Sökning: "Latin Hypercube"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Latin Hypercube.

  1. 1. Development of a Modelling Tool For Robustness Analysis of Embedded Powertrain Control System

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Renjith Ramachandran; [2022]
    Nyckelord :;

    Sammanfattning : Robustness analysis of an Embedded control system is a crucial test stage in quantifying the quality of the system and proposing further improvements on it. In this thesis work a modelling tool for robustness analysis of embedded powertrain control system of truck and bus is developed on top of an in house SIL simulation environment. LÄS MER

  3. 2. Risk Measurement and Performance Attribution for IRS Portfolios Using a Generalized Optimization Method for Term Structure Estimation

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Fredrik Gerdin Börjesson; Christoffer Eduards; [2021]
    Nyckelord :Interest rate measurement; term structures; multiple yield curves; principal component analysis; systematic risk; risk factors; term structure simulation; Latin hypercube sampling with dependence; risk measurement; value-at-risk; expected shortfall; interest rate swap; performance attribution;

    Sammanfattning : With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. LÄS MER

  4. 3. Rebalancing 2.0-A Macro Approach to Portfolio Rebalancing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Rawand Sultani; [2020]
    Nyckelord :Statistics; Applied Mathematics; Financial Mathematics; Rebalancing; Asset Allocation; Monte-Carlo; Backtesting; Makro; Statistik; Tillämpad matematik; Finansiell matematik; Rebalansering; Tillgångsallokering; Monte-Carlo; Backtesting; Makro;

    Sammanfattning : Portfolio rebalancing has become a popular tool for institutional investors the last decade. Adaptive asset allocation, an approach suggest by William Sharpe is a new approach to portfolio rebalancing taking market capitalization of asset classes into consideration when setting the normal portfolio and adapting it to a risk profile. LÄS MER

  5. 4. Principal Component Modelling of Fuel Consumption ofSeagoing Vessels and Optimising Fuel Consumption as a Mixed-Integer Problem

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Jean-Paul Ivan; [2020]
    Nyckelord :fuel consumption modelling; dimensionality reduction; PCA; principal component analysis; Box-Cox transform; recursive space partitioning; parametrisation; model reduction;

    Sammanfattning : The fuel consumption of a seagoing vessel is, through a combination of Box-Cox transforms and principal component analysis, reduced to a univariatefunction of the primary principle component with mean model error −3.2%and error standard deviation 10.3%. LÄS MER

  7. 5. Learning-Based Auto-Tuning for Motion Controllers of Mobile Robots

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Jonathan Blixt; [2019]
    Nyckelord :;

    Sammanfattning : An auto-tuner of the parameters of a mobile robots motion controlleris developed to improve its performance. The generality of the auto-tunerallows for similar applications on other robots or controllers. LÄS MER