Essays about: "time-varying model"

Showing result 1 - 5 of 150 essays containing the words time-varying model.

  1. 1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

    University essay from

    Author : Alexander Olsson; Jonathan Taimory; [2023-07-06]
    Keywords : Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

    Abstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE

  3. 2. Pricing of FX products - list rates

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Emma Edvardsson; [2023]
    Keywords : ;

    Abstract : List rates is a product that provides clients with a fixed exchange rate for a fixed period of time, varying from a few minutes up to a few days. During this period, the customer can exercise trading at the fixed exchange rate multiple times. The aim of this study is to find a pricing model for List rates. READ MORE

  4. 3. Channel Estimation and Power Control Algorithms in the Presence of Channel Aging

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

    Author : Yan Bixing; [2023]
    Keywords : Fading channel; auto-regressive model; power allocation; uncrewed aerial vehicle networks; Fading kanal; auto-regressiv modell; krafttilldelning; obemannade flygfordonsnätverk;

    Abstract : Power allocation algorithms that determine how much power should be allocated to pilot and data symbols play an important role in addressing the trade-off between accurate channel estimation and high high spectral efficiency for data symbols in the presence of time-varying fading channels. Dealing with this trade-off is highly non-trivial when the channel changes or ages rapidly in time. READ MORE

  5. 4. Evolving Community Detection in Dynamic Networks using Nonnegative Tensor Decomposition : An Approach Toward Green Networking

    University essay from Luleå tekniska universitet/Datavetenskap

    Author : Manasik Hassan Adam Ali; [2023]
    Keywords : ;

    Abstract : Around 1.8–2.8% of the world’s total greenhouse gas emissions are contributed by the ICT sector, with telecommunications networks accounting for 26.4% of this total ICT share. READ MORE

  6. 5. Safety-Critical Teleoperation with Time-Varying Delays : MPC-CBF-based approaches for obstacle avoidance

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

    Author : Riccardo Periotto; [2023]
    Keywords : Robust Control Barrier Functions RCBFs ; Model Predictive Control MPC ; Obstacle Avoidance; Time-Varying Delays; Teleoperation; Robust Control Barrier Functions RCBFs ; Model Predictive Control MPC ; Obstacle Avoidance; Time-Varying Delays; Teleoperation;

    Abstract : The thesis focuses on the design of a control strategy for safety-critical remote teleoperation. The main goal is to make the controlled system track the desired velocity specified by a human operator while avoiding obstacles despite communication delays. READ MORE