Essays about: "largest eigenvalue"

Showing result 1 - 5 of 6 essays containing the words largest eigenvalue.

1. 1. Analysis, Implementation and Evaluation of Direction Finding Algorithms using GPU Computing

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Regina Andersdotter; [2022]
   Keywords : GPU; GPU Computing; Direction Finding; GPU Suitability; CUDA; Multiple Signal Classification; Weighted Subspace Fitting; Correlative Interferometer; runtime; angle resolution; block size;

   Abstract : Direction Finding (DF) algorithms are used by the Swedish Defence Research Agency (FOI) in the context of electronic warfare against radio. Parallelizing these algorithms using a Graphics Processing Unit (GPU) might improve performance, and thereby increase military support capabilities. READ MORE

3. 2. Asymptotics of beta-Hermite Ensembles

   University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

   Author : Filip Berglund; [2020]
   Keywords : beta-Hermite ensembles; Gaussian ensembles; empirical distribution function; level density; largest eigenvalue; order statistic; Sturm sequence; Hermite polynomials; beta-Hermite ensemblerna; gaussiska ensemblerna; empiriska fördelningsfunktionen; nivåtäthet; största egenvärdet; ordningsstatiska; Sturmföljder; Hermitepolynom;

   Abstract : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). READ MORE

4. 3. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

   University essay from KTH/Matematisk statistik

   Author : Edvin Berg; Karl Wilhelm Lange; [2020]
   Keywords : ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

   Abstract : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. READ MORE

5. 4. Limiting Behavior of the Largest Eigenvalues of Random Toeplitz Matrices

   University essay from KTH/Matematik (Inst.)

   Author : Samuel Modée; [2019]
   Keywords : Random matrix; Toeplitz matrix; largest eigenvalues; eigenvectors; slumpmatriser; Toeplitz matrices; största egenvärde; egenvektorer;

   Abstract : We consider random symmetric Toeplitz matrices of size n. Assuming that the entries on the diagonals are independent centered random variables with finite γ-th moment (γ>2), a law of large numbers is established for the largest eigenvalue. READ MORE

6. 5. Return Models and Covariance Matrices

   University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Matematisk fysik

   Author : Xiaolei Xie; [2014]
   Keywords : returns; stochastic volatility; GARCH; covariance matrix; random matrix; spectral distribution; Physics and Astronomy;

   Abstract : Return models and covariance matrices of return series have been studied. In particular, GARCH and SV models are compared with respect to their forecasting accuracy when applied to intraday return series. SV models are found to be considerably more accurate and more consistent in accuracy in forecasting. READ MORE