ARIMA-based Demand Forecasting Method Considering Probabilistic Model of Electric Vehicles Parking Lots

Size: px
Start display at page:

Download "ARIMA-based Demand Forecasting Method Considering Probabilistic Model of Electric Vehicles Parking Lots"

Transcription

1 1 ARIMA-based Demand Forecasing Mehod Considering Probabilisic Model of Elecric Vehicles Parking Los M.H. Amini, Suden Member, IEEE, O. Karabasoglu, Maria D. Ilić, Fellow, IEEE, Kianoosh G. Borooeni Suden Member, IEEE and S. S. Iyengar, Fellow, IEEE Absrac In recen years, increasing fossil fuel prices, environmenal concerns and rising elecriciy demand moivae he power sysem o evolve oward he Smar Grid. Modern ransporaion is one of he key elemens of fuure power sysem. In his conex, uilizaion of elecric vehicles (EV) should be aken ino accoun in a sysemaic way o avoid unpredicable effecs on power sysem. Addiionally, an accurae and efficien demand forecasing mehod is required o perform a feasible scheduling in order o supply he prediced load sufficienly. This paper presens an accurae mehod for he demand forecasing based on hisorical load daa. The mehod is based on auo-regressive inegraed moving average (ARIMA) model for medium-erm demand forecasing. The proposed mehod inmproves he forecasing accuracy. Addiionally, probabilisic hierarchical EVs parking lo demand modeling is used o calculae he expeced load for each parking los daily charging demand. Finally, o evaluae he effeciveness of he proposed approach, i is implemened on PJM hisorical load daa. The simulaion resuls show he high accuracy of proposed mehod for PJM load daa by reaching 0.41% roo mean square error for demand forecas. I. INTRODUCTION In recen years, he power sysem is experiencing one of he mos influenial evoluions ever, he ransiion oward smar grid (SG) because of maor moivaions from he increasing cos of energy o climae change [1]. SG has been proposed o achieve a more susainable, secure and environmenallyfriendly power sysem. Fuure power sysem deploymen involves several sudies, such as sabiliy, reliabiliy, power qualiy, and susainabiliy [2]. According o [3], SG will improve power sysem reliabiliy by using novel equipmens and mehods a supply side and demand side. In addiion, real ime conrol, self-decision making, and disribued energy managemen are wo feaures of fuure power sysem [4], [5], [6]. Several echnologies, including advanced meering infrasrucure, disribued renewable resources, phasor measuremen unis, home area nework, energy sorage and elecric vehicles (EVs) are uilized o achieve a fas, disribued, secure and inelligen power grid [7], [8]. Recenly, SG cusomers and EVs moivaed power sysem o uilize accurae demand forecasing which plays a pivoal role in erms of porraying a general scope for power sysem sudies, such as he power flow problem, energy dispach and adequacy analysis [9]. In [10], a model predicive conrol is s: [email protected], [email protected], [email protected], [email protected], [email protected] applied o solve he economic dispach problem in he presence of inermien resources. Furhermore, his sudy provides a framework o consider he rade-off beween economic and environmenal effecs. According o [9], here have been several effors abou demand forecasing in differen ime horizons using various echniques in he lieraure, including linear regression, fuzzy logic approach and arificial neural nework, suppor vecor machines, ransfer funcions, and grey dynamic model. The aim of his paper is o forecas demand in he medium-erm ime horizon based on hisorical load daa using auo-regressive inegraed moving average (ARIMA) model. However, a mahemaical ARIMA model is inroduced[11], in his paper, we calculae he opimal parameers of ARIMA model based on he hisorical daa, which is more accurae in comparison wih ARIMA implemenaion independen from he naure of inpu raw daa. Elecric vehicles demand modeling is anoher aspec of SG which is addressed in his paper. U.S. governmen plans o uilize more EVs in he near fuure [12]. From he EVs parking lo load modeling perspecive, here have been sudies o exrac a model of EVs charging profile. In [13] EV parking los are uilized o enhance he reliabiliy of disribuion nework. According o [14], a decenralized mehod was proposed o moivae vehicles cusomers o use EV insead of convenional cars by minimizing cos of energy. In [15], a sochasic formulaion of EV charging and ancillary services is inroduced. An effecive way o simulae EV energy consumpion is o collec ransporaion survey daa based on a dynamic vehicle model [16]. In [17] a simplified model is uilized for calculaing he oupu of EV parking los. Recen sudies focused on opimal charging of EVs and ry o shif he EV charging ime o off-peak periods [18]. According o [19] auhors proposed a model for EV charging demand and assumed ha he elecriciy demand curve for he disribuion nework is known. However, our mehod forecass he load and calculaes he probabilisic charging demand of EVs parking los o esimae oal demand. Moreover, we evaluae he effec of charging rae and probabilisic parameers of drivers arrival and deparure ime on he prediced demand. In his paper, a he firs sep, demand forecasing is implemened in medium-erm ime horizon based on iniial parameers for ARIMA model. The inpu of his sep is hisorical hourly load daa. Then, relaive error of expeced hourly load is calculaed by comparing he real load daa using

