Sökning: "Filip Bengtsson"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Filip Bengtsson.

  1. 1. Near Field Communication Security concerns & applicable security in Android

    Kandidat-uppsats, Högskolan Kristianstad/Fakulteten för naturvetenskap; Högskolan Kristianstad/Fakulteten för naturvetenskap

    Författare :Filip Bengtsson; Matteo Madrusan; [2020]
    Nyckelord :Near field communication; active NFC; security protocol; security exploit; standard security protocol; NFC attack countermeasures;

    Sammanfattning : Near Field Communication (NFC) is being used more frequent in smart devices, this raises security concerns whether the users information is secure from attackers. The thesis examines the threats that NFC on Android smartphones are exposed to, its countermeasures, as well as existing protocols that ensures the integrity and confidentiality of the users data. LÄS MER

  2. 2. Portfolio Optimization : A DCC-GARCH forecast with implied volatility

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Sam Bigdeli; Filip Bengtsson; [2019]
    Nyckelord :DCC-GARCH; Portfolio Optimization; Certainty Equivalence Tangency; CET; Global Minimum Variance; GMV; Minimum Conditional Value-at-Risk; MinCVaR; Implied volatility index; VIX;

    Sammanfattning : This thesis performs portfolio optimization using three allocation methods, Certainty Equivalence Tangency (CET), Global Minimum Variance (GMV) and Minimum Conditional Value-at-Risk (MinCVaR). We estimate expected returns and covariance matrices based on 7 stock market indices with a DCC-GARCH model including an ARMA (1. LÄS MER

  3. 3. Spot-Weld Fatigue Optimization

    Master-uppsats, KTH/Hållfasthetslära (Avd.); KTH/Hållfasthetslära (Avd.)

    Författare :Filip Andersson; Rhodel Bengtsson; [2018]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis project is to develop a methodology that can be used to minimize the number of spot-welds in a mechanical structure, this is done in a reliable manner via optimization methods. The optimization considers fatigue life in spot-welds and also stiffness and eigenfrequency values. LÄS MER

  4. 4. Bank stock return sensitivity to changes in interest rate level and volatility

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Filip Bengtsson; Alfred Persson; [2018]
    Nyckelord :Banks; stock return; interest rates; volatility; GARCH-M;

    Sammanfattning : This paper examines how the level and volatility of interest rates affect the stock return of banks using a GARCH-M model. Data is collected for Swedish and Danish banks stock return and interest rates on monthly basis for the period January 2000 to April 2018. LÄS MER

  5. 5. BikePool : Utveckling av en enkel och navigerbar webbapplikation

    Kandidat-uppsats, Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för datavetenskap

    Författare :Sofie Bengtsson; Filip Cornell; Hampus Engström; Elin Håkansson; Emma Nilsson Tengstrand; David Schützer; Philip Stratelis; Kasper Vinberg; [2018]
    Nyckelord :;

    Sammanfattning : The report covers a study made by a project group at Linköping University. The report discusses and analyzes the project that is developing and implementing BikePool, a web application that serves as an online marketplace service for people to rent or lease bikes. LÄS MER