Essays about: "variance ratio test"

Showing result 6 - 10 of 28 essays containing the words variance ratio test.

  1. 6. A Study Of Using Communication Signals As Sonar Pulses In Underwater Sensor Systems

    University essay from Uppsala universitet/Signaler och system

    Author : Erica Svensson; [2022]
    Keywords : Sonar; Communication signal; Beamforming; Underwater sensor system; WLS estimator; Detection algorithm; Position estimation;

    Abstract : Underwater communication within underwater sensor network is crucial for surveillance of coast and ocean areas. The aim of this report was to examine whether it is realistic to use the communication signal which is sent from one node to another as a sonar pulse, and in such case at what distances. READ MORE

  3. 7. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Donatas Gadlijauskas; Evelina Sarul; [2022]
    Keywords : ETF; Portfolio optimization; Sharpe ratio; VaR; GARCH; Business and Economics;

    Abstract : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). READ MORE

  4. 8. Internal combustion engine durability monitor : Identifying and analysing engine parameters affecting knock and lambda

    University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Author : Pontus Jääskö; Petter Morén; [2021]
    Keywords : Internal combustion engine; durability testing; data analysis; Otto engine; ignition; ignition timing; fuel injection; Air fuel ratio; partial least squares regression PLSR ; lambda; engine knock;

    Abstract : This study has been performed at Powertrain Engineering Sweden AB (PES), a fully owned subsidiary of Volvo Cars Group, which is constantly working to develop and improve internal combustion engines. As part of this work, durability tests are performed to analyse the impact of wear on the engines. READ MORE

  5. 9. Testing the weak form EMH - An empirical study of the Swedish stock market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Frank; Viktor Öhrström; [2019-07-11]
    Keywords : ;

    Abstract : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. READ MORE

  6. 10. SEQUENTIAL A/B TESTING USING PRE-EXPERIMENT DATA

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Erik Stenberg; [2019]
    Keywords : A B testing; sequential analysis; continouous monitoring; variance reduction;

    Abstract : This thesis bridges the gap between two popular methods of achieving more efficient online experiments, sequential tests and variance reduction with pre-experiment data. Through simulations, it is shown that there is efficiency to be gained in using control-variates sequentially along with the popular mixture Sequential Probability Ratio Test. READ MORE