Essays about: "Covariance matrix"
Showing result 21 - 25 of 55 essays containing the words Covariance matrix.
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21. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms
University essay from Linköpings universitet/ReglerteknikAbstract : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. READ MORE
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22. Break Point Detection for Strategic Asset Allocation
University essay from KTH/Matematisk statistikAbstract : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. READ MORE
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23. Characterising copy number polymorphisms using next generation sequencing data
University essay from Uppsala universitet/Institutionen för biologisk grundutbildning; Uppsala universitet/Institutionen för immunologi, genetik och patologiAbstract : We developed a pipeline to identify the copy number polymorphisms (CNPs) in the Northern Swedish population using whole genome sequencing (WGS) data. Two different methodologies were applied to discover CNPs in more than 1,000 individuals. READ MORE
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24. Estimation of Statistical Properties in a Mobile MIMO System
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Several measures to evaluate the stationarity of a MIMO radio channel are proposed and implemented. The analysis is performed on a Kronecker model implementation of the channel matrix covariance, which describes the statistical characteristics and transmission properties of the radio channel. READ MORE
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25. Risk-Based Portfolio Allocation Strategies with a Focus on Sustainable Stocks in Sweden
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper aims at analyzing the performance of six portfolio weight allocation strategies. The traditional Market Capitalization (CW), the Equal Weight (EW) and the Inverse Volatility Weighting (IVW) are heuristic based techniques and the Minimum Variance (MV), Maximum Diversification (MD) and Risk Efficient Weighting (REW) are risk-based. READ MORE