Sökning: "Hierarchical Principal Component Analysis"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Hierarchical Principal Component Analysis.

1. 1. Segmenting Countries in the Food Packaging Market: A Cluster Analysis Approach

   Magister-uppsats, Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionen

   Författare :Ninda Atikah Mawaddah; Aksaraphak Nijsathorn; [2023]
   Nyckelord :Unsupervised Machine Learning; Clustering; K-Means Clustering; Hierarchical Clustering; Principal Component Analysis; Business and Economics;

   Sammanfattning : The food packaging market has been witnessing substantial growth due to changing consumer lifestyles, urbanization, increased purchasing power, and growing environmental sustainability awareness. This growth presents significant opportunities for companies operating in this market. LÄS MER

3. 2. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

   Master-uppsats, KTH/Matematisk statistik

   Författare :Kajsa Bjelle; [2023]
   Nyckelord :Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

   Sammanfattning : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. LÄS MER

4. 3. Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Ellen Ek; [2022]
   Nyckelord :Correlation matrix; Hierarchical Principal Component Analysis; Factor Model; Clusters; Portfolio Optimization; Futures Contracts; Mathematics and Statistics;

   Sammanfattning : In this paper regularization of the correlation matrix between futures contracts is examined. With starting point in the recently established HPCA framework (Avellaneda, 2019), a couple of different extensions to the one-factor model is suggested. Extensions are made in terms of adjusting the model according to different cluster structures. LÄS MER

5. 4. Expressing ecosystem model output and Swedish forestry goals with composite indictors

   Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Nicolas Tarasewicz; [2021]
   Nyckelord :Physical Geography; Ecosystem Analysis; forest management; multifunctionality; LPJ-GUESS; ecosystem services; composite indicator; climate change; biodiversity; SDGs; Sweden; Earth and Environmental Sciences;

   Sammanfattning : Forest ecosystems provide a wide range of services necessary for maintaining environmental health and human well-being. Ecosystem models help inform how various management strategies respond in different regions to changing climate conditions. LÄS MER

7. 5. SCHOOL MATERIAL RESOURCES AND STUDENT READING ACHIEVEMENT IN THE UNITED ARAB EMIRATES

   Master-uppsats, Göteborgs universitet/Institutionen för pedagogik och specialpedagogik

   Författare :Linda Gogliotti; [2020-09-10]
   Nyckelord :PISA 2018; United Arab Emirates educational system; reading achievement; school material resources; Ecological Systems Theory;

   Sammanfattning : Aim: This study aimed to 1) identify differences in overall student reading achievement in the UAE based on student gender, 2) determine if there is school material resource inequity in the UAE based on school location or school type, and 3) measure the effects of school material resources on student reading achievement in the UAE while controlling for other variables. Theory: The theoretical framework used for this study is Bronfenbrenner’s Ecological Systems Theory including the Process-Person-Context-Time model. LÄS MER