Sökning: "alpha estimation"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden alpha estimation.

  1. 1. Rotor temperature estimation in Induction Motors with Supervised Machine Learning

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

    Författare :Christopher Gauffin; [2023]
    Nyckelord :Induction motors; Supervised Machine learning; Power converters; Parameter estimation; Embedded systems; Induktionsmotorer; Övervakad maskininlärning; Strömkonverterare; Parameterestimering; Inbyggda system;

    Sammanfattning : The electrification of the automotive industry and artificial intelligence are both growing rapidly and can be greatly beneficial for a more sustainable future when combined. Induction machines exhibit many complex relationships between physical and electromagnetic properties that must be calculated in order to produce the correct quantities of torque and speed commanded by the driver. LÄS MER

  3. 2. An Empirical Evaluation of Improved Volatility-Based Trading Strategies

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

    Författare :Raphael Bierschenk; Stefan Wennemar; [2019]
    Nyckelord :Volatility-Managed Portfolios; Volatility Timing; Moreira and Muir; Portfolio Choice; Variance Estimation;

    Sammanfattning : In 2017, Moreira and Muir published their paper "Volatility-Managed Portfolios", showing that investors can beat the market, purely by choosing their risk exposure based on the inverse of last month's realized variance. While their results are influential in nature, suggesting, against common belief, investors should take less risk in recessions, they singularly rely on realized variance as a risk measure and a fixed monthly rebalancing period. LÄS MER

  4. 3. Symmetric alpha-Stable Adapted Demodulation and Parameter Estimation

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Signaler och system

    Författare :Kristoffer Hägglund; [2018]
    Nyckelord :;

    Sammanfattning : Transmission and reception of signals in wireless communication systems is affected by additive interference corrupting the signal. Traditionally, the interference is assumed to be AWGN and the system designs are usually based on that assumption. LÄS MER

  5. 4. Value investing; A quest for alpha in the Nordic region - Back-testing the strategies developed by Joel Greenblatt and Joseph Piotroski

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Jonas Wahlström; Alfons Jagut; [2017]
    Nyckelord :Value Relevance of Accounting Measures; F-Score; MFI; Value Investing; Fama French s three-factor model;

    Sammanfattning : This thesis evaluates the performance of the Magic formula and F-score. The investment strategies are applied to the entire Nordic region over the period of 2005-2015 and the returns evaluated using the CAPM and Fama & French's three-factor model. LÄS MER

  7. 5. Image Segmentation with Joint Regularization and Histogram Separation

    Master-uppsats, Lunds universitet/Matematik LTH

    Författare :David Nilsson; [2015]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : In this thesis optimization methods for image segmentation are studied. The common theme of all the methods is that we have a histogram model for appearance terms that we optimize jointly with smoothness. LÄS MER