Essays about: "mpt"

Showing result 1 - 5 of 17 essays containing the word mpt.

  1. 1. Web interface for a multi-purpose transmitter

    University essay from

    Author : Elin Cederlöf; Maximilian Mattsson; [2023]
    Keywords : Web interface; programming; JavaScript; CSS; HTML; Azure; RTOS;

    Abstract : The project described in this report aims to construct a web interface for a multi-purpose transmitter (MPT). The MPT is a submodule that is meant to be used in future chromatography systems. This bachelor thesis project is done at Cytiva in Uppsala. READ MORE

  3. 2. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    University essay from KTH/Matematik (Avd.)

    Author : Soroosh Jalaei; [2023]
    Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

  4. 3. Detecting Chromatography Unit Degradation : Comparison of single- and multi-point techniques implemented in system control and monitoring software

    University essay from Uppsala universitet/Signaler och system

    Author : Max Markensten; [2023]
    Keywords : PCA; SOP-MPT; Fibro; chromatography; affinity A;

    Abstract : Chromatography units, used in the production of pharmaceuticals, degrade with use and need to be changed or repackaged. This study investigates the effectiveness of two statistical methods, principal component analysis and simple and one-point multiparameter technique, for determining degradation in the Fibro chromatography unit. READ MORE

  5. 4. Portfolio Optimization Problems with Cardinality Constraints

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Abolgasem Esmaeily; Felix Loge; [2023]
    Keywords : Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

    Abstract : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. READ MORE

  6. 5. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

    University essay from KTH/Matematisk statistik

    Author : Nancy Wang; [2020]
    Keywords : Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

    Abstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE