Essays about: "hierarkisk principalkomponentanalys"

Found 2 essays containing the words hierarkisk principalkomponentanalys.

  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. Unsupervised anomaly detection on log-based time series data

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Oskar Granlund; [2019]
    Keywords : ;

    Abstract : Due to a constant increase in the number of connected devices and there is an increased demand for confidentiality, availability, and integrity on applications. This thesis was focused on unsupervised anomaly detection in data centers. READ MORE