Essays about: "Tail optimization"
Showing result 1 - 5 of 13 essays containing the words Tail optimization.
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1. Electrification of Last-Mile Transport : A Study of Charging Infrastructure and Collaborative Business Model
University essay from KTH/EnergiteknikAbstract : Electrification of the transport sector is an important step in reducing the global greenhouse gas (GHG) emissions. Compared to traditional internal combustion engine vehicles (ICEVs), electric vehicles (EVs) produce no tail-pipe emissions and could be coupled with responsible energy production from renewable energy sources to reduce coupled emissions of their operation. READ MORE
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2. Copula Modelling of High-Dimensional Longitudinal Binary Response Data
University essay from KTH/Matematik (Avd.)Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE
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3. A JavaScript Backend for the Miking Compiler
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This thesis presents the design and implementation of an extension of the self-hosted Miking compiler to enable the generation of JavaScript code for different runtime environments and web browsers. Miking is a framework for developing domain-specific and general-purpose programming languages through sound language fragment composition, among other things, to create efficient compilers. READ MORE
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4. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics
University essay from Lunds universitet/Matematisk statistikAbstract : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. READ MORE
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5. Considering Tail Events in Hedge Fund Portfolio Optimization
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE