Essays about: "Linjär korrelation"

Showing result 1 - 5 of 48 essays containing the words Linjär korrelation.

  1. 1. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 2. Analogue Circuit for Detection of Ageing Phenomena in Electric Drives

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

    Author : Yudong Lin; [2023]
    Keywords : Electric Drives; Ageing Process; Pulse-Width Modulation; Ringing Current; Peak Holder; Analogue Circuits; Elektriska drivsystem; Åldringsprocess; Pulsbreddsmodulering; Ringningar i strömmen; Toppvärdesdetektor; Analog krets;

    Abstract : This master thesis presents an analogue peak holder circuit design aimed at facilitating the non-invasive inspection of the ageing process in electric drives. The ageing process of electric drives is a crucial aspect that demands accurate monitoring to ensure their long-term performance and reliability. READ MORE

  4. 3. Risk Stratification of Endometriosis through Machine Learning using Lifestyle Data : An Extensive Analysis on Lifestyle Data to Reveal Patterns in People with Endometriosis

    University essay from KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Author : Patrick Carrera Jeri; [2023]
    Keywords : Lifestyle fators; Machine learning; Risk stratification; Endometriosis; Livsstilsfaktorer; Maskininlärning; Riskstratifiering; Endometrios;

    Abstract : Endometriosis affect 11% of women of reproductive years worldwide. The project made use of lifestyle factors coming from the Lucy application. READ MORE

  5. 4. Optimizing nitrogen fertilization in ley : Evaluating the usage of N-sensor and other tools for optimized nitrogen fertilization

    University essay from SLU/Dept. of Soil and Environment

    Author : Johan Johnsson; [2023]
    Keywords : nitrogen efficiency; optimized fertilization; SN value; unfertilized area; Yara N-sensor;

    Abstract : Nitrogen is an essential nutrient for plant growth. It has several functions in the plant and a lack of nitrogen can cause severe yield losses. READ MORE

  6. 5. Parkinson’s disease tremor assessment: Leveragingsmartphones for symptom measurement

    University essay from Malmö universitet/Institutionen för datavetenskap och medieteknik (DVMT)

    Author : Malek Abdul Sater; Reem Mohamed; [2023]
    Keywords : ;

    Abstract : Parkinson's disease (PD) is a progressive, chronic neurodegenerative disorder that impacts patients' quality of life. Hand tremor is a hallmark motor symptom of PD. However, current clinical tremor assessment methods are time-consuming and expensive and may not capture the full extent of tremor fluctuations. READ MORE