Sökning: "finansiell optimering"
Visar resultat 1 - 5 av 12 uppsatser innehållade orden finansiell optimering.
1. Sustainability Filtration and Optimization: A Stepwise Integration Approach
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER
2. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : 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. LÄS MER
3. Generic Data Harvester
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : This report goes through the process of developing a generic article scraper which shall extract relevant information from an arbitrary web article. The extraction is implemented by searching and examining the HTML of the article, by using Python and XPath. LÄS MER
4. Estimating Believed Knowledge of Portfolio Agents Using Inverse Optimization
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : In this report, we demonstrate the utility of inverse optimization in convex programming by applying it on estimating financial market beliefs and behaviors of portfolio investors. The inversion of the optimization utilized the Karush–Kuhn–Tucker optimality conditions specified for the current situation. LÄS MER
5. Large Scale Photovoltaic Market Analysis In Italy
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : The environmental targets set by Europe of reaching a net zero carbon emission by 2050 and the European Green Deal have increased the environmental targets previously set. The Italian government managed to reach the targets set by 2020 in advance and started to work on the 2030 targets in 2017. LÄS MER