Browsing NTNU Open by Author "Århus, Gisle Hoel"

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Analysis and Design of Ship Collision Barriers on a Submerged Floating Tunnel subjected to Large Ship Collisions

Århus, Gisle Hoel (Master thesis, 2016)

Reinertsen AS is developing a bridge crossing concept to cross the Sognefjord in Norway. The concept consists of floating bridge and submerged tunnel. The submerged tunnel is exposed to ship collisions from passing ship ...
Predicting Shipping Freight Rate Movements Using Recurrent Neural Networks and AIS Data - On the tanker route between the Arabian Gulf and Singapore

Århus, Gisle Hoel; Salen, Stian Røyset (Master thesis, 2018)

The purpose of this thesis is twofold. Firstly, we want to predict shipping freight rates in the liquid crude oil tanker market, applying a machine learning technique suitable for processing time-series (sequential) data, ...
Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk

Westgaard, Sjur; Århus, Gisle Hoel; Frydenberg, Marina; Frydenberg, Stein (Journal article; Peer reviewed, 2019)

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR forecasts using one ...