Essays about: "Kajsa Bjelle"

Found 2 essays containing the words Kajsa Bjelle.

  1. 1. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; [2023]
    Keywords : Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

    Abstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE

  3. 2. Precision Tailoring Cooling Systems using Linear Regression

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; Ida Cui; [2021]
    Keywords : Regression analysis; nonlinear regression; linear regression; Levenberg-Marquardt; applied mathematics; friction factor; wavy fin; bachelor thesis; Regressionsanalys; ickelinjär regression; linjär regression; Levenberg-Marquardt; tillämpad matematik; friktionsfaktor; wavy fin; kandidatexamensarbete;

    Abstract : This bachelor thesis is written for KTH Royal Institute of Technology and Ymer Technology AB. It examines the friction factor associated with the pressure drop in wavy-fin heat exchangers. Previous studies have used a nonlinear approach for determining the regression coefficients. READ MORE