Essays about: "principalkomponentanalys"

Showing result 1 - 5 of 38 essays containing the word 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. A Toxic Legacy? : A Study of PFAS Leakage from Landfills in the Eastern Part of Mälaren

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Elsa Hård af Segerstad; [2023]
    Keywords : Landfills; PFAS; Leachate; Mälaren-Görväln; Östra Mälaren Water Protection Area; Norrvatten; Drinking Water; Characterisation; Risk Assessment; Deponier; PFAS; Lakvatten; Mälaren-Görväln; Östra Mälarens vattenskyddsområde; Norrvatten; Dricksvatten; Karakterisering; Riskbedömning;

    Abstract : The growing concern around per- and polyfluoroalkyl substances (PFAS) and their negative health and environmental effects have lately become more apparent which also is reflected in the new, more strict regulations of permitted levels of PFAS in drinking water extracted from water resources. However, many point sources of PFAS pollution to the environment and to water resources are still not identified and assessed for risk. READ MORE

  4. 3. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

  5. 4. First cycle, 15 credits Machine Learning based Clustering of Bank Card Consumers : Identification of risk groups for fraud detection purposes

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

    Author : Jacob Hernberg; Ali Cicek; [2022]
    Keywords : ;

    Abstract : To safeguard consumers, banks have developed machine learning based fraud detections systems which work to prevent fraudulent card transactions from occurring. The goal of this report is to improve these systems by trying to segment consumers into different risk groups. READ MORE

  6. 5. Baking quality of winter wheat : the effect of variety, cultivation site and nitrogen supply

    University essay from SLU/Department of Molecular Sciences

    Author : Linnéa Gustafsson; [2022]
    Keywords : bread; baking quality; winter wheat; variety; cultivation site; nitrogen supply; genotype; environment;

    Abstract : Wheat is the most important cereal crop for breadmaking. Different wheat varieties tend to yield varying bread quality, which is affected both by genotype and environmental factors. The present study aims to investigate the genetic and environmental effect on bread quality. READ MORE