Sökning: "MPT"
Visar resultat 1 - 5 av 24 uppsatser innehållade ordet MPT.
1. Web interface for a multi-purpose transmitter
Kandidat-uppsats,Sammanfattning : The project described in this report aims to construct a web interface for a multi-purpose transmitter (MPT). The MPT is a submodule that is meant to be used in future chromatography systems. This bachelor thesis project is done at Cytiva in Uppsala. LÄS MER
2. 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
3. Detecting Chromatography Unit Degradation : Comparison of single- and multi-point techniques implemented in system control and monitoring software
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och systemSammanfattning : Chromatography units, used in the production of pharmaceuticals, degrade with use and need to be changed or repackaged. This study investigates the effectiveness of two statistical methods, principal component analysis and simple and one-point multiparameter technique, for determining degradation in the Fibro chromatography unit. LÄS MER
4. Portfolio Optimization Problems with Cardinality Constraints
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. LÄS MER
5. Spectral Portfolio Optimisation with LSTM Stock Price Prediction
Master-uppsats, KTH/Matematisk statistikSammanfattning : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. LÄS MER