying price data. As a result we have a system of interacting investors who together influence the market price. We derive a system that characterizes out-of-equilibrium dynamics of prices in this market which is structurally equivalent to the Nosé-Hoover thermostat equation in non-equilibrium thermodynamics. We explore the time series properties of these prices and find that they exhibit fat tails of returns distributions, volatility clustering and power laws. (author's abstract)
Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

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41

Hu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.

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This thesis presents a comparison for modeling and forecasting Chinese futures market of copper and aluminum with single time series and multivariate time series under linear restrictions. For single time series, data transformation for stationary purpose has been tested and performed before ARIMA model was built. For multivariate time series, co-integration rank test has been performed and included before VECM model was built. Based on selected models, the forecasting shows multivariate time series analysis has a better result than single time series, which indicates utilizing the relationships among the series can improve the accuracy of time series forecasting.

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42

Stockel, Jakob. "Time series analysis of repo rates and mortgagecaps eect on house price index." Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147373.

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Price trends on the Swedish housing market has risen sharply in recent decades and is at the moment up to the highest price level ever. The sharp price movements have opened up for discussion about a possible housing bubble. To prevent this the Riksbank can change the repo rate, which in turn aects the lenders' lending rates. Finansinspektionen introduced in autumn 2010, a mortgage cap which means that the house will be mortgaged to a maximum of 85 percent of its market value. The purpose of this was to cool the housing market and prevent the unsustainable development of household debt. The purpose of this study is to examine in particular the repo rates and the mortgage caps eect on house prices in Sweden. Although other variables that aect supply and demand in the housing market from a macroeconomic perspective will be included in the model, such as GDP, unemployment and the nancial crisis of 2008. This study has been done by using a quantitative analysis, consisting of time series analysis. The results conrm all the investigated variables expected impact on house prices. As for the repo rate and the mortgage cap the results showed that these have a negative eect on house prices in Sweden.
Prisutvecklingen pa den Svenska bostadsmarknaden har stigit kraftigt under de senaste decennierna och ar just nu uppe i den hogsta prisnivan nagonsin. Den kraftiga prisutvecklingen har oppnat for diskussion om en eventuell bostadsbubbla. For att motverka detta kan Riksbanken andra reporantan som i sin tur paverkar kreditgivarnas utlaningsranta. Finansinspektionen inforde under hosten 2010 ett bolanetak som innebar att bostaden hogst ska belanas till 85 procent av marknadsvardet. Detta for att kyla bostadsmarknaden och motverka den ohallbara utvecklingen av hushallens skuldsattning. Syftet med denna studie ar att framforallt undersoka reporantans och bolanetakets eekt pa smahuspriser i Sverige. Aven andra variabler som paverkar utbudet och efterfragan pa bostadsmarknaden ur ett makroekonomiskt perspektiv kommer att inga i modellen, till exempel BNP, arbetsloshet och nanskrisen 2008. Detta genomfors med hjalp av en kvantitativ analys, bestaende av tidsserieanalys. Resultatet bekraftar alla undersokta variablers vantade eekter pa smahuspriser. Vad galler reporantan och bolanetaket sa visade resultatet pa att dessa har negativ eekt pa smahuspriser i Sverige.

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43

Bae, Kee-Hong. "Time-variation in the price of risk and the international capital market structure." The Ohio State University, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=osu1277838130.

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44

張雅婷. "Time After Time: Queer Temporality in The Price of Salt." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/zwkbv2.

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碩士
國立交通大學
外國語文學系外國文學與語言學碩士班
104
Lesbian pulp fiction is often remembered as a cheap form of entertainment in which sleazy stories of taboo relationships were sensationalized for profit. However, it is within this disreputable genre that the first happy endings for fictional queer women were imagined. This thesis examines The Price of Salt, the first lesbian novel in the twentieth century to have a happy ending, and how time functions within the novel to produce a queer temporality. I argue that Carol and Therese create the possibility of a future that differs from the heteroreproductive social script. This thesis contains three sections. The first section explores the genre conventions of lesbian pulp fiction and how The Price of Salt includes but also destroys some of these tropes. The second section is concerned with how the novel subverts the domestic ideology of the Cold War era. The third section examines the concepts of chrononormativity and reproductive futurism and how they apply to The Price of Salt.

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45

"Sazonal adjustement of price índices time series." Tese, MAXWELL, 1998. http://www.maxwell.lambda.ele.puc-rio.br/cgi-bin/db2www/PRG_0991.D2W/SHOW?Cont=8683:pt&Mat=&Sys=&Nr=&Fun=&CdLinPrg=pt.

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46

Liu, Chun-Ming, and 劉俊銘. "Lead Time Setting and Time-based Pricing Policies Under Lead Time and Price Dependent Demand." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/54897001408701014401.

