Essays about: "Marcus Häggbom"

Found 2 essays containing the words Marcus Häggbom.

1. 1. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

   University essay from KTH/Matematisk statistik

   Author : Marcus Häggbom; Shayan Nafar; [2019]
   Keywords : Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

   Abstract : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. READ MORE

3. 2. Training Session Duration Analysis of a Brain-Computer Interface

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Marcus Häggbom; Magnus Sönnerlind; [2017]
   Keywords : ;

   Abstract : A brain-computer interface (BCI) allows patients with reduced motor abilities to interact with a computer using recordings of the brain’s electrical activity. One such method of recording is electroencephalography (EEG), a method commonly used in BCI research. A BCI is trained by a subject in often tedious sessions. READ MORE