Essays about: "Daniel Lundén"

Found 3 essays containing the words Daniel Lundén.

  1. 1. Delayed sampling in the probabilistic programming language Anglican

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Daniel Lundén; [2017]
    Keywords : probabilistic programming;

    Abstract : Many probabilistic inference algorithms, both exact and approximate, have been developed to run efficiently on various probabilistic models in the recent decades. For many probabilistic models, exact inference is, however, infeasible or impossible. As such, approximate algorithms are often necessary. READ MORE

  2. 2. Factoring integers with parallel SAT solvers

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Daniel Lundén; Erik Forsblom; [2015]
    Keywords : ;

    Abstract : Factoring integers is a well known problem that at present cannot be solved in polynomial time. Therefore, other approaches for solving factorization problems are of interest. One such approach is to reduce factorization to SAT and solve it with a dedicated SAT solver. READ MORE

  3. 3. Momentum Profits and Return Persistence on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Hagwall; Johan Lundén; [2008]
    Keywords : Momentum Strategies; Return Persistence; Fama-French; Skewness;

    Abstract : Within the field of momentum effects, this paper investigates whether a zero-investment strategy, where a short position in a portfolio of previously bad performing stocks finance a long position in a portfolio of past well performing stocks, generate positive returns in the period 1987 to 2008. The primary focus is to examine whether it is possible to earn abnormal returns from such a strategy and if these returns can be explained by various types of risk measures. READ MORE