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Showing result 1 - 5 of 245 essays matching the above criteria.

  1. 1. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 2. Optimizing a Steering System for a KTH Formula Student Race car

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

    Author : Carl Elgcrona; Emil Nordahl; [2023]
    Keywords : ;

    Abstract : The primary objective of this study is to develop and evaluate a steering controller for aFormula Student driverless electric vehicle to enhance its performance and efficiency. By creatinga testing setup and testing scripts, the controller's sensitivity to various CAN bus parameters, suchas periodicity and message priority, could be assessed. READ MORE

  4. 3. Wrist Angle Estimation Using Two Wearable Inertial Measurement Units

    University essay from KTH/Medicinteknik och hälsosystem

    Author : Arvin Razavi; [2023]
    Keywords : IMU wrist angle estimation; Wrist absolute angle; IMU-based human motion capture; orientation filter; Complementary filter; Kalman filter; IMU handledsvinkeluppskattning; handleds absolutvinkel; IMU-baserad mänsklig rörelsefångst; orienteringsfilter; komplementfilter; Kalman-filter;

    Abstract : Hand-intensive work is closely related to the prevalence of upper body and hand/wrist work-related musculoskeletal disorders (WMSDs) in office work, manufacturing, service industries, as well as the healthcare industry. Some risk factors include vibrations, forceful exertions, heavy manual handling, repetitive motions, and prolonged nonneutral wrist postures. READ MORE

  5. 4. Feedback Control in Silicon Photonic MEMS

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

    Author : Andrea Cataldo; Björn Åkermark; [2023]
    Keywords : ;

    Abstract : In this report, we study the implementation of a feedback control system to stabilizea MEMS device for applications in programmable photonic circuits. Specifically, the controller wasimplemented on an all-pass ring resonator, as it was the most suitable MEMS device to implementthe control system on. READ MORE

  6. 5. Calibration of the Measurement System for Methane Pyrolysis in Rocket Nozzle Cooling Channels

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Jennifer Ly; [2023]
    Keywords : Correlational method; gas analysis; real time measurements; speed of sound; thermal conductivity; methane pyrolysis; rocket nozzle cooling; Korrelationsmetod; gasanalys; mätningar i real tid; ljudhastighet; värmeledningsförmåga; metanpyrolys; kylning av raketmunstycken iv;

    Abstract : Methane-based rocket propellant is gaining traction as a green technology with advantages in sustainability, cost-effectiveness, and performance. However, under high temperatures found in rocket nozzle cooling channels, methane can undergo thermal decomposition known as methane pyrolysis, resulting in the generation of hydrogen and solid carbon. READ MORE