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碩士
國立交通大學
工業工程與管理系所
92
This research presents a profit model to study time-based pricing policies for make-to-order manufacturing systems facing two types of customer demand. One type of customer demand is lead-time-sensitive and the other type of customer demand is price-sensitive. Each type of customer demand is denoted as a function of price and lead-time. In order to meet customer demand for each type, manufacturer might provide multiple lead-time services with different prices. The difference between these prices is relevant to the loss of throughput to shorten manufacturing cycle time for lead-time-sensitive customer demand. However, to define the relationship between throughput and manufacturing cycle time is difficult. In this research, we use simulation model to find the relationship between throughput and manufacturing cycle time. Based on this relationship and the given customer demand functions, we solve the proposed profit model to determine the appropriate committed lead-time and price for each type of customer demand, respectively.

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47

Chung, Cheng-Huang, and 鐘正皇. "Gain-Loss Option Price Bounds in Discrete time." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/78090563457003202657.

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博士
國立臺灣大學
財務金融學研究所
100
The purpose of this paper is to investigate the approximated arbitrage bounds of option prices in the discrete time and incomplete market setting. The gain-loss ratio method of Bernardo and Ledoit (2000) is employed but market-implied risk-neutral distribution discovered by Rubinstein (1994) is used instead of the model-based pricing kernel. This modified gain-loss bounds replace the strong assumptions of the equilibrium model such as complete markets and individual’s utility, risk preference and thus the underlying asset’s distribution by the real-data implied risk attitude and distribution. Therefore, our implied gain-loss bounds of option prices are preference-free and parametric-free and avoid the misspecification error (incorrect model risk) of subjective choosing on the benchmark model. The result shows that deep-in-the-money (or deep-out-of-money) implied gain-loss option pricing bounds fall out of the model-based pricing bounds even taking the possible mispricing into consideration. This means that some good-deal investment opportunities are exist if we use Black-Scholes formula in option pricing.

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48

Chen, Bo-Tsuen, and 陳柏村. "Forecasting Stock Price based on Fuzzy Time-Series." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/96n5x3.

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碩士
國立臺中科技大學
資訊管理系碩士班
100
The prediction of stock markets is an important and widely research issue since it could be had significant benefits and impacts, and the fuzzy time-series models have been often utilized to be the forecast models to make reasonably accurate predictions. For promoting the forecasting performance of fuzzy time-series models, this thesis proposed a new model, which incorporates the concept of the entropy-based discretization partitioning, equal-width pre-partitioning and equal-depth pre-partitioning based on fuzzy time-series models. In order to evaluate our proposed approach, the source data was using actual trading data from Taiwan Stock Exchange (TAIEX), and the experimental period is selected from 1997 to 2003 as the datasets for verifications. Finally, the experimental results showed that our proposed approach was effective in improving the forecasting errors on forecasting stock price significantly. Furthermore, the performances in terms of root mean squared error (RMSE) indicate that the proposed model is superior to the compared models suggested by Chen (1996), Karaboga et al. (2009), Cheng et al. (2009) and Chang et al. (2011) earlier. It is evident that the proposed model is a good approach to improve the forecasting performance fuzzy time-series models.

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49

Chen, Wei-Yun, and 陳瑋筠. "A Time Series Analysis to Forecast Price Fluctuation." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/89056635726963315037.

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碩士
國立臺灣大學
資訊管理學研究所
104
Nowadays, price fluctuation point forecast is usually relying on the human judgments, and cause many opportunities of saving cost missed. For a company, buying material at a lower price and selling products at a higher price are the straightest way to obtain higher revenue. If there is a way to predict the price fluctuation of material or products accurately, a company can maximize its profit by taking a right action at a right time. This study introduces a novel forecast procedure for price fluctuation points forecast. This study proposes a price fluctuation forecast model: Price Fluctuation Point Forecast Approach (PFPFA). We not only forecast the price change degree, but also the price change time. Since the transaction data are non-uniform sampled time series, we will use quantity to present time to solve this problem. The main process of PFPFA has four phases: (1) transforming data based on the number of fluctuation points; (2) calculating times with different forecast models; (3) calculating prices based on the results of P2 with different forecast models; and (4) evaluating and selecting the best forecast model combination for groups. In this paper, we propose four models for time forecast and three models for price forecast. In consequence, for a single product, there would be twelve different forecast outcomes. we applied PFPFA in a real world case, and compare the result with the Exponential Smoothing (ES) which is commonly and currently used. The time forecast result is acceptable and the price forecast result shows that PFPFA has better performance than ES.

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50

Mann, Janelle M. "What is driving the price of dairy quota? : a net present value adaptive expectations model." 2008. http://hdl.handle.net/1993/21193.

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Dissertations / Theses on the topic 'Price at present time'

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