Essays about: "Random Matrix Theory"

Showing result 11 - 15 of 17 essays containing the words Random Matrix Theory.

  1. 11. A risk-transaction cost trade-off model for index tracking

    University essay from KTH/Matematisk statistik

    Author : Alex Singh; [2014]
    Keywords : Cross-validation; Distribution of eigenvalues; Factor models; Portfolio rebalancing; Risk estimation; Transaction costs;

    Abstract : This master thesis considers and evaluates a few different risk models for stock portfolios, including an ordinary sample covariance matrix, factor models and an approach inspired from random matrix theory. The risk models are evaluated by simulating minimum variance portfolios and employing a cross-validation. READ MORE

  3. 12. Distribution of Neutrino Mixing Parameters FromReal and Complex Random Neutrino Mass Matrices

    University essay from KTH/Teoretisk fysik

    Author : Sammy Mannaa; Antek Szadaj; [2013]
    Keywords : ;

    Abstract : The theory of neutrino oscillations is covered. Also, the theory of Dirac, Majorana, and Dirac-Majorana neutrinos is presented. From this theory, and the model presented in [7], a program is constructed which creates a suitable number of neutrino mass matrices M using pseudo-random numbers generated in MATLAB. READ MORE

  4. 13. Percolation and Universality

    University essay from KTH/Teoretisk fysik

    Author : Peter Full; [2013]
    Keywords : ;

    Abstract : In this thesis a detailed discussion of the topic percolation theory in squared lattices in two dimensions will be conducted. To support this discussion numerical calculations will be done. For the data analysis and simulations the Hoshen-Kopelman-Algorithm [2] will be used. READ MORE

  5. 14. Weighted Potential Theory & Partial Balayage

    University essay from KTH/Matematik (Inst.)

    Author : Joakim Roos; [2011]
    Keywords : ;

    Abstract : In random matrix theory it is known that the probability measure describing the spectral distribution of certain normal random matrices in the scaling limit tends to the equilibrium measure of an equilibrium problem in weighted potential theory. Motivated by this relation we compare the equilibrium measure of a sample Gaussian background potential perturbed by a point mass with a partial balayage operation of the point mass to a specific set, and get an indication of a general relation between the equilibrium problem of certain background potentials and a specific partial balayage operation. READ MORE

  6. 15. FPGA based Eigenvalue Detection Algorithm for Cognitive Radio

    University essay from Radio Center Gävle; Avdelningen för elektronik, matematik och naturvetenskap

    Author : ABIY TEREFE TESHOME; [2010]
    Keywords : FPGA; Eigenvalue; Detection Algorithm; Cognitive Radio; RMT; Spectrum Sensing; LabVIEW; Signal Processing;

    Abstract : Radio Communication technologies are undergoing drastic demand over the past two decades. The precious radio resource, electromagnetic radio spectrum, is in vain as technology advances. It is required to come up with a solution to improve its wise uses. READ MORE