Essays about: "Latin Hypercube"

Showing result 1 - 5 of 11 essays containing the words Latin Hypercube.

1. 1. Development of a Modelling Tool For Robustness Analysis of Embedded Powertrain Control System

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Renjith Ramachandran; [2022]
   Keywords : ;

   Abstract : Robustness analysis of an Embedded control system is a crucial test stage in quantifying the quality of the system and proposing further improvements on it. In this thesis work a modelling tool for robustness analysis of embedded powertrain control system of truck and bus is developed on top of an in house SIL simulation environment. READ MORE

3. 2. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
   Keywords : Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

   Abstract : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. READ MORE

4. 3. Rebalancing 2.0-A Macro Approach to Portfolio Rebalancing

   University essay from KTH/Matematisk statistik

   Author : Rawand Sultani; [2020]
   Keywords : Statistics; Applied Mathematics; Financial Mathematics; Rebalancing; Asset Allocation; Monte-Carlo; Backtesting; Makro; Statistik; Tillämpad matematik; Finansiell matematik; Rebalansering; Tillgångsallokering; Monte-Carlo; Backtesting; Makro;

   Abstract : Portfolio rebalancing has become a popular tool for institutional investors the last decade. Adaptive asset allocation, an approach suggest by William Sharpe is a new approach to portfolio rebalancing taking market capitalization of asset classes into consideration when setting the normal portfolio and adapting it to a risk profile. READ MORE

5. 4. Principal Component Modelling of Fuel Consumption ofSeagoing Vessels and Optimising Fuel Consumption as a Mixed-Integer Problem

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Jean-Paul Ivan; [2020]
   Keywords : fuel consumption modelling; dimensionality reduction; PCA; principal component analysis; Box-Cox transform; recursive space partitioning; parametrisation; model reduction;

   Abstract : The fuel consumption of a seagoing vessel is, through a combination of Box-Cox transforms and principal component analysis, reduced to a univariatefunction of the primary principle component with mean model error −3.2%and error standard deviation 10.3%. READ MORE

6. 5. Learning-Based Auto-Tuning for Motion Controllers of Mobile Robots

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

   Author : Jonathan Blixt; [2019]
   Keywords : ;

   Abstract : An auto-tuner of the parameters of a mobile robots motion controlleris developed to improve its performance. The generality of the auto-tunerallows for similar applications on other robots or controllers. READ MORE