Essays about: "Covariance matrix"

Showing result 6 - 10 of 55 essays containing the words Covariance matrix.

  1. 6. Jointly Ego Motion and Road Geometry Estimation for Advanced Driver Assistance Systems

    University essay from Linköpings universitet/Reglerteknik

    Author : Jawaria Asghar; [2021]
    Keywords : autonomous car; ego-vehicle; road geometry; estimation; Advanced Driver Assistance Systems; sensor fusion; Unscented Kalman Filter.;

    Abstract : For several years, there has been a remarkable increase in efforts to develop an autonomous car. Autonomous car systems combine various techniques of recognizing the environment with the help of the sensors and could drastically bring down the number of accidents on road by removing human conduct errors related to driver inattention and poor driving choices. READ MORE

  3. 7. A small sample study of some sandwich estimators to handle heteroscedasticity

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Viking Westman; [2021]
    Keywords : ;

    Abstract : This simulation study sets out to investigate Heteroscedasticity-Consistent Covariance Matrix Estimation using the sandwich method in relatively small sample sizes. The different estimators are evaluated on how accurately they assign confidence intervals around a fixed, true coefficient, in the presence of random sampling and both homo- and heteroscedasticity. READ MORE

  4. 8. The Black-Litterman Model: An Investigation of Confidence

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Malm; [2021]
    Keywords : Keywords: Black-Litterman model; Idzorek’s extension; Confidence; Sensitivity; Business and Economics;

    Abstract : This paper examines Idzorek’s extension of the Black-Litterman model with respect to confidence levels and makes a general comparison with the Canonical Reference Model. To test Idzorek’s method a global equities portfolio is constructed using assets representing nine different countries consisting in total of 80. READ MORE

  5. 9. Hierarchical Clustering based Dynamic Subarrays for Hybrid Beamforming Massive MU-MIMO

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Francisco Goncalves Contente; [2020]
    Keywords : ;

    Abstract : Hybrid Beamforming in multiple input multiple output systems has surged in the past few years as the prime precoding architecture for massive MIMO systems since it addresses the systems performance and complexity/power consumption tradeoff. Most of the literature addresses HBF MIMO with a fixed antenna subarray, however it is possible to further increase the spectral efficiency of the system by dynamically configuring the HBF MIMO subarray according the channel state information of the users. READ MORE

  6. 10. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES

    University essay from KTH/Matematisk statistik

    Author : Jacob Barnholdt; Filip Carlsson; [2020]
    Keywords : Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;

    Abstract : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. READ MORE