Sökning: "Rule-based Strategy"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden Rule-based Strategy.

  1. 1. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

    Författare :Rebecca Fällström; [2023]
    Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

  3. 2. Controlling a Hydraulic System using Reinforcement Learning : Implementation and validation of a DQN-agent on a hydraulic Multi-Chamber cylinder system

    Master-uppsats, Linköpings universitet/Fluida och mekatroniska system

    Författare :David Berglund; Niklas Larsson; [2021]
    Nyckelord :Gear selection; reinforcement learning; machine learning; DQN; neural network; multi chamber cylinder; Digital hydraulics; hydraulics; Matlab; Simulink; Hopsan; hydraulic system validation;

    Sammanfattning : One of the largest energy losses in an excavator is the compensation loss. In a hydraulic load sensing system where one pump supplies multiple actuators, these compensation losses are inevitable. LÄS MER

  4. 3. Model predictive control in heating and cooling networks : A case study of an urban district in Stockholm

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :ANDERS SAMUELSSON; DANIEL STEUER; [2021]
    Nyckelord :;

    Sammanfattning : This work presents a model predictive control system for heating and cooling supply planning in an urban heating and cooling network. The control approach addresses the need for strategic operation of distributed production technologies and thermal energy storage in increasingly complex heating and cooling networks. LÄS MER

  5. 4. Tank-to-Wheel Energy Breakdown Analysis

    Master-uppsats, KTH/Fordonsdynamik

    Författare :Xu Yu; [2020]
    Nyckelord :Hybrid electric vehicle; Energy analysis; Sankey diagram; Vehicle simulation; Energy management system; Driving pattern recognition; Plug-in hybrid; energianalys; Sankey diagram; fordonssimulering; energihanteringssystem; detektering av körbeteende;

    Sammanfattning : In early design phase for new hybrid electric vehicle (HEV) powertrains, simulation isused for the estimation of vehicle fuel consumption. For hybrid electric powertrains,fuel consumption is highly related to powertrain efficiency. LÄS MER

  7. 5. Forecasting anomalies in time series data from online production environments

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Raymond Sseguya; [2020]
    Nyckelord :Infor Sweden AB; time series forecasting; anomaly detection; ARIMA; neural network autoregression; eXtreme Gradient Boosting package;

    Sammanfattning : Anomaly detection on time series forecasts can be used by many industries in especially forewarning systems that can predict anomalies before they happen. Infor (Sweden) AB is software company that provides Enterprise Resource Planning cloud solutions. LÄS MER