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486 Uppsatser om Mean-variance portfolio optimization - Sida 27 av 33

Dagvattendammars reningseffekt : påverkande faktorer och metodik för statistisk modellering

Storm water is defined as runoff from precipitation such as rain or snow. It is collected in sewage disposal systems and since it mainly originates from urban areas it can contain high levels of heavy metals, nutrients and oil etc. Polluted storm water is currently treated by different methods such as wet ponds, constructed wetlands and filter strips. This study investigates these methods, which in earlier studies have shown to give varying results regarding their treatment efficiency.This thesis has been written on commission of SWECO VIAK and was aimed at studying those parameters that may affect the treatment efficiency of nutrients and heavy metals in storm water treatment facilities (STF:s). Through literature studies the dominating treatment processes in ponds and wetlands were examined.

Prövning av liggtidssensorer som indikator på förestående kalvning hos dikor

The aim of the study was to find repetitive behavioral patterns pre calving that could be used as indications of calving in beef cattle. In the study sixteen Standing- and lying down sensors were attached to the leg of sixteen beef cows. Ten of the sixteen beef cows gave birth to calves during the trial period. From these ten cows, data from six cows were used to assess the sensors fitness for use as calving indicators. The analytical part of the experiment was divided into two parts, calculation of divergence of mean lying time within different time intervals, and the number of lying bouts.The first part consisted of optimization of an equation used to highlight divergence in mean lying time within eight different time intervals (3, 6, 9, 12, 15, 18, 21 and 24 hours).

En jämförelsestudie av AP-fonderna och bankernas Sverigefonder 2003-2010

Background: In 1999 the Swedish pension system was reformed with an aim to create a stable and high return on pension assets. First, Second, Third and Fourth general pension funds, hereby referred to as AP1-AP4, had an important part in the reform. AP1-AP4, also called the buffer funds, was assigned to secure long-term, big parts of the pension capital. The funds objective is by law, to manage the fund's assets in a manner that provides maximum benefit for the state pension. The funds will also invest pension assets with an overall low level of risk while achieving a sustainable high return.Aim: The purpose of this study is to investigate whether the First-Fourth AP-Funds is meeting its objectives regarding risk and return according to Swedish law.

Utfodring av rapsfoderråvara i fodersystem till mjölkkor

The feed is a major cost in the dairy production and there is a constant interest in findingalternative cost-effective feedstuffs. Competitive dairy producers have to seek ways todecrease their production costs and the pursuit of cost-effective feed rations contributesto lower costs of production. An interesting group of protein concentrates are rapeseedproducts like ExPro (heat treated rapeseed) which have during the autumn 2008 andspring 2009 been very favourable compared to other protein feeds.This study focuses on the feedstuff products ExPro and Raps-Drank 60/40 (rapeseeddistillersgrain). The potential use of ExPro in dairy cow feed rations are also explored.ExPro is a well known feedstuff but Raps-Drank 60/40 is a relatively new product andnot known for many farmers.A field study on the use of rapeseed products was made on a limited number of dairyfarms. The main purpose was to study the management of the feedstuffs on the farms.The Farms were selected in cooperation with two local extension services.

Konstruktionstudie av en ångexpander

This thesis applies to a novel steam expander, one part of a steam engine system, a wobble plateengine. The piston in the expander moves axially with the outgoing rotating shaft and is locatedon a plate, why the engine type is called axial engine. When steam is applied to the plungers theplate wobbles creating a rotation on the shaft going thru the wobble plate. The steam expander issupposed to be used in exhaust gas recovery (bottoming cycle) applications and small scaleenergy production. The commissioner is Ranotor Utveckling AB.

Utveckling av beslutsstöd för kreditvärdighet

The aim is to develop a new decision-making model for credit-loans. The model will be specific for credit applicants of the OKQ8 bank, becauseit is based on data of earlier applicants of credit from the client (the bank). The final model is, in effect, functional enough to use informationabout a new applicant as input, and predict the outcome to either the good risk group or the bad risk group based on the applicant?s properties.The prediction may then lay the foundation for the decision to grant or deny credit loan.Because of the skewed distribution in the response variable, different sampling techniques are evaluated. These include oversampling with SMOTE, random undersampling and pure oversampling in the form of scalar weighting of the minority class.

Balanced Scorecard inom sjukvården : Ett koncepts översättningsprocess i en komplex organisation

Purpose: The purpose of this study is to increase the understanding of how a bank?s features and internal factors have affected its choice of method in calculating the capital requirement.Theoretical and Empirical Method: The research strategy of this study has been of a qualitative nature with a deductive approach. The choice of method was depth interviews with respondents from a targeted sample of Swedish banks. These respondents were chosen based on the knowledge they possess as key employees in the capital requirement process and their involvement in choosing their banks? method for calculating the capital requirement.

