Sökning: "Minimum Variance"

Visar resultat 1 - 5 av 94 uppsatser innehållade orden Minimum Variance.

  1. 1. Resistensbestämning av bakterier : Studie av odlingsbuljongens påverkan på resultatet i tidigare rapporterad forskning samt genom experimentell undersökning.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för kemi och biomedicin (KOB)

    Författare :Åsa Svensson; [2023]
    Nyckelord :Klebsiella pneumoniae; meropenem; broth microdilution; susceptibility testing; minimum inhibitory concentration; Klebsiella pneumoniae; meropenem; buljongspädning; resistensbestämning; minsta inhiberande koncentration;

    Sammanfattning : Ökande antibiotikaresistens utgör en allvarlig samhällsutmaning. För resistensbestämning av bakterier används standardmetoden buljongspädning. Då bestäms minsta inhiberande koncentration (MIC) som den lägsta koncentration av antibiotika som kan förhindra tillväxt. LÄS MER

  3. 2. Orientation of plasma jet fronts in the Earth's magnetotail

    Kandidat-uppsats, Uppsala universitet/Institutionen för fysik och astronomi; Uppsala universitet/Institutet för rymdfysik, Uppsalaavdelningen

    Författare :Atlas Silverhult; [2023]
    Nyckelord :Space physics; plamsa; reconnection; magnetospheric multiscale; MMS; magnetosphere; minimum variance analysis; MVA;

    Sammanfattning : This project aims to investigate the orientation of plasma jet fronts in Earth's magnetotail using multi-spacecraft measurement data. The orientations are estimated by applying minimum variance analysis (MVA) and multi-spacecraft timing analysis for finding normal vectors to the jet fronts as they pass over the spacecraft. LÄS MER

  4. 3. 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

  5. 4. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Lugnegård; Hugo Freij; [2023]
    Nyckelord :Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

    Sammanfattning : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. LÄS MER

  7. 5. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    Kandidat-uppsats,

    Författare :Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Nyckelord :Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Sammanfattning : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. LÄS MER