Essays about: "Ville Ekelund"
Found 1 essay containing the words Ville Ekelund.
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1. Portfolio optimization using factor models
University essay from Lunds universitet/Matematisk statistikAbstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where data is sampled at the closing price. Previous research has shown that MPC optimization applied on financial data can yield a portfolio that exceeds the value of traditional portfolio strategies. READ MORE
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