Essays about: "optimal weights"

Showing result 1 - 5 of 70 essays containing the words optimal weights.

  1. 1. The Power of Credit Scoring: Evaluating Machine Learning and Traditional Models in Swedish Retail Banking

    University essay from Göteborgs universitet/Graduate School

    Author : Emma von der Burg; Saga Strömberg; [2023-06-29]
    Keywords : ;

    Abstract : In this paper, we investigate and compare different credit scoring models, with special attention paid to machine learning approaches outperforming traditional models. We explore a recently proposed method called the PLTR model, which is a combination of machine learning and traditional logistic regression. READ MORE

  3. 2. Portfolio Strategies Under Different Inflationary Regimes

    University essay from KTH/Matematik (Avd.)

    Author : Mohit Parkash; Diana Halladgi Naghadeh; [2023]
    Keywords : Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

    Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE

  4. 3. Design of a grating lobe mitigated antenna array architecture integrated with low loss PCB filtering structures

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

    Author : Eduardo Salvador Lopez; [2023]
    Keywords : Band-pass filters; Beam forming networks; Irregular subarrays; Particle Swarm Optimization; PCB; Penrose tessellation; Planar phased arrays; Quantization lobes; Scanning; Suspended stripline; Bandpassfilter; lobformning; matningsnätverk; Irreguljära gruppantenner; Particle Swarm Optimization; PCB; Penrose tessellation; Plana fasade gruppantenner; sidlober; Utstyrningsvinkel; Suspended stripline;

    Abstract : Massive multiple input multiple output - MIMO systems are a reality and modern communication systems rely upon this technology to cope with the increasing need for capacity and network usage. Antenna arrays are at the heart of the of the massive-MIMO system and are the enabling technology. READ MORE

  5. 4. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

  6. 5. Implied Redistributive Preferences in Canada

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Quan Cheng Xie; [2023]
    Keywords : ;

    Abstract : This thesis investigates the implied social preferences for income inequality in the Canadian federal tax system from 2012 to 2019. I characterize social preferences with inverted social welfare weights derived from an optimal tax model featuring comprehensive capital and labour income taxation. READ MORE