Essays about: "Performance attribution"

Showing result 1 - 5 of 24 essays containing the words Performance attribution.

  1. 1. Enhancement of a Power Line Information System by Combining BIM and LiDAR Data

    University essay from KTH/Lantmäteri – fastighetsvetenskap och geodesi

    Author : Daniel Wollberg; [2024]
    Keywords : GIS; BIM; FME; CloudCompare; GIS; BIM; FME; CloudCompare;

    Abstract : With the great ongoing energy transition in Sweden, Svenska Kraftnät (SVK) sees a huge need for investment in the Swedish transmission network and supporting IT- systems.  SVK has a great amount of collected laser data over the electric power transmission network however this data does not contain any semantic attribution that can be analyzed on broader information systems. READ MORE

  3. 2. Enhancing Privacy in Cookieless Web Advertising : A Comparative Study of Multi-Party Computation and Trusted Execution Environment Solutions for Private Attribution Reporting

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

    Author : Victor Massy; [2023]
    Keywords : Multiparty computation; Trusted execution envrionment; Web advertising; Private attribution reporting; Flerpartsberäkning; Pålitlig exekveringsmiljö; Webannonsering; Privat attributionsrapportering;

    Abstract : The end of third-party cookies has driven the advertising market to seek new solutions. Third-party cookies were widely used to track users’ online activities across websites. However, the growing concern for privacy has led web browsers to put an end to this practice. READ MORE

  4. 3. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

    University essay from KTH/Matematisk statistik

    Author : Pontus Hovberger; Hugo Brunlid; [2023]
    Keywords : Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

    Abstract : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. READ MORE

  5. 4. A CNN-based Analysis of Radiological Parameters from CT images : Improving Surgical Outcomes in Soft Tissue Sarcoma Patients with Pulmonary Metastases

    University essay from Uppsala universitet/Avdelningen Vi3

    Author : Klara Solander; [2023]
    Keywords : CNN; Convolutional Neural Network; AI; Artificial Intelligence; CT; STS; Soft Tissue Sarcoma; PM; Pulmonary Metastases;

    Abstract : Soft tissue sarcoma (STS) patients with pulmonary metastases (PM) experience a significant decrease in 5-year survival rates, ranging from 15 % to 50 % compared to 81 % without metastases. Despite this clinical challenge, there is a lack of consensus regarding the optimal treatment approach for PM in STS. READ MORE

  6. 5. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE