Essays about: "eigenvector"
Showing result 1 - 5 of 13 essays containing the word eigenvector.
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1. Exploring the Impact of Centrality Measures on Stock Market Performance in Stockholm Market: A Comparative Study
University essay from Mälardalens universitet/Utbildningsvetenskap och MatematikAbstract : Centrality measures in network analysis have become a popular measurement tool for identifying coherent nodes within a network. In the context of stock markets, the centrality measure helps to identify key performing ele- ments and strengths for specific stocks and determine their impact on disrupting market value and performance. READ MORE
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2. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts
University essay from KTH/Matematisk statistikAbstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE
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3. Perron-Frobenius' Theory and Applications
University essay from Linköpings universitet/Algebra, geometri och diskret matematik; Linköpings universitet/Tekniska fakultetenAbstract : This is a literature study, in linear algebra, about positive and nonnegative matrices and their special properties. We say that a matrix or a vector is positive/nonnegative if all of its entries are positive/nonnegative. First, we study some generalities and become acquainted with two types of nonnegative matrices; irreducible and reducible. READ MORE
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4. Perron–Frobenius theorem and Z≥0[S3]-semimodules
University essay from Uppsala universitet/Algebra, logik och representationsteoriAbstract : In this thesis, the Perron–Frobenius theorem which in its most general formstates that the spectral radius of a non-negative real square matrix is an eigenvaluewith a non-negative eigenvector, is proven. Related properties arederived, in particular the Collatz–Wielandt formula and a general form of anon-negative idempotent matrices. READ MORE
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5. Damping Factor Analysis for PageRank
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : The purpose of this thesis is to present research related to the damping factor in relation to the PageRank algorithm where a method of symbolic calculations is used to calculate eigenvalues, eigenvectors corresponding to the Google matrix in relation to both directed and undirected graphs. These graphs given comprise all the directed graphs up to four vertices and in addition the undirected graphs of five vertices are given in this thesis. READ MORE