Essays about: "Axel Backlund"

Found 2 essays containing the words Axel Backlund.

  1. 1. Modelling Risk in Real-Life Multi-Asset Portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Karin Hahn; Axel Backlund; [2023]
    Keywords : Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

    Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE

  3. 2. A novel way of building high-speed railways with optimised overhead wire lengths

    University essay from KTH/Matematisk statistik

    Author : Axel Backlund; [2021]
    Keywords : High-speed railways; dynamic programming; optimization; Höghastighetsjärnväg; dynamisk programmering; optimering;

    Abstract : High-speed railways provide fast, comfortable and environmentally friendly transportation for passengers. However, they are fraught with high investment costs that decrease the willingness of governments to construct new lines. READ MORE