Sökning: "Least mean squares"

Visar resultat 16 - 20 av 51 uppsatser innehållade orden Least mean squares.

  1. 16. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jerry Aaltonen; Bowen Li; [2019]
    Nyckelord :REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Sammanfattning : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. LÄS MER

  3. 17. A Study on Long Short-Term Memory Networks Applied to Local Positioning

    Master-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Todd Barker; Martin Åkerblad; [2018]
    Nyckelord :;

    Sammanfattning : Numerical approaches to lateration and sensor fusion are limited by inherent measurementerrors and the positioning performance may benefit from alternative approaches.This thesis studies the applicability of deep learning to an Ultra Wide Band (UWB)based local positioning problem in a combination of readings from an Inertial MeasurementUnit (IMU). LÄS MER

  4. 18. A Study on Long Short-Term Memory Networks Applied to Local Positioning

    Master-uppsats, KTH/Mekatronik

    Författare :Todd Barker; Martin Åkerblad; [2018]
    Nyckelord :;

    Sammanfattning : Numerical approaches to lateration and sensor fusion are limited by inherent measure-ment errors and the positioning performance may benefit from alternative approaches. This thesis studies the applicability of deep learning to an Ultra Wide Band (UWB) based local positioning problem in a combination of readings from an Inertial Mea-surement Unit (IMU). LÄS MER

  5. 19. Asset and Liability Management: Optimization using Least-Squares Monte Carlo

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Sanna Brandel; [2018]
    Nyckelord :Asset and liability management; Solvency capital requirement; least-squares Monte Carlo; nested Monte Carlo simulation; risk-adjusted net asset value; mean-variance optimization; Mathematics and Statistics;

    Sammanfattning : This thesis aims to examine an efficient asset and liability management method under Solvency II regulations, and to find an optimization framework that takes complex interactions between assets and liabilities into account. The investigated approach consists of a least-squares Monte Carlo method, where least-squares regression is used to obtain a proxy function for future net asset values. LÄS MER

  7. 20. Estimation of Air Mass Flow in Engines with Variable Valve Timing

    Master-uppsats, Linköpings universitet/Reglerteknik

    Författare :Elina Fantenberg; [2018]
    Nyckelord :Diesel Engine; Variable Valve Timing; Air Mass Flow;

    Sammanfattning : To control the combustion in an engine, an accurate estimation of the air mass flow is required. Due to strict emission legislation and high demands on fuel consumption from customers, a technology called variable valve timing is investigated. LÄS MER