Sökning: "Tail optimization"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Tail optimization.

  1. 1. Electrification of Last-Mile Transport : A Study of Charging Infrastructure and Collaborative Business Model

    Master-uppsats, KTH/Energiteknik

    Författare :Elin Johansson; Marcus Rostmark; [2022]
    Nyckelord :Electrification; electric vehicles; last-mile; charging infrastructure; risk analysis; collaborative business models; Elektrifiering; elfordon; sista milen; laddinfrastruktur; riskanalys; kollaborativ affärsmodell;

    Sammanfattning : Electrification of the transport sector is an important step in reducing the global greenhouse gas (GHG) emissions. Compared to traditional internal combustion engine vehicles (ICEVs), electric vehicles (EVs) produce no tail-pipe emissions and could be coupled with responsible energy production from renewable energy sources to reduce coupled emissions of their operation. LÄS MER

  3. 2. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Nils Henningsson; [2022]
    Nyckelord :Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Sammanfattning : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. LÄS MER

  4. 3. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER

  5. 4. A JavaScript Backend for the Miking Compiler

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

    Författare :William Rågstad; [2022]
    Nyckelord :Bachelor’s Thesis; Miking; JavaScript; Compiler; Semantics; Code Generation; Optimization; Correctness; Soundness; and Readability; Kandidat Examensarbete; Miking; JavaScript; Kompilatorer; Semantik; Kodgenerering; Optimering; Korrekthet; Sundhet och Läsbarhet;

    Sammanfattning : This thesis presents the design and implementation of an extension of the self-hosted Miking compiler to enable the generation of JavaScript code for different runtime environments and web browsers. Miking is a framework for developing domain-specific and general-purpose programming languages through sound language fragment composition, among other things, to create efficient compilers. LÄS MER

  7. 5. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Eidenvall; [2021]
    Nyckelord :Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER