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Thursday, 01 January 2009 00:00

This article was originally published in March 2004 as a poster session for a colloquium at the University of Minnesota's Institute for Management and Its Applications. It describes in detail how one might construct a weather simulation of temperature for the purposes of using as a driver for a financial simulation. It has direct application to power and natural gas markets. The simulator shows the the development of the statistical model for BOS, Boston Logan airport.

 


Weather Simulator IMA -
 
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