When I die, I want to be recycled - a study of the view of the funeral industry on the handling of metals in cremation

Kremering är idag det vanligaste jordfästningssättet i Sverige, de allra flesta som avlider kremeras och gravsätts i urna. Frågan om hur de metaller som finns i kroppen men inte får plats i urnan hanteras har hittills inte väckt så stor uppmärksamhet, speciellt inte ur miljösynpunkt. Dock handlar det om åtskilliga ton metall som varje år grävs ner på kyrkogårdar runt om i landet. Denna metall påverkar dels miljön negativt, dels kommer det att ta upp mer och mer plats på kyrkogårdarna i framtiden, och att gräva ner metaller imarken är inte ett miljöoptimerat sätt att hantera dessa. Det finns dock andra saker än bara miljön att ta hänsyn till i denna fråga.

Simulering av simulinkmodeller med Extended Kalman Filter

Simulations of simulink models using Kalman filters are often very time-consuming. This problem depends mainly on the fact that the Kalman correction has to be performed at each sample instance through the whole simulation. The goal for this thesis work is to reduce that time-consumption for the filtering part (the integration partis treated in a complementary report) of a simulation. Furthermore a Matlab routine to perform parameter tuning and finally a graphical user interface is developed.The filtering part of the simulation in this thesis is based on an Extended Kalman Filter (EKF). The time optimization of this filter considers searching for the possibility to replace the today?s existing Matlab functions that is used to perform the filtering calculations.

Småskalig utsädesproduktion : ekonomiska och organisatoriska aspekter

The economic situation in the Swedish agricultural industry is currently experiencing a development towards larger units. This progress occurs simultaneously as farmers in cooperation more frequently make investments to decrease risk exposure and to improve the financial result. The purpose with this thesis is to study which advantages and problems a group of farmers experience after a common investment in a small-scale seed production. The aim with this investment is to increase the level of vertical integration in their respective agricultural firms and the results will be analyzed from an economic point of view. At present, the farmers are all seed producers with considerable cultivation areas.

Det krympande klassrummet : En studie av högstadielärares förutsättningar i ett reformerat skolsystem

Since the 1990?s the Swedish school system has undergone major and recurring structural reforms. Two of the most comprehensive changes has been the shift of primary schools as an integral part of the welfare state to the responsibility of the municipalities as well as the introduction of free school choice for the students. Through two months of participant observations and semi-structured interviews this thesis seeks to answer the question of how these reforms has come to effect the work of teachers in a medium sized public school in a small municipality in the outskirts of Stockholm. Earlier research has shown that public schools in socio-economically vulnerable areas are disadvantaged due to the reformation of the school system (Beach & Sernhede, 2011; Östh, Andersson, & Malmberg, 2013).

Ska man tro på aktie-Nostradamus? : en studie om aktierekommendationers värde för privata investerare

Intro: 80 percent of the Swedish population own shares. This makes Sweden the leading country in private investment in securities. It can be difficult for the private investor to know where, when and which security to invest in. The strategies are as ambivalent as the stock markets fluctuations. If the investor prefers to refrain from investing money himself, there are brokers who carry out these types of services.

Utvärdering av en väggkonstruktion utan PE-folie : Med en undersökning av hårdvaxolja som diffusions-/konvektionsspärr

District heating covers around 80 % of the heating demand in apartment buildings and 10 % in single-family homes in Sweden. In the year 2010 the total input of energy to the Swedish district heating grids was about 70 TWh, which corresponds to 11 % of the total energy input to the whole energy system in the country. Through the combined production of heat and power the CHP-plants often reaches an efficiency of 90 % from energy in the fuel to produced heat and power. In order to keep the efficiency high it is important for the owners of the plant to have good knowledge about the plants performance at different operation points. Strängnäs Energi AB initiated this diploma work together with FVB Sverige ab in order to come up with a program for short term planning of the production of heat and power at the company´s CHP-plant.The work consists of three main parts.

Reglerstrategi för fria ventiler : ? Utveckling av en fyrtakts förbränningsmodell för att prediktera optimala ventilinställningar

As emission legislations across the world continuously pushes engine development forward,engineers constantly need to come up with and implement fuel saving technologies. During thelast decade, variable cam phasing has become a popular solution to increase gas exchangeefficiency. This configuration is typically mechanically constrained by camshaft limitations, anda solution to circumvent this problem would be to use a different valve actuation principle.One example of this is to use pressurized air controlled by electrical solenoids. Such a systemhas been developed byCargine Engineering and this provides the starting point for this work. Tobe able to operate the valvetrain on an actual engine, a control system is needed.

Acoustic Levitation - Optimization of instrumental parameters of the LevMac instrument for protein crystallization applications

LevMacinstrumentet är ett analysinstrument under utveckling som utnyttjar leviterade droppar på 100 nl ? 2 ?l. Genom att använda leviterade droppar med den omgivande atmosfären som enda kontaktyta, undviker LevMac?en de vanligaste problemen associerade med miniatyrisering av analytiska tekniker, t.ex. kontaminering av provet genom desorption från provbehållaren eller andra gränsytor, adsorption av analyten till omgivningen med minskat utbyte som följd, och optisk interferens vid väggarna av provbehållaren vilket resulterar i störningar av detektionen.Tillsatser till den leviterade droppen kan göras i pl-området och reaktioner i droppen kan följas med olika spektroskopiska tekniker.

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