Sökning: "eigenvector"

Visar resultat 1 - 5 av 13 uppsatser innehållade ordet eigenvector.

1. 1. Exploring the Impact of Centrality Measures on Stock Market Performance in Stockholm Market: A Comparative Study

   Kandidat-uppsats, Mälardalens universitet/Utbildningsvetenskap och Matematik

   Författare :Tarek Hasna; [2023]
   Nyckelord :Centrality measures; Degree centrality; Eigenvector centrality; Betweenness centrality; Closeness centrality;

   Sammanfattning : Centrality measures in network analysis have become a popular measurement tool for identifying coherent nodes within a network. In the context of stock markets, the centrality measure helps to identify key performing ele- ments and strengths for specific stocks and determine their impact on disrupting market value and performance. LÄS MER

3. 2. 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

4. 3. Perron-Frobenius' Theory and Applications

   Kandidat-uppsats, Linköpings universitet/Algebra, geometri och diskret matematik; Linköpings universitet/Tekniska fakulteten

   Författare :Karl Eriksson; [2023]
   Nyckelord :Positive matrices; nonnegative matrices; Perron-Frobenius; linear dynamical systems; Leslie matrices; Markov chain; Google s PageRank algorithm; Positiva matriser; icke-negativa matriser; Perron-Frobenius; linjära dynamiska system; Leslie matris; Markov-kedja; Google s PageRank algoritm;

   Sammanfattning : This is a literature study, in linear algebra, about positive and nonnegative matrices and their special properties. We say that a matrix or a vector is positive/nonnegative if all of its entries are positive/nonnegative. First, we study some generalities and become acquainted with two types of nonnegative matrices; irreducible and reducible. LÄS MER

5. 4. Perron–Frobenius theorem and Z≥0[S3]-semimodules

   Master-uppsats, Uppsala universitet/Algebra, logik och representationsteori

   Författare :Mikolaj Cuszynski-Kruk; [2022]
   Nyckelord :;

   Sammanfattning : In this thesis, the Perron–Frobenius theorem which in its most general formstates that the spectral radius of a non-negative real square matrix is an eigenvaluewith a non-negative eigenvector, is proven. Related properties arederived, in particular the Collatz–Wielandt formula and a general form of anon-negative idempotent matrices. LÄS MER

7. 5. Damping Factor Analysis for PageRank

   Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Fredrik Scheie; [2022]
   Nyckelord :PageRank; Damping factor; Probability matrix; Google matrix;

   Sammanfattning : The purpose of this thesis is to present research related to the damping factor in relation to the PageRank algorithm where a method of symbolic calculations is used to calculate eigenvalues, eigenvectors corresponding to the Google matrix in relation to both directed and undirected graphs. These graphs given comprise all the directed graphs up to four vertices and in addition the undirected graphs of five vertices are given in this thesis. LÄS MER