MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2013
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/36527 |
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| Institution: | National University of Singapore |
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sg-nus-scholar.10635-365272024-10-26T19:26:42Z MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS LUO WEI INDUSTRIAL & SYSTEMS ENGINEERING NG KIEN MING mean reversion, state-space model, wavelet-decomposition, Bayesian estimation, energy pricing Master's MASTER OF ENGINEERING 2013-03-31T18:00:28Z 2013-03-31T18:00:28Z 2012-08-22 Thesis LUO WEI (2012-08-22). MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/36527 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
mean reversion, state-space model, wavelet-decomposition, Bayesian estimation, energy pricing |
| spellingShingle |
mean reversion, state-space model, wavelet-decomposition, Bayesian estimation, energy pricing LUO WEI MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| description |
Master's |
| author2 |
INDUSTRIAL & SYSTEMS ENGINEERING |
| author_facet |
INDUSTRIAL & SYSTEMS ENGINEERING LUO WEI |
| format |
Theses and Dissertations |
| author |
LUO WEI |
| author_sort |
LUO WEI |
| title |
MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| title_short |
MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| title_full |
MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| title_fullStr |
MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| title_full_unstemmed |
MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS |
| title_sort |
mean reversion modeling with application in energy markets |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/36527 |
| _version_ |
1821182092016353280 |