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486 Uppsatser om Mean-variance portfolio optimization - Sida 7 av 33
Optimization of Burner Kiln 7, Cementa Slite
In this report focus is put on the combustion process at a cement plant. Combustion is the
heart of the cement making process and absolutely crucial to have under full control and well
optimized.
The fuel is put into the process through a burner pipe and this burner pipe is modified to
reach a more efficient combustion. The primary target is to enable burning of heterogeneous
alternative fuels and increase the production level. Other positive effects from this type of
optimization is lowered specific fuel consumption and lowered CO2 emissions.
A redundant burner is chosen for the project and overall the project steps are the following:
1. Installing a Jet air nozzle ring in a way so it can move both axially and radially due to
temperature changes.
2.
Patienters livssituation och vårdkostnad
The purpose of this paper is to test a procedure that would be useful for a certain, more final purpose. Assume that you want to know if the differences in the result of a certain effort in health care have any connection with differences between the life situations of the patients. This would be easier to investigate if the life situations of the patients had connection to the easily available variable Health Care Cost (in Swedish VK). In that case the searching for connections between VK of patient groups and the result of health care efforts would be sufficient to gain knowledge of possible connection between health care efforts and life situations. Thus that is the final purpose.
Hur motverkas rasism och främlingsfientlighet? : En undersökning hur två skolor med olika förutsättningar väljer att arbeta med värdegrunden.
AbstractMarie Widerberg (2010). Portfolio i förskolan med perspektiv på specialpedagogik. (Portfolio in primary school with perspective on special education.) Sektionen för lärarutbildningen, specialpedagog utbildningen 90 hp.Examensarbetets syfte är att med perspektiv på specialpedagogik, undersöka hur portfolion används på förskolor i en mindre kommun samt belysa specialpedagogens roll. Undersökningen utgår från följande frågeställningar: På vilket sätt påverkar och utvecklar portfolion enligt pedagogerna, det enskilda barnet och förskolans verksamhet? På vilka sätt används portfolio som ett underlag till pedagogernas egen reflektion kring sin verksamhet och sitt förhållningssätt? Vilka möjligheter och hinder menar pedagogerna att det finns i arbetet med portfolio? samt Vilken roll kan specialpedagogen ha i arbetet med portfolio och hur kan portfolion användas som ett specialpedagogiskt redskap? Arbetet ger en översikt av tidigare forskning om portfolio, specialpedagogik samt specialpedagogens roll i förskolan.
Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar
This thesis gives an introduction to securitization in general and the tranching of collateralized debt obligations in particular. It does this by using a firm-value model to simulate the underlying portfolio via monte-carlo simulations.The simulations in turn give a loss-distribution from which the various tranchings of the CDO?s are derived. To get an understanding of the influence of different variables involved in the tranching the simulations are repeated several times where the portfolio variables are changed to generate different tranchings. This to give a understanding of the influence different variables have on the tranching and consequently risks involved in CDO?s in particular but also general risks and problems of securitizations..
Solar energy on Swedish pig farms : a sunny story?
In Sweden there is a large interest in renewable energy but the market for solar power is still small compared to other countries such as Germany. Here many farmers produce their own electricity. The Federation of Swedish farmers have acknowledged the potential for Swedish farmer to produce electricity and there is an interest among the farmers. The agricultural branches in Sweden most suitable for solar power are pig production and poultry due to the even electricity need throughout a year. Swedish pig farmers are going through a period of unsteady profitability which makes it interesting to see whether producing their own electricity can affect the economic situation.
Metod för dosoptimering av digitalt detektorsystem i klinisk drift
The county of Dalarna is at present carrying through a process of digitalization where traditional x-ray film is being replaced with digital detectors. Earlier used methods for dose optimization turned out not being sufficient. This report presents a method to harmonize dose levels between x- ray sites equipped with Fujifilm imaging plate systems. An exposure index, S, related to the dose level of the examination is computed to every x-ray image. S turned out to be inversely proportional to the detector dose used at the examination.
Simulated Annealing : implementering mot integrerade analoga kretsar
Today electronics becomes more and more complex and to keep low costs and power consumption, both digital and analog parts are implemented on the same chip. The degree of automization for the digital parts have increased fast and is high, but for the analog parts this has not come through. This have created a big gap between the degrees of automization for the two parts and makes the analog parts the bottleneck in electronics develop. Research is ongoing at Electronics systems group at Linköping University target the increase of design automization for analog circuits. An optimizationbased approach for device sizing is developed and for this a good optimization method is needed which can find good solutions and meet the specification parameters.
Aktiefonder : Ett lönsamt investeringsalternativ?
Background: Mutual funds have become an important part of the Swedish deposit market. Savings in mutual funds add up to almost 20 percent of the households'assets. When the pension reform is carried out all employees are going to have savings both in mutual and bond funds. But only if the fund overperforms the market it is worth investing. Purpose: The purpose of this study is to explore if Swedish mutual funds have generated higher returns than