Essays about: "Nancy Wang"

Found 2 essays containing the words Nancy Wang.

1. 1. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

   University essay from KTH/Matematisk statistik

   Author : Nancy Wang; [2020]
   Keywords : Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

   Abstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE

3. 2. Fractal Sets: Dynamical, Dimensional and Topological Properties

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Nancy Wang; [2018]
   Keywords : logistic function; Cantor set; generalised Cantor Set; fat Cantor set; fractals; fractal dimension; von Koch snowflake; Sierpinski arrowhead curve; Sierpinski carpet; Menger sponge; topological dimension; box dimension; exterior measure; Hausdorff measure; Hausdorff dimension; logistisk funktion; Cantormängd; fet Cantormängd; generaliserade Cantormängd; fraktaler‚; bråktalsdimension; Kochsnöfling; Sierpinskismatta; Sierpinskispilspetskurva; Mengers tvättsvamp; topologiska dimension; lådräkningsdimension; yttre mått; Hausdorffmått; Hausdorffdimension;

   Abstract : Fractals is a relatively new mathematical topic which received thorough treatment only starting with 1960's. Fractals can be observed everywhere in nature and in day-to-day life. To give a few examples, common fractals are the spiral cactus, the romanesco broccoli, human brain and the outline of the Swedish map. READ MORE