Essays about: "Asset Performance"

Showing result 11 - 15 of 349 essays containing the words Asset Performance.

  1. 11. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 12. How is knowledge transfer management used to improve efficient use of human potential? : A case study of knowledge management at a Swedish manufacturing company

    University essay from KTH/Produktionsutveckling

    Author : Tuva Fors; [2023]
    Keywords : ;

    Abstract : Within the manufacturing industry, optimising resource utilisation is crucial for strengthening competitive advantage. However, the significance of acknowledging organisational knowledge as a valuable resource is often overlooked. READ MORE

  4. 13. 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

  5. 14. Challenges in the Maintenance and Diagnostic Segment of Digital Asset Management in the Swedish Railway Industry

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Salam Adeeb; Marwan Ouali; [2023]
    Keywords : Railway Digital Asset Management; remote monitoring; condition-based maintenance; predictive maintenance; Digital tillgångsförvaltning; prediktivt underhåll; tillståndsbaserat underhåll; diagnostik;

    Abstract : Just like the rest of society, the use of digital technology has throughout the years become a more crucial part for train companies to improve performance, meet customer demands, improve operation and maintenance processes to increase efficiency and reliability. These solutions have through time developed to become part of a cluster named Digital Asset Management (DAM). READ MORE

  6. 15. Artificial Neural Networks for Financial Time Series Prediction

    University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

    Author : Dana Malas; [2023]
    Keywords : artificial neural networks; time series analysis; deep learning; finance; long short-term memory; simple moving average;

    Abstract : Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. READ MORE