Essays about: "Linear extension"

Showing result 1 - 5 of 83 essays containing the words Linear extension.

  1. 1. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gabriella Linderoth; Malte Meuller; [2024]
    Keywords : Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

    Abstract : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. READ MORE

  3. 2. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  4. 3. Electron-skyrmion systems, in and out of equilibrium, and isolated or contacted to reservoirs

    University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionen

    Author : Emil Adam Jonatan Östberg; [2023]
    Keywords : skyrmion; skyrmions; NEGF; freen s function; quantum transport; non-equlibrium; topology; topological charge; skyrmionics; current induced; open system; Physics and Astronomy;

    Abstract : A Kondo lattice skyrmion model in contact with a macroscopic environment is simulated to explore skyrmion dynamics, which is an extension of previous work. The system is simulated using non-equilibrium Green's functions within the generalized Kadanoff-Baym ansatz and the wide band limit. READ MORE

  5. 4. More Fish, more Mahasoa? A Quantitative Analysis of Food Security & Poverty Reduction in Rural Small-scale Aquaculture in Madagascar

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Gianna Laura Angermayr; [2023]
    Keywords : Madagascar; Small-scale Aquaculture; Pond Aquaculture; Integrated Rice-Fish Farming; Community Well- being; Poverty Reduction; Food Security.; Business and Economics;

    Abstract : The role of food-producing sectors such as agriculture and aquaculture in the development process is debated and while some consider industrial production to be the answer, others suggest that small-scale production can also make contributions to poverty reduction and food security. This thesis aims to shed light on these relationships by performing quantitative analyses of the small-scale freshwater aquaculture sector in six regions of Madagascar. READ MORE

  6. 5. The barriers of circular public procurement for ICTs

    University essay from Lunds universitet/Centrum för miljö- och klimatvetenskap (CEC)

    Author : Laila Adelson; [2023]
    Keywords : circularity; circular economy; circular public procurement; ICT; Earth and Environmental Sciences;

    Abstract : The EU procured for roughly 202000 MEUR (14% of the EU GDP) during 2021 in the public sector. The majority of these contracts are traditional, linear business model purchases. READ MORE