Essays about: "tracking-error"

Showing result 1 - 5 of 48 essays containing the word tracking-error.

  1. 1. 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

  3. 2. Online Minimum Jerk Velocity Trajectory Generation : for Underwater Drones

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Jakob Andrén; [2023]
    Keywords : reference generation; minimum jerk; rov; underwater drones; trajectory;

    Abstract : This thesis studies real-time reference ramping of human input for remotely operated vehicles and its effect on system control, power usage, and user experience. The implementation, testing, and evaluation were done on the remotely operated Blueye Pioneer underwater drone. READ MORE

  4. 3. Data-Driven Adaptive Control of Unmanned Surface Vehicles Using Learning-Based Model Predictive Control

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Markus Svedberg; [2023]
    Keywords : Technology and Engineering;

    Abstract : In this thesis, the subject of data-driven control of Unmanned Surface Vehicles (USVs) is explored. The control task is formulated through Nonlinear Model Predictive Path Following Control (NMPFC). System identification (SYSID) and Reinforcement Learning (RL) are employed to improve performance in a data-driven manner. READ MORE

  5. 4. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Max Ehn; Marcus Jämte; [2023]
    Keywords : Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Abstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE

  6. 5. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Levay; Karl Wallén; [2022]
    Keywords : Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Abstract : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. READ MORE