Essays about: "Walk Forward"

Showing result 1 - 5 of 28 essays containing the words Walk Forward.

1. 1. Analysis of condition for ALD deposition of ferroelectric HZO

   University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

   Author : Teodor Qvint; [2022]
   Keywords : HZO; Ferro; ALD; Temperature; Purge time; Technology and Engineering;

   Abstract : Deposition of ferroelectric hafnium zirconium oxide (HZO) on semiconductor samples with Atomic Layer Deposition (ALD) has proven to be a viable method of production. But while the physical processes of ALD deposition is relatively well know, there exists some gaps in knowledge about different parameters for the ALD and the resulting depositions. READ MORE

3. 2. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

   University essay from Lunds universitet/Matematisk statistik

   Author : Adam Eidenvall; [2021]
   Keywords : Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

   Abstract : 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

4. 3. Uncertainity in Renewable Energy Time Series Prediction using Neural Networks

   University essay from Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

   Author : Phil Aupke; [2021]
   Keywords : Time Series Data; Uncertainty; Machine Learning;

   Abstract : With the increasing demand for solar energy, the forecast of the PV station energy production has to be as precisely as possible. To make the prediction more robust, also correlated infor- mation about the weather can be added to the previous energy production of the PV station. READ MORE

5. 4. Hierarchical Clustering in Risk-Based Portfolio Construction

   University essay from KTH/Matematisk statistik

   Author : Natasha Nanakorn; Elin Palmgren; [2021]
   Keywords : Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

   Abstract : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. READ MORE

6. 5. Electric Self Propelled Shoe : A shoe mountable last mile personal transportation vehicle

   University essay from KTH/Mekatronik

   Author : Viktor Kårefjärd; David Stridfeldt; [2021]
   Keywords : Mechatronics; last mile transport; brushless DC motor; load cell; personal transport; Mekatronik; Sista sträckan transport; Borstlös DC motor; lastceller; personlig transport;

   Abstract : The purpose of this work was to investigate how a last mile-transport vehicle can be constructed around a shoe. The prototype, which is controlled without a handheld controller, was designed to propel an adult forward with the use of an electric driveline. READ MORE