Essays about: "Gustaf Zachrisson"

Found 1 essay containing the words Gustaf Zachrisson.

1. 1. Estimating Believed Knowledge of Portfolio Agents Using Inverse Optimization

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

   Author : Gustaf Zachrisson; Oscar Wink; [2022]
   Keywords : ;

   Abstract : In this report, we demonstrate the utility of inverse optimization in convex programming by applying it on estimating financial market beliefs and behaviors of portfolio investors. The inversion of the optimization  utilized the Karush–Kuhn–Tucker optimality conditions specified for the current situation. READ MORE