Search for essays about: "Excel Modeling"

Found 2 essays containing the words Excel Modeling.

  2. 1. A Quantitative Risk Optimization of Markowitz Model : An Empirical Investigation on Swedish Large Cap List

    University essay from Mälardalens högskola/Institutionen för matematik och fysik; Mälardalens högskola/Institutionen för matematik och fysik

    Author : Oliver Bjärnbo; Amir Kheirollah; [2007]
    Keywords : Optimisation; Portfolio theory; Stock Market; Markowitz; Excel Modeling; VaR; Sharpe ratio;

    Abstract : This paper is an empirical study on Harry Markowitz work on Modern Portfolio Theory. The model introduced by him assumes the normality of assets’ return. We examined the OMX Large Cap List1 by mathematical and statistical methods for normality of assets’ returns. READ MORE

  4. 2. Artificial Neural Networks for Gas Turbine Modeling and Sensor Validation

    University essay from Lunds universitet/Institutionen för Energivetenskaper

    Author : Magnus Fast; [2006]
    Keywords : Gas turbine; ANN; Sensor validation; Energy research; Energiforskning; Physics and Astronomy;

    Abstract : The aim of this collaboration, between the division of Thermal Power Engineeringand Lunds Energi AB, is to investigate the possibilities of training artificial neuralnetworks (ANNs) with power plant operational data. For this purpose operationaldata from Lunds Energi's gas turbine GT10B with heat recovery unit (HRU) will beused. READ MORE