Essays about: "Fredrik Rubin"

Found 2 essays containing the words Fredrik Rubin.

1. 1. Model Predictive Control Used for Optimal Heating in Commercial Buildings

   University essay from KTH/Optimeringslära och systemteori

   Author : Fredrik Rubin; [2021]
   Keywords : Optimal Heating in Commercial Buildings; Model Predictive Control; Long Short Term Memory; Optimal Uppvärmning av Kommersiell Byggnad; Model Predictive Control; Long Short Term Memory;

   Abstract : Model Predictive Control (MPC) is an optimization method used in a wide range of applications. However, in the housing sector its use is still limited. In this project, the possibilities of using an easily scalable MPC controller to optimize the heating of a building, is examined and evaluated. READ MORE

3. 2. Portfolio Inversion : Finding Market State Probabilities From Optimal Portfolios

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Fredrik Rubin; Gustav Ekman; [2018]
   Keywords : ;

   Abstract : In this project, we aim to find a method for obtainingthe factors in a bull/bear market factor model for asset returnand variance, given an optimal portfolio. The proposed methodwas derived using the Karush-Kuhn-Tucker (KKT) conditionsfor optimal solutions to the convex Markowitz portfolio selectionproblem. READ MORE