2 2 Fig. 1: General framework of he proposed mehod Fig. 2: Relaive error of demand forecasing considering d = 1 (1). Relaive Error (%) = ˆD D D 100 (1) where ˆD represens he expeced value of demand a he h hour of day. The ARIMA model parameers will be updaed based on he relaive error and we will repea forecasing process o achieve more accurae hourly load profile. A he second sep, considering oal number of EVs, he hourly expeced demand of parking los is calculaed. Finally, he resuls of parking lo demand profile and expeced load is inegraed o obain he daily demand aking EVs ino accoun. Figure 1 represens he general framework of he proposed mehod. The res of he paper is organized as follows. Secion II specifies he ARIMA-based load forecaser. Secion III devoed o EV parking lo modeling. Secion IV evaluaes he effeciveness of our proposed scheme by implemening i on PJM hisorical load daa. Finally, In Secion V conclusions are given. II. FORECASTING METHOD In his secion, we consruc a medium-erm forecaser for power demand based on he ARIMA model and he hisorical load daa. Equaion 2, D specifies he average value of i h cusomer s demand in he h day respecively. Noe ha our proposed scheme is no resriced o any specific quanizaion sep size (24 hours) and i can be any oher value. Now, we consruc a forecaser for he aforemenioned imes series of i h cusomer s demand using ARIMA (N, d, 0) : (1 N q=1 a q L q )(1 L) d D = ε (i,d) i = 1, 2,,..., n = N + d, N + d + 1,... (2) where N and d are he auo-regressive (AR) and inegraed(i) orders of ARIMA model, he a q s are he parameers of he auoregressive par of he ARIMA model, and L is he lag operaor on arbirary ime series f such ha L r f = f r. Equaion 2 implies he following form for he demand value D : D = + ε (i,d) (3) Fig. 3: Relaive error of demand forecasing considering d = 3 where and ε (i,d) specify he expeced demand value and esimaion error corresponding o i h cusomer in hour. By consrucing he medium-erm ARIMA(N, d, 0) forecaser (menioned in Equaion 3) based on real hisorical load daa from PJM and compuing he absolue relaive error for differen values of N and d, we obain he plos shown in Figures 2 and 3. Considering Figures 2 and 3, and Table I, as he AR order (N) increases, he average relaive error of he forecaser doesn converge o a consan value for he inegraed order equal o wo and hree. We define ɛ = 0.6% as he accepable error hreshold. The accepable error values are highlighed in able II. By defining his error limi, we guaranee ha he obained value for N is sufficien and reliable. However, in he case ha d = 1, as he AR order increases, he esimaes generally improve and he error decays gradually. The relaive error says consan for large AR orders, regarding he χ 2 es, we conclude ha he error values in differen days are uncorrelaed and since he error is a whie noise. Hence, by considering N = 60 and d = 1, he average relaive error percenage reaches is minimum (%0.3257). Assuming ha ARIMA(60, 1, 0) is uilized o forecas he demand and he error is Gaussian whie noise (Random process f is a TABLE I: Average Relaive Error (%) N d=1 d = 2 d =

3 3 TABLE II: Roo Mean Square Error for d = 1 (%) N RMS error TABLE III: EV parameers EV class C ba (kwh) E m (kwh/mile) η (%) Gaussian whie noise of variance σ 2 or f GW N(σ 2 ), if i is a whie noise and for every, f N(0, σ 2 ))(GWN), we obain he following equaion: D = + ε (i,d) i = 1,..., n = 61, 62,... where ε (i,d) GWN( σ 2 D) Figures 2 and 3 imply ha he bes-fi AR and I orders of ARIMA-based medium-erm forecaser are N = 60days 24hours = 1440hours and d = 1 respecively. Addiionally, since he relaive error of he forecaser converges o a consan value in large AR orders, regarding he χ 2 es, he esimaion error is a whie noise. Subsequenly, assuming ha ARIMA(1440, 1, 0) is uilized for medium-erm forecasing, we obain ha ε (i,d) GWN( σ D 2 ), where σ2 D = (0.4181)2 = Noe ha he minimum RMS error represens he sandard deviaion. Table II represens he value of roo mean square (RMS) error for he opimum d parameer (d = 1). (4) III. ELECTRIC VEHICLE PARKING LOT MODELING In his secion, a probabilisic model of EVs is used o obain he daily charging demand. Firs, we will use he model which is inroduced in [20]. This model considered probabilisic driven disance (M d ), baery capaciy (C ba ), iniial sae of charge (SOC ini ), expeced charging demand (E demand ), and charging rae ( R ch ). E demand is calculaed based on (5). E demand = { Cba ; M d = M dmax M d E m ; M d < M dmax (5) where M dmax and E m represen maximum drivable disance (wih 100 % sae of charge) and elecriciy consumpion rae of EV respecively. M dmax can be calculaed as shown in (6). M dmax = C ba E m (6) Expeced charging duraion is obained using C ba, R ch, and he probabilisic arrival and deparure imes (based on hisorical EV drivers daa from [21]). Consequenly, as i has been derived in [20], final sae of charge ha is calculaed based on he probabilisic arrival/deparure imes, (SOC final ), can be calculaed using (7). { SOC final = Min [SOCini + E demand ], C ba [ SOCini + } (7) duraionr ch ] C ba Figure 4 shows he general framework of single EV model. Afer calculaion of final SOC for each single EV, he resuls Fig. 4: Single Elecric Vehicle model [20] are inegraed in order o calculae he oal demand of available EVs a he parking lo. The number of EVs in he es sysem was calculaed based on (8). N oal = EV peneraion 1000 (kw/mw ) Load avg 24 η 1 C ba1 + η 2 C ba2 + η 3 C ba3 + η 4 C ba4 where η i represen he marke share for each EV class and C bai shows he baery capaciy of he i h class vehicles. Coefficien EV peneraion is he oal percenage of EVs compared o he oal demand. Table III represens four commonly used EVs based on baery capaciy and consumpion [22], [23]. Figure 5 is he general framework of charging demand of he parking lo uilizing single vehicle model. In his model, hree differen charging modes were considered o evaluae he effec of R ch on elecriciy demand; slow, quick and fas charging raes are considered as 0.1, 0.3 and 1.0 C ba /hour respecively. Final oupu of he parking los model gives us he hourly charging of oal EVs for one day. IV. CASE STUDY AND DISCUSSION In order o evaluae he effeciveness of he proposed mehod PJM hisorical hourly load daa is used [24]. As i has been shown in secion (II), in ARIMA(N, d, 0) he bes choice for parameers are N = 60 and d = 1 which means using 60 days of hisorical load daa and firs order derivaive in (8)

4 4 Fig. 7: Effec of EV uilizaion and charging rae on demand, Case 2 Fig. 5: Parking lo s model for N oal EVs [20] Fig. 8: Effec of EV uilizaion and charging rae on demand, Case 3 Fig. 6: Hisorical and Prediced Demand for 61 h day he forecasing process. Two scenarios are considered for his secion: Scenario I : Impac of he number of EVs on oal demand. Case 1. N EV = 0 In his case we consider ha here is no EV in he sysem. Therefore we only require o forecas he 61 h day demand considering he previous 60 days daa. Figure 6 represen he real and expeced demand for he menioned day. As his figure represens, he accuracy of forecasing mehod is accepable. RMS and average relaive error values also proven he high accuracy of he mehod.. Case 2. N EV = Here, we consider ha he number of EVs is specified. Therefore we only require o forecas he 61 h day demand considering he previous 60 days daa. The average load for 60 days is Load avg = MW. Furhermore, he value of η i and C bai are exraced based on Table III. Hence, by subsiuing hese values in (8), EV peneraion is 1.23%. In his scenario we have hree saes for R ch ; 0.1, 0.3 and 1.0 C ba /hour. Figure 7 represens he prediced demand for he 61 h day, EVs in he sysem. This scenario shows ha, however uilizaion of he small number of EVs will increase he oal demand a each hour, i canno affec he peak demand considerably.. Case 3. N EV = In his case, we increase he number of uilized EVs in order o invesigae he effec of EVs on demand. The average load for 60 days is Load avg = MW. Furhermore, he value of η i and C bai are exraced based on Table III. Hence, by subsiuing hese values in (8), EV peneraion is 4.31%. Similar o previous scenario, we have hree saes for R ch ; 0.1, 0.3 and 1.0 C ba /hour. Figure 8 represen he prediced demand for he 61 h day, EVs in he sysem. Ineresingly, his case represens he effec of high uilizaion of EVs which is no only increase he hourly demand bu also increase he peak demand noiceably. Scenario II : Effec of Driven Disance on Toal Charging Demand In he firs scenario, average and sandard deviaion of expeced driven disance are considered o be 40 and 20 miles respecively. In his scenario, hese values changed o 80 and 30 miles respecively; we also assumed N EV = Figure 9 represen he prediced demand for he 61 h day, EVs in he sysem. Expecedly, his scenario proved if he average driven disance increase, he oal prediced demand considering EV consumpion will increase in comparison wih shorer driven disances. However, based on he uilized EV parking lo model, he expeced peak demand is no increased. V. CONCLUSION In his paper, an accurae forecasing approach is inroduced o predic demand in medium-erm ime horizon. The novel

5 5 Fig. 9: Effec of he expeced daily driven disance on hourly demand feaure of his mehod is o adus he ARIMA model s parameers based on he hisorical load daa so ha he forecasing accuracy achieves he highes possible level. Addiionally, a probabilisic model of elecric vehicle parking los is presened. In order o evaluae he accuracy of he proposed mehod and invesigae he effec of EV uilizaion on expeced demand, wo scenarios have been defined wih differen levels of EV uilizaion and charging rae. PJM hisorical load daa is used o implemen he ARIMA-based forecasing mehod. Scenario I, Case 1 shows he accuracy of he forecasing mehod by reaching 0.41% RMS error for demand forecas. The resuls of Scenario I, case 2 represens he effec of EV uilizaion on oal demand. Case 3 of Scenario I illusraes he effec of high uilizaion of EVs which no only increases he hourly demand, bu also increases he daily peak demand noiceably. The second scenario is designed o invesigae he effec of expeced driving cycle on he expeced demand. This scenario shows ha a longer duraion of rips beween parking los and home may deeriorae demand curve in erms of peak increasing and oal demand increase. ACKNOWLEDGMENT The firs auhor would like o hank Dr. Amin Kargarian Marvasi for several fruiful commens and discussions. [9] L. Hernandez, C. Baladron, J. Aguiar, B. Carro, A. Sánchez-Esguevillas, J. Llore, and J. Massana, A survey on elecric power demand forecasing: Fuure rends in smar grids, microgrids and smar buildings, IEEE Communicaion Survey & Tuorials, vol. 16, no. 3, pp , [10] L. Xie and M. D. Ilić, Model predicive economic/environmenal dispach of power sysems wih inermien resources, in Proc. IEEE Power and Energy Sociey General Meeing, 2009, pp [11] A. Swami and J. M. Mendel, Arma parameer esimaion using only oupu cumulans, IEEE Transacions on Acousics, Speech and Signal Processing, vol. 38, no. 7, pp , [12] K. Sikes, T. Gross, Z. Lin, J. Sullivan, and T. Cleary, Plug-in hybrid elecric vehicle marke inroducion sudy: final repor, Tech. Rep., [13] S. Pazouki, A. Mohsenzadeh, and M.-R. Haghifam, Opimal planning of parking los and dlc programs of demand response for enhancing disribuion neworks reliabiliy, in PES General Meeing Conference & Exposiion, 2014 IEEE. IEEE, 2014, pp [14] Z. Ma, D. S. Callaway, and I. A. Hiskens, Decenralized charging conrol of large populaions of plug-in elecric vehicles, IEEE Transacions on Conrol Sysems Technology, vol. 21, no. 1, pp , [15] J. Donadee and M. Ilić, Sochasic opimizaion of grid o vehicle frequency regulaion capaciy bids, IEEE Transacions on Smar Grid, vol. 5, no. 2, pp , March [16] O. Karabasoglu and J. Michalek, Influence of driving paerns on life cycle cos and emissions of hybrid and plug-in elecric vehicle powerrains, Energy Policy, vol. 60, pp , [17] M. Moradioz, M. Parsa Moghaddam, M. Haghifam, and E. Alishahi, A muli-obecive opimizaion problem for allocaing parking los in a disribuion nework, Inernaional Journal of Elecrical Power & Energy Sysems, vol. 46, pp , [18] de Hoog e al., Opimal charging of elecric vehicles aking disribuion nework consrains ino accoun, IEEE Transacions on Power Sysems, vol. 99, pp. 1 11, [19] S. Shafiee, M. Fouhi-Firuzabad, and M. Rasegar, Invesigaing he impacs of plug-in hybrid elecric vehicles on power disribuion sysems, IEEE Transacions on Smar Grid, vol. 4, no. 3, pp , [20] M. H. Amini and M. P. Moghaddam, Probabilisic modelling of elecric vehicles parking los charging demand, in s Iranian Conference on Elecrical Engineering (ICEE), 2013, pp [21] A. D. Dominguez-Garcia, G. T. Heyd, and S. Suryanarayanan, Implicaions of he Smar Grid Iniiaive on Disribuion Engineering (Final Proec Repor-Par2). PSERC Documen, Sep [22] Z. Darabi and M. Ferdowsi, Aggregaed impac of plug-in hybrid elecric vehicles on elecriciy demand profile, IEEE Transacions on Susainable Energy, vol. 2, no. 4, pp , [23] W. Kempon e al., A es of vehicle-o-grid (v2g) for energy sorage and frequency regulaion in he pm sysem, Resuls from an Indusry- Universiy Research Parnership, p. 32, [24] PJM ISO, PJM markes and operaions. [Online]. Available: hp:// REFERENCES [1] H. Farhangi, The pah of he smar grid, IEEE Power and Energy Magazine, vol. 8, no. 1, pp , [2] K. Moslehi and R. Kumar, A reliabiliy perspecive of he smar grid, IEEE Transacions on Smar Grid, vol. 1, no. 1, pp , [3] F. Rahimi and A. Ipakchi, Demand response as a marke resource under he smar grid paradigm, IEEE Transacions on Smar Grid, vol. 1, no. 1, pp , [4] S. Kar, G. Hug, J. Mohammadi, and J. Moura, Disribued sae esimaion and energy managemen in smar grids: A consensus+ innovaions approach, IEEE Journal of Seleced Topics in Signal Processing, vol. 8, no. 6, pp , [5] M. H. Amini, B. Nabi, and M.-R. Haghifam, Load managemen using muli-agen sysems in smar disribuion nework, in Proc. IEEE Power and Energy Sociey General Meeing, 2013, pp [6] M. Farhadi and O. Mohammed, Adapive energy managemen in redundan hybrid dc microgrid for pulse load miigaion, IEEE Transacions on Smar Grid, vol. 6, no. 1, pp , [7] S. M. Amin and B. F. Wollenberg, Toward a smar grid: power delivery for he 21s cenury, IEEE Power and Energy Magazine, vol. 3, no. 5, pp , [8] A. Sargolzaei, K. Yen, and M. Abdelghani, Delayed inpus aack on load frequency conrol in smar grid, in Innovaive Smar Grid Technologies Conference (ISGT), 2014 IEEE PES. IEEE, 2014, pp. 1 5.

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS Hong Mao, Shanghai Second Polyechnic Universiy Krzyszof M. Osaszewski, Illinois Sae Universiy Youyu Zhang, Fudan Universiy ABSTRACT Liigaion, exper

More information

Hotel Room Demand Forecasting via Observed Reservation Information

Hotel Room Demand Forecasting via Observed Reservation Information Proceedings of he Asia Pacific Indusrial Engineering & Managemen Sysems Conference 0 V. Kachivichyanuul, H.T. Luong, and R. Piaaso Eds. Hoel Room Demand Forecasing via Observed Reservaion Informaion aragain

More information

Multiprocessor Systems-on-Chips

Multiprocessor Systems-on-Chips Par of: Muliprocessor Sysems-on-Chips Edied by: Ahmed Amine Jerraya and Wayne Wolf Morgan Kaufmann Publishers, 2005 2 Modeling Shared Resources Conex swiching implies overhead. On a processing elemen,

More information

USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES

USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES USE OF EDUCATION TECHNOLOGY IN ENGLISH CLASSES Mehme Nuri GÖMLEKSİZ Absrac Using educaion echnology in classes helps eachers realize a beer and more effecive learning. In his sudy 150 English eachers were

More information

Distributing Human Resources among Software Development Projects 1

Distributing Human Resources among Software Development Projects 1 Disribuing Human Resources among Sofware Developmen Proecs Macario Polo, María Dolores Maeos, Mario Piaini and rancisco Ruiz Summary This paper presens a mehod for esimaing he disribuion of human resources

More information

Stock Price Prediction Using the ARIMA Model

Stock Price Prediction Using the ARIMA Model 2014 UKSim-AMSS 16h Inernaional Conference on Compuer Modelling and Simulaion Sock Price Predicion Using he ARIMA Model 1 Ayodele A. Adebiyi., 2 Aderemi O. Adewumi 1,2 School of Mahemaic, Saisics & Compuer

More information

TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS

TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS RICHARD J. POVINELLI AND XIN FENG Deparmen of Elecrical and Compuer Engineering Marquee Universiy, P.O.

More information

Improvement in Forecasting Accuracy Using the Hybrid Model of ARFIMA and Feed Forward Neural Network

Improvement in Forecasting Accuracy Using the Hybrid Model of ARFIMA and Feed Forward Neural Network American Journal of Inelligen Sysems 2012, 2(2): 12-17 DOI: 10.5923/j.ajis.20120202.02 Improvemen in Forecasing Accuracy Using he Hybrid Model of ARFIMA and Feed Forward Neural Nework Cagdas Hakan Aladag

More information

Why Did the Demand for Cash Decrease Recently in Korea?

Why Did the Demand for Cash Decrease Recently in Korea? Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in

More information

The naive method discussed in Lecture 1 uses the most recent observations to forecast future values. That is, Y ˆ t + 1

The naive method discussed in Lecture 1 uses the most recent observations to forecast future values. That is, Y ˆ t + 1 Business Condiions & Forecasing Exponenial Smoohing LECTURE 2 MOVING AVERAGES AND EXPONENTIAL SMOOTHING OVERVIEW This lecure inroduces ime-series smoohing forecasing mehods. Various models are discussed,

More information

MODEL AND ALGORITHMS FOR THE REAL TIME MANAGEMENT OF RESIDENTIAL ELECTRICITY DEMAND. A. Barbato, G. Carpentieri

MODEL AND ALGORITHMS FOR THE REAL TIME MANAGEMENT OF RESIDENTIAL ELECTRICITY DEMAND. A. Barbato, G. Carpentieri MODEL AND ALGORITHMS FOR THE REAL TIME MANAGEMENT OF RESIDENTIAL ELECTRICITY DEMAND A. Barbao, G. Carpenieri Poliecnico di Milano, Diparimeno di Eleronica e Informazione, Email: [email protected], [email protected]

More information

Predicting Stock Market Index Trading Signals Using Neural Networks

Predicting Stock Market Index Trading Signals Using Neural Networks Predicing Sock Marke Index Trading Using Neural Neworks C. D. Tilakarane, S. A. Morris, M. A. Mammadov, C. P. Hurs Cenre for Informaics and Applied Opimizaion School of Informaion Technology and Mahemaical

More information

SPEC model selection algorithm for ARCH models: an options pricing evaluation framework

SPEC model selection algorithm for ARCH models: an options pricing evaluation framework Applied Financial Economics Leers, 2008, 4, 419 423 SEC model selecion algorihm for ARCH models: an opions pricing evaluaion framework Savros Degiannakis a, * and Evdokia Xekalaki a,b a Deparmen of Saisics,

More information

Mobile Broadband Rollout Business Case: Risk Analyses of the Forecast Uncertainties

Mobile Broadband Rollout Business Case: Risk Analyses of the Forecast Uncertainties ISF 2009, Hong Kong, 2-24 June 2009 Mobile Broadband Rollou Business Case: Risk Analyses of he Forecas Uncerainies Nils Krisian Elnegaard, Telenor R&I Agenda Moivaion Modelling long erm forecass for MBB

More information

DEMAND FORECASTING MODELS

DEMAND FORECASTING MODELS DEMAND FORECASTING MODELS Conens E-2. ELECTRIC BILLED SALES AND CUSTOMER COUNTS Sysem-level Model Couny-level Model Easside King Couny-level Model E-6. ELECTRIC PEAK HOUR LOAD FORECASTING Sysem-level Forecas

More information

Forecasting Sales: A Model and Some Evidence from the Retail Industry. Russell Lundholm Sarah McVay Taylor Randall

Forecasting Sales: A Model and Some Evidence from the Retail Industry. Russell Lundholm Sarah McVay Taylor Randall Forecasing Sales: A odel and Some Evidence from he eail Indusry ussell Lundholm Sarah cvay aylor andall Why forecas financial saemens? Seems obvious, bu wo common criicisms: Who cares, can we can look

More information

Stochastic Optimal Control Problem for Life Insurance

Stochastic Optimal Control Problem for Life Insurance Sochasic Opimal Conrol Problem for Life Insurance s. Basukh 1, D. Nyamsuren 2 1 Deparmen of Economics and Economerics, Insiue of Finance and Economics, Ulaanbaaar, Mongolia 2 School of Mahemaics, Mongolian

More information

Journal Of Business & Economics Research September 2005 Volume 3, Number 9

Journal Of Business & Economics Research September 2005 Volume 3, Number 9 Opion Pricing And Mone Carlo Simulaions George M. Jabbour, (Email: [email protected]), George Washingon Universiy Yi-Kang Liu, ([email protected]), George Washingon Universiy ABSTRACT The advanage of Mone Carlo

More information

DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR

DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR Invesmen Managemen and Financial Innovaions, Volume 4, Issue 3, 7 33 DOES TRADING VOLUME INFLUENCE GARCH EFFECTS? SOME EVIDENCE FROM THE GREEK MARKET WITH SPECIAL REFERENCE TO BANKING SECTOR Ahanasios

More information

Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand

Market Liquidity and the Impacts of the Computerized Trading System: Evidence from the Stock Exchange of Thailand 36 Invesmen Managemen and Financial Innovaions, 4/4 Marke Liquidiy and he Impacs of he Compuerized Trading Sysem: Evidence from he Sock Exchange of Thailand Sorasar Sukcharoensin 1, Pariyada Srisopisawa,

More information

Relationships between Stock Prices and Accounting Information: A Review of the Residual Income and Ohlson Models. Scott Pirie* and Malcolm Smith**

Relationships between Stock Prices and Accounting Information: A Review of the Residual Income and Ohlson Models. Scott Pirie* and Malcolm Smith** Relaionships beween Sock Prices and Accouning Informaion: A Review of he Residual Income and Ohlson Models Sco Pirie* and Malcolm Smih** * Inernaional Graduae School of Managemen, Universiy of Souh Ausralia

More information

Analysis of Pricing and Efficiency Control Strategy between Internet Retailer and Conventional Retailer

Analysis of Pricing and Efficiency Control Strategy between Internet Retailer and Conventional Retailer Recen Advances in Business Managemen and Markeing Analysis of Pricing and Efficiency Conrol Sraegy beween Inerne Reailer and Convenional Reailer HYUG RAE CHO 1, SUG MOO BAE and JOG HU PARK 3 Deparmen of

More information

Improving timeliness of industrial short-term statistics using time series analysis

Improving timeliness of industrial short-term statistics using time series analysis Improving imeliness of indusrial shor-erm saisics using ime series analysis Discussion paper 04005 Frank Aelen The views expressed in his paper are hose of he auhors and do no necessarily reflec he policies

More information

Vector Autoregressions (VARs): Operational Perspectives

Vector Autoregressions (VARs): Operational Perspectives Vecor Auoregressions (VARs): Operaional Perspecives Primary Source: Sock, James H., and Mark W. Wason, Vecor Auoregressions, Journal of Economic Perspecives, Vol. 15 No. 4 (Fall 2001), 101-115. Macroeconomericians

More information

DETERMINISTIC INVENTORY MODEL FOR ITEMS WITH TIME VARYING DEMAND, WEIBULL DISTRIBUTION DETERIORATION AND SHORTAGES KUN-SHAN WU

DETERMINISTIC INVENTORY MODEL FOR ITEMS WITH TIME VARYING DEMAND, WEIBULL DISTRIBUTION DETERIORATION AND SHORTAGES KUN-SHAN WU Yugoslav Journal of Operaions Research 2 (22), Number, 6-7 DEERMINISIC INVENORY MODEL FOR IEMS WIH IME VARYING DEMAND, WEIBULL DISRIBUION DEERIORAION AND SHORAGES KUN-SHAN WU Deparmen of Bussines Adminisraion

More information

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Profi Tes Modelling in Life Assurance Using Spreadshees PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Erik Alm Peer Millingon 2004 Profi Tes Modelling in Life Assurance Using Spreadshees

More information

ARCH 2013.1 Proceedings

ARCH 2013.1 Proceedings Aricle from: ARCH 213.1 Proceedings Augus 1-4, 212 Ghislain Leveille, Emmanuel Hamel A renewal model for medical malpracice Ghislain Léveillé École d acuaria Universié Laval, Québec, Canada 47h ARC Conference

More information

CUSTOMER acceptance of electric vehicles (EVs) is

CUSTOMER acceptance of electric vehicles (EVs) is Elecric Vehicle Baery Swapping Saion: Business Case and Opimizaion Model Mushfiqur R. Sarker, Hrvoje Pandžić, Miguel A. Orega-Vazquez Universiy of Washingon Seale, Washingon Email: {sarkermu, hpandzic,

More information

How To Write A Demand And Price Model For A Supply Chain

How To Write A Demand And Price Model For A Supply Chain Proc. Schl. ITE Tokai Univ. vol.3,no,,pp.37-4 Vol.,No.,,pp. - Paper Demand and Price Forecasing Models for Sraegic and Planning Decisions in a Supply Chain by Vichuda WATTANARAT *, Phounsakda PHIMPHAVONG

More information

Imitative Learning for Online Planning in Microgrids

Imitative Learning for Online Planning in Microgrids Imiaive Learning for Online Planning in Microgrids Samy Aiahar 1(B), Vincen François-Lave 1, Sefan Lodeweyckx 2, Damien Erns 1, and Raphael Foneneau 1 1 Deparmen of Elecrical Engineering and Compuer Science,

More information

The Application of Multi Shifts and Break Windows in Employees Scheduling

The Application of Multi Shifts and Break Windows in Employees Scheduling The Applicaion of Muli Shifs and Brea Windows in Employees Scheduling Evy Herowai Indusrial Engineering Deparmen, Universiy of Surabaya, Indonesia Absrac. One mehod for increasing company s performance

More information

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613. Graduae School of Business Adminisraion Universiy of Virginia UVA-F-38 Duraion and Convexiy he price of a bond is a funcion of he promised paymens and he marke required rae of reurn. Since he promised

More information

Chapter 1.6 Financial Management

Chapter 1.6 Financial Management Chaper 1.6 Financial Managemen Par I: Objecive ype quesions and answers 1. Simple pay back period is equal o: a) Raio of Firs cos/ne yearly savings b) Raio of Annual gross cash flow/capial cos n c) = (1

More information

Energy and Performance Management of Green Data Centers: A Profit Maximization Approach

Energy and Performance Management of Green Data Centers: A Profit Maximization Approach Energy and Performance Managemen of Green Daa Ceners: A Profi Maximizaion Approach Mahdi Ghamkhari, Suden Member, IEEE, and Hamed Mohsenian-Rad, Member, IEEE Absrac While a large body of work has recenly

More information

An Optimal Strategy of Natural Hedging for. a General Portfolio of Insurance Companies

An Optimal Strategy of Natural Hedging for. a General Portfolio of Insurance Companies An Opimal Sraegy of Naural Hedging for a General Porfolio of Insurance Companies Hong-Chih Huang 1 Chou-Wen Wang 2 De-Chuan Hong 3 ABSTRACT Wih he improvemen of medical and hygienic echniques, life insurers

More information

A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates

A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates A comparison of he Lee-Carer model and AR-ARCH model for forecasing moraliy raes Rosella Giacomei a, Marida Berocchi b, Svelozar T. Rachev c, Frank J. Fabozzi d,e a Rosella Giacomei Deparmen of Mahemaics,

More information

Advise on the development of a Learning Technologies Strategy at the Leopold-Franzens-Universität Innsbruck

Advise on the development of a Learning Technologies Strategy at the Leopold-Franzens-Universität Innsbruck Advise on he developmen of a Learning Technologies Sraegy a he Leopold-Franzens-Universiä Innsbruck Prof. Dr. Rob Koper Open Universiy of he Neherlands Educaional Technology Experise Cener Conex - Period

More information

Term Structure of Prices of Asian Options

Term Structure of Prices of Asian Options Term Srucure of Prices of Asian Opions Jirô Akahori, Tsuomu Mikami, Kenji Yasuomi and Teruo Yokoa Dep. of Mahemaical Sciences, Risumeikan Universiy 1-1-1 Nojihigashi, Kusasu, Shiga 525-8577, Japan E-mail:

More information

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment Vol. 7, No. 6 (04), pp. 365-374 hp://dx.doi.org/0.457/ijhi.04.7.6.3 Research on Invenory Sharing and Pricing Sraegy of Mulichannel Reailer wih Channel Preference in Inerne Environmen Hanzong Li College

More information

How To Predict A Person'S Behavior

How To Predict A Person'S Behavior Informaion Theoreic Approaches for Predicive Models: Resuls and Analysis Monica Dinculescu Supervised by Doina Precup Absrac Learning he inernal represenaion of parially observable environmens has proven

More information

Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt

Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt Saisical Analysis wih Lile s Law Supplemenary Maerial: More on he Call Cener Daa by Song-Hee Kim and Ward Whi Deparmen of Indusrial Engineering and Operaions Research Columbia Universiy, New York, NY 17-99

More information

Time-Series Forecasting Model for Automobile Sales in Thailand

Time-Series Forecasting Model for Automobile Sales in Thailand การประช มว ชาการด านการว จ ยด าเน นงานแห งชาต ประจ าป 255 ว นท 24 25 กรกฎาคม พ.ศ. 255 Time-Series Forecasing Model for Auomobile Sales in Thailand Taweesin Apiwaanachai and Jua Pichilamken 2 Absrac Invenory

More information

Appendix D Flexibility Factor/Margin of Choice Desktop Research

Appendix D Flexibility Factor/Margin of Choice Desktop Research Appendix D Flexibiliy Facor/Margin of Choice Deskop Research Cheshire Eas Council Cheshire Eas Employmen Land Review Conens D1 Flexibiliy Facor/Margin of Choice Deskop Research 2 Final Ocober 2012 \\GLOBAL.ARUP.COM\EUROPE\MANCHESTER\JOBS\200000\223489-00\4

More information

Education's Purpose. Faculty

Education's Purpose. Faculty 1. Educaion's Purpose Operaions Research (OR) is closely relaed o poliical science, economics, miliary operaions, spor science ec. The purpose of he OR course is o provide fundamenal knowledge and applicaion

More information

Real-time Particle Filters

Real-time Particle Filters Real-ime Paricle Filers Cody Kwok Dieer Fox Marina Meilă Dep. of Compuer Science & Engineering, Dep. of Saisics Universiy of Washingon Seale, WA 9895 ckwok,fox @cs.washingon.edu, [email protected] Absrac

More information

Strategic Optimization of a Transportation Distribution Network

Strategic Optimization of a Transportation Distribution Network Sraegic Opimizaion of a Transporaion Disribuion Nework K. John Sophabmixay, Sco J. Mason, Manuel D. Rossei Deparmen of Indusrial Engineering Universiy of Arkansas 4207 Bell Engineering Cener Fayeeville,

More information

Premium Income of Indian Life Insurance Industry

Premium Income of Indian Life Insurance Industry Premium Income of Indian Life Insurance Indusry A Toal Facor Produciviy Approach Ram Praap Sinha* Subsequen o he passage of he Insurance Regulaory and Developmen Auhoriy (IRDA) Ac, 1999, he life insurance

More information

Idealistic characteristics of Islamic Azad University masters - Islamshahr Branch from Students Perspective

Idealistic characteristics of Islamic Azad University masters - Islamshahr Branch from Students Perspective Available online a www.pelagiaresearchlibrary.com European Journal Experimenal Biology, 202, 2 (5):88789 ISSN: 2248 925 CODEN (USA): EJEBAU Idealisic characerisics Islamic Azad Universiy masers Islamshahr

More information

The Real Business Cycle paradigm. The RBC model emphasizes supply (technology) disturbances as the main source of

The Real Business Cycle paradigm. The RBC model emphasizes supply (technology) disturbances as the main source of Prof. Harris Dellas Advanced Macroeconomics Winer 2001/01 The Real Business Cycle paradigm The RBC model emphasizes supply (echnology) disurbances as he main source of macroeconomic flucuaions in a world

More information

Planning Demand and Supply in a Supply Chain. Forecasting and Aggregate Planning

Planning Demand and Supply in a Supply Chain. Forecasting and Aggregate Planning Planning Demand and Supply in a Supply Chain Forecasing and Aggregae Planning 1 Learning Objecives Overview of forecasing Forecas errors Aggregae planning in he supply chain Managing demand Managing capaciy

More information

Morningstar Investor Return

Morningstar Investor Return Morningsar Invesor Reurn Morningsar Mehodology Paper Augus 31, 2010 2010 Morningsar, Inc. All righs reserved. The informaion in his documen is he propery of Morningsar, Inc. Reproducion or ranscripion

More information

Individual Health Insurance April 30, 2008 Pages 167-170

Individual Health Insurance April 30, 2008 Pages 167-170 Individual Healh Insurance April 30, 2008 Pages 167-170 We have received feedback ha his secion of he e is confusing because some of he defined noaion is inconsisen wih comparable life insurance reserve

More information

11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements

11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements Inroducion Chaper 14: Dynamic D-S dynamic model of aggregae and aggregae supply gives us more insigh ino how he economy works in he shor run. I is a simplified version of a DSGE model, used in cuing-edge

More information

MACROECONOMIC FORECASTS AT THE MOF A LOOK INTO THE REAR VIEW MIRROR

MACROECONOMIC FORECASTS AT THE MOF A LOOK INTO THE REAR VIEW MIRROR MACROECONOMIC FORECASTS AT THE MOF A LOOK INTO THE REAR VIEW MIRROR The firs experimenal publicaion, which summarised pas and expeced fuure developmen of basic economic indicaors, was published by he Minisry

More information

Trends in TCP/IP Retransmissions and Resets

Trends in TCP/IP Retransmissions and Resets Trends in TCP/IP Reransmissions and Reses Absrac Concordia Chen, Mrunal Mangrulkar, Naomi Ramos, and Mahaswea Sarkar {cychen, mkulkarn, msarkar,naramos}@cs.ucsd.edu As he Inerne grows larger, measuring

More information

Hedging with Forwards and Futures

Hedging with Forwards and Futures Hedging wih orwards and uures Hedging in mos cases is sraighforward. You plan o buy 10,000 barrels of oil in six monhs and you wish o eliminae he price risk. If you ake he buy-side of a forward/fuures

More information

Economics Honors Exam 2008 Solutions Question 5

Economics Honors Exam 2008 Solutions Question 5 Economics Honors Exam 2008 Soluions Quesion 5 (a) (2 poins) Oupu can be decomposed as Y = C + I + G. And we can solve for i by subsiuing in equaions given in he quesion, Y = C + I + G = c 0 + c Y D + I

More information

A New Type of Combination Forecasting Method Based on PLS

A New Type of Combination Forecasting Method Based on PLS American Journal of Operaions Research, 2012, 2, 408-416 hp://dx.doi.org/10.4236/ajor.2012.23049 Published Online Sepember 2012 (hp://www.scirp.org/journal/ajor) A New Type of Combinaion Forecasing Mehod

More information

Automatic measurement and detection of GSM interferences

Automatic measurement and detection of GSM interferences Auomaic measuremen and deecion of GSM inerferences Poor speech qualiy and dropped calls in GSM neworks may be caused by inerferences as a resul of high raffic load. The radio nework analyzers from Rohde

More information

Time Series Analysis Using SAS R Part I The Augmented Dickey-Fuller (ADF) Test

Time Series Analysis Using SAS R Part I The Augmented Dickey-Fuller (ADF) Test ABSTRACT Time Series Analysis Using SAS R Par I The Augmened Dickey-Fuller (ADF) Tes By Ismail E. Mohamed The purpose of his series of aricles is o discuss SAS programming echniques specifically designed

More information

The Journey. Roadmaps. 2 Architecture. 3 Innovation. Smart City

The Journey. Roadmaps. 2 Architecture. 3 Innovation. Smart City The Journe 1 Roadmaps 2 Archiecure 3 Innovaion Uili Mobili Living Enr Poins o a Grid Journe Sraeg COMM projec Evoluion no Revoluion IT Concerns Daa Mgm Inegraion Archiecure Analics Regulaor Analics Disribued

More information

Chapter 8 Student Lecture Notes 8-1

Chapter 8 Student Lecture Notes 8-1 Chaper Suden Lecure Noes - Chaper Goals QM: Business Saisics Chaper Analyzing and Forecasing -Series Daa Afer compleing his chaper, you should be able o: Idenify he componens presen in a ime series Develop

More information

Optimal Longevity Hedging Strategy for Insurance. Companies Considering Basis Risk. Draft Submission to Longevity 10 Conference

Optimal Longevity Hedging Strategy for Insurance. Companies Considering Basis Risk. Draft Submission to Longevity 10 Conference Opimal Longeviy Hedging Sraegy for Insurance Companies Considering Basis Risk Draf Submission o Longeviy 10 Conference Sharon S. Yang Professor, Deparmen of Finance, Naional Cenral Universiy, Taiwan. E-mail:

More information

Modeling Tourist Arrivals Using Time Series Analysis: Evidence From Australia

Modeling Tourist Arrivals Using Time Series Analysis: Evidence From Australia Journal of Mahemaics and Saisics 8 (3): 348-360, 2012 ISSN 1549-3644 2012 Science Publicaions Modeling Touris Arrivals Using Time Series Analysis: Evidence From Ausralia 1 Gurudeo AnandTularam, 2 Vicor

More information

Chapter 8: Regression with Lagged Explanatory Variables

Chapter 8: Regression with Lagged Explanatory Variables Chaper 8: Regression wih Lagged Explanaory Variables Time series daa: Y for =1,..,T End goal: Regression model relaing a dependen variable o explanaory variables. Wih ime series new issues arise: 1. One

More information

The Relationship between Stock Return Volatility and. Trading Volume: The case of The Philippines*

The Relationship between Stock Return Volatility and. Trading Volume: The case of The Philippines* The Relaionship beween Sock Reurn Volailiy and Trading Volume: The case of The Philippines* Manabu Asai Faculy of Economics Soka Universiy Angelo Unie Economics Deparmen De La Salle Universiy Manila May

More information

Forecasting, Ordering and Stock- Holding for Erratic Demand

Forecasting, Ordering and Stock- Holding for Erratic Demand ISF 2002 23 rd o 26 h June 2002 Forecasing, Ordering and Sock- Holding for Erraic Demand Andrew Eaves Lancaser Universiy / Andalus Soluions Limied Inroducion Erraic and slow-moving demand Demand classificaion

More information

Statistical Approaches to Electricity Price Forecasting

Statistical Approaches to Electricity Price Forecasting Saisical Approaches o Elecriciy Price Forecasing By J. Suar McMenamin, Ph.D., Frank A. Monfore, Ph.D. Chrisine Fordham, Eric Fox, Fredrick D. Sebold Ph.D., and Mark Quan 1. Inroducion Wih he adven of compeiion,

More information

INTRODUCTION TO FORECASTING

INTRODUCTION TO FORECASTING INTRODUCTION TO FORECASTING INTRODUCTION: Wha is a forecas? Why do managers need o forecas? A forecas is an esimae of uncerain fuure evens (lierally, o "cas forward" by exrapolaing from pas and curren

More information

The Kinetics of the Stock Markets

The Kinetics of the Stock Markets Asia Pacific Managemen Review (00) 7(1), 1-4 The Kineics of he Sock Markes Hsinan Hsu * and Bin-Juin Lin ** (received July 001; revision received Ocober 001;acceped November 001) This paper applies he

More information

MEDDELANDEN FRÅN SVENSKA HANDELSHÖGSKOLAN SWEDISH SCHOOL OF ECONOMICS AND BUSINESS ADMINISTRATION WORKING PAPERS

MEDDELANDEN FRÅN SVENSKA HANDELSHÖGSKOLAN SWEDISH SCHOOL OF ECONOMICS AND BUSINESS ADMINISTRATION WORKING PAPERS MEDDELANDEN FRÅN SVENSKA HANDELSHÖGSKOLAN SWEDISH SCHOOL OF ECONOMICS AND BUSINESS ADMINISTRATION WORKING PAPERS 3 Jukka Liikanen, Paul Soneman & Oo Toivanen INTERGENERATIONAL EFFECTS IN THE DIFFUSION

More information

Computerized Repairable Inventory Management with. Reliability Growth and System Installations Increase

Computerized Repairable Inventory Management with. Reliability Growth and System Installations Increase Because Technology Never Sops 1 Compuerized Repairable Invenory Managemen wih Reliabiliy Growh and Sysem Insallaions Increase Jin Tongdan, Ph.D. Teradyne, Inc., Boson When: May 8, 2006 Where: Texas A&M

More information

SELF-EVALUATION FOR VIDEO TRACKING SYSTEMS

SELF-EVALUATION FOR VIDEO TRACKING SYSTEMS SELF-EVALUATION FOR VIDEO TRACKING SYSTEMS Hao Wu and Qinfen Zheng Cenre for Auomaion Research Dep. of Elecrical and Compuer Engineering Universiy of Maryland, College Park, MD-20742 {wh2003, qinfen}@cfar.umd.edu

More information

The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas

The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas The Greek financial crisis: growing imbalances and sovereign spreads Heaher D. Gibson, Sephan G. Hall and George S. Tavlas The enry The enry of Greece ino he Eurozone in 2001 produced a dividend in he

More information

Task is a schedulable entity, i.e., a thread

Task is a schedulable entity, i.e., a thread Real-Time Scheduling Sysem Model Task is a schedulable eniy, i.e., a hread Time consrains of periodic ask T: - s: saring poin - e: processing ime of T - d: deadline of T - p: period of T Periodic ask T

More information

ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS

ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS ANALYSIS AND COMPARISONS OF SOME SOLUTION CONCEPTS FOR STOCHASTIC PROGRAMMING PROBLEMS R. Caballero, E. Cerdá, M. M. Muñoz and L. Rey () Deparmen of Applied Economics (Mahemaics), Universiy of Málaga,

More information