Browsing Institutt for industriell økonomi og teknologiledelse by Title
Now showing items 21-40 of 3156
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A comparison of implied and realized volatility in the Nordic power forward market
(Journal article; Peer reviewed, 2015)In this paper we study implied and realized volatility for the Nordic power forward market. We create an implied volatility index with a fixed time to maturity. This index is compared to a realized volatility time series ... -
A Comparison of Selected Real Options Valuation Approaches to the Net Present Value Method for an Investment Opportunity in Onshore Wind: An analysis of the specific case of Stokkfjellet Wind Farm, Sør-Trøndelag, Norway
(Master thesis, 2014)The industry standard among renewable energy companies is to value projects using the traditional discounted cash flow method. Unfortunately, discounted cash flows do not incorporate the value of flexibility. This makes ... -
A Comparison of Single- and Multi-parameter Wave Criteria for Accessing Wind Turbines in Strategic Maintenance and Logistics Models for Offshore Wind Farms
(Journal article; Peer reviewed, 2014)Different vessel types for transferring technicians for maintenance and inspection of offshore wind farms are often evaluated and compared by their limiting significant wave height for accessing the wind turbines. The ... -
A copula-based heuristic for scenario generation
(Journal article; Peer reviewed, 2013)This paper presents a new heuristic for generating scenarios for two-stage stochastic programs. The method uses copulas to describe the dependence between the marginal distributions, instead of the more common correlations. ... -
A Decision Support Model for Routing and Scheduling a Fleet of Fuel Supply Vessels
(Chapter, 2015)We consider a real fuel supply vessel routing and scheduling problem faced by a Hellenic oil company with a given fleet of fuel supply vessels used to supply customer ships outside Piraeus Port. The supply vessels are ... -
A decomposition solution approach to the troops-to-tasks assignment in military peacekeeping operations
(Master thesis, 2018)Military peacekeeping operations are becoming increasingly complex, while at the same time facing stricter budgetary restrictions. It is therefore imperative, now more than ever, to have good operation plans that utilize ... -
A Decomposition-Based Matheuristic for the Two-Echelon Multi-Product Maritime Inventory Routing Problem
(Master thesis, 2022)Sjøfart som transportmetode har lenge vært ryggraden i verdensøkonomien, og transporterer i dag omtrent 80% av den globale handelen per volum. Ettersom dette er en langsom transportsmetode, er det nødvendig med omfattende ... -
A Deep Reinforcement Learning Approach to Stock Trading
(Master thesis, 2019)Dette studiet undersøker hvorvidt Dyp Forsterkende Læring (eng: Deep Reinforcement Learning) kan brukes til å kjøpe og selge aksjer. Vi implementerer en Dyp Deterministisk Policy Gradient (DDPG)-algoritme (eng: Deep ... -
A Distributed Algorithm for Large-scale Stochastic Optimization Problems
(Master thesis, 2016)This thesis presents a parallel algorithm for non-convex large-scale stochastic optimization problems, specifically scenario-based two-stage stochastic mixed-integer nonlinear programming problems. The method is called the ... -
A Dynamic ARMA-GARCH Model: Forecasting Returns and Trading at the Oslo Stock Exchange
(Master thesis, 2018)This study aims to contribute to the existing literature in three ways. Firstly, we try to highlight the dynamic forecasting model behaviour, by investigating the values of the forecasting model's input parameters - the ... -
A Framework for Joint Financial and Technical Analysis of Service Platforms
(Doktoravhandlinger ved NTNU, 1503-8181; 2011:2, Doctoral thesis, 2011) -
A Framework to Conceptualize Sustainable Development Goals for Fishing Gear Resource Management
(Chapter, 2017)In response to the growing concerns of global environmental damage and resource depletion, UN launched the Sustainable Development Goals (SDGs) in 2015. Using SDGs to develop sustainable systems and practices requires tools ... -
A genetic search-based heuristic for a fleet size and periodic routing problem with application to offshore supply planning
(Journal article; Peer reviewed, 2017)This paper introduces a genetic search-based heuristic to solve an offshore supply vessel planning problem (SVPP) faced by the Norwegian oil and gas company Statoil. The aim is to help the company in determining the optimal ... -
A Heuristic Approach to Creating an Annual Delivery Program for an LNG Producer with Transshipment
(Master thesis, 2018)In this thesis, an Annual Delivery Program (ADP) planning problem is studied. The objective of the ADP planning problem is to create a cost-efficient delivery schedule for a liquefied natural gas (LNG) producer, who has a ... -
A Heuristic Approach to the Two-Dimensional Roll-on Roll-off Liner Shipping Stowage Problem
(Master thesis, 2016)Roll-on/Roll-off (RoRo) ships represent the primary source for transporting vehicles and other types of rolling material over long distances. In this master thesis, we focus on operational decisions related to stowage of ... -
A Hybrid Genetic Approach to the Operational Supply Vessel Planning Problem with Speed Optimization
(Master thesis, 2020)Denne oppgaven adresserer det operasjonelle aspektet ved planlegging og bruk av forsyningsfartøy i Equinors offshore olje- og gasslogistikk. For at en offshore olje- og gassplattform skal kunne operere kontinuerlig, trenger ... -
A Hybrid Optimization Approach for the School Layout Problem
(Master thesis, 2020)Å designe planløsningen til en skole er en kompleks oppgave, og krever at arkitektfirmaer bruker hundrevis av timer på å utvikle et planløsningsforslag. Kompleksiteten kommer av antall rom, ulike romstørrelser, spesifikke ... -
A Leap of Faith? - A case study of information asymmetries and trust in a deal-by-deal venture capital structure
(Master thesis, 2017)Purpose: to understand how information asymmetries between private investors and the VC is connected to trust in a deal-by-deal structure. We have investigated the information asymmetries between the GP and the LPs, a ... -
A literature review and analysis of Lean supply elements in Engineer-To-Order ( ETO ) setting
(Master thesis, 2020)Abstract Purpose The purpose of the thesis is to discuss what extend the study about lean supply in Engineer-to-order (ETO) was carried out and the relevance/applicability of Lean Supply and elements of lean supply in ETO ... -
A literature review of intellectual property management in technology transfer offices: From appropriation to utilization
(Journal article; Peer reviewed, 2019)This paper presents a systematic literature review of the intersection between intellectual property (IP) management and technology transfer offices (TTOs) in the context of universities in order to understand how TTOs ...