Essays about: "principal components analysis"

Showing result 6 - 10 of 83 essays containing the words principal components analysis.

  1. 6. The driving forces of Venture Capital funding in Sweden - A longitudinal study of the determinants and principal components of Venture Capital funding in Sweden from 2001 to 2020

    University essay from Göteborgs universitet/Graduate School

    Author : Ludvig Streng; Mikael Örneblad; [2021-07-06]
    Keywords : Venture capital; funding; driving forces; Sweden; determinants; regression; OLS; stock market; interest; gdp growth; corporate tax; patent applications; innovation; labor market rigidity; principal component analysis; PCA;

    Abstract : This thesis analyses the driving forces of Venture Capital (VC) funding in Sweden over the years 2001 - 2020. The driving forces of VC funding is an essential piece in understanding how well the Swedish VC industry works and fulfills its purpose in the economy. This knowledge is missing in the literature. READ MORE

  3. 7. Principal Component Analysis and the Cross-Sectional Variation of Returns

    University essay from

    Author : Armin Ramovic; Mikael Åkerman; [2021-06-23]
    Keywords : Principal Component Analysis; PCA; principal components; cross-sectional variation of returns; risk premia; asset pricing; demensionality reduction; risk factors; machine learning;

    Abstract : We utilize Principal Component Analysis (PCA), a dimensionality reduction technique, on a set of 142 risk factors, including macroeconomic factors, proposed in financial literature to construct factor models with high explanatory powers when analysing the cross-sectional variation of portfolio returns. We apply a Fama and Macbeth (1973) two-pass regression to estimate risk premia commanded by our principal components. READ MORE

  4. 8. Venous Component Separation From a Pulse Oximeter Signal using Blind Source Separation with Ultrasound Imaging as Reference

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Björn Walter; Stefan Piiroinen; [2021]
    Keywords : Photoplethysmogram; PPG; Ultrasound; Blind Source Separation; PCA; SOBI; venous component; Technology and Engineering;

    Abstract : Intradialytic hypotension (IDH) is a major drawback of haemodialysis and occurs in more than every fifth dialysis treatment. There is a need for real-time measurement, with an ability to detect IDH before it occurs. Photoplethysmography (PPG) may provide sufficient information about hemodynamic status to prevent IDH. READ MORE

  5. 9. Swap Book Hedging using Stochastic Optimisation with Realistic Risk Factors

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Rickard Nordin; Emil Mårtensson; [2021]
    Keywords : Term structure measurement; optimization; hedging; swap portfolio; interest rate swaps; stochastic programming; FRA; IRS; dimension reduction; component analysis; component decomposition; signal separation;

    Abstract : Market makers such as large banks are exposed to market risk in fixed income by acting as a counterparty for customers that enter swap contracts. This master thesis addresses the problem of creating a cost-effective hedge for a realistic swap book of a market maker in a multiple yield curve setting. READ MORE

  6. 10. Investigation of Alternative Contactless Optical Surface Reconstruction Methods

    University essay from Lunds universitet/Matematisk statistik

    Author : Eric Rostedt; Rickard Bolin; [2021]
    Keywords : Geometric transformation; Principal Component Analysis; Helmholtz equation; CNN based Encoder-Decoder; Technology and Engineering;

    Abstract : Object and surface reconstruction in 3D is commonly used in production tolerance validation. Depending on the required level of accuracy, a multitude of different methods are available, each with their own advantages and disadvantages. READ MORE