Essays about: "Cholesky Decomposition"

Found 5 essays containing the words Cholesky Decomposition.

  1. 1. Houses, we have a problem!

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : David Grahn; Stefania Mammos; [2021]
    Keywords : Unconventional monetary policy; House prices; BSVAR; Cholesky decomposition; Zero and sign restrictions; Business and Economics;

    Abstract : This thesis investigated how expansionary unconventional monetary policies affect house prices in the Scandinavian countries, using quarterly data from 1995 to 2020. Unconventional monetary policy, such as quantitative easing and forward guidance, has become widely used by central banks, in order to stimulate the economy when being in a zero lower bound environment. READ MORE

  2. 2. IRRBB in a Low Interest Rate Environment

    University essay from KTH/Matematisk statistik

    Author : Simon Berg; Victor Elfström; [2020]
    Keywords : IRRBB; Gap Risk; Basis Risk; Option risk; Interest rate; Yield Curve; Nelson Siegel Svensson; PCA; Cholesky Decomposition; EBA; EVE; NII; Risk; Interest rate risk; IRRBB; Gaprisk; Basrisk; Optionsrisk; Ränta; Avkastningskurva; Nelson Siegel Svensson; PCA; Cholesky Decomposition; EBA; EVE; NII; Risk; Ränterisk;

    Abstract : Financial institutions are exposed to several different types of risk. One of the risks that can have a significant impact is the interest rate risk in the bank book (IRRBB). In 2018, the European Banking Authority (EBA) released a regulation on IRRBB to ensure that institutions make adequate risk calculations. READ MORE

  3. 3. Fast Real-Time MPC for Fighter Aircraft

    University essay from Linköpings universitet/Reglerteknik; Linköpings universitet/Reglerteknik

    Author : Amanda Andersson; Elin Näsholm; [2018]
    Keywords : MPC; fast MPC; explicit MPC; fighter; aircraft; neural network; model predictive control; interior-point method;

    Abstract : The main topic of this thesis is model predictive control (MPC) of an unstable fighter aircraft. When flying it is important to be able to reach, but not exceed the aircraft limitations and to consider the physical boundaries on the control signals. READ MORE

  4. 4. A study of QR decomposition and Kalman filter implementations

    University essay from KTH/Signalbehandling

    Author : David Fuertes Roncero; [2014]
    Keywords : ;

    Abstract : With the rapid development of new technologies during the last decades, the demand of complex algorithms to work in real-time applications has increased considerably. To achieve the real time expectations and to assure the stability and accuracy of the systems, the application of numerical methods and matrix decompositions have been studied as a trade-off between complexity, stability and accuracy. READ MORE

  5. 5. High Performance FPGA-Based Computation and Simulation for MIMO Measurement and Control Systems

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Johan Palm; [2009]
    Keywords : FPGA; Field Programmable Gate Arrays; Parallel Cholesky Decomposition; Hardware Software Co-Design; Digital Systems; MIMO Measurement and Control; FPGA-based Simulation; FPGA-based Computation;

    Abstract : The Stressometer system is a measurement and control system used in cold rolling to improve the flatness of a metal strip. In order to achieve this goal the system employs a multiple input multiple output (MIMO) control system that has a considerable number of sensors and actuators. READ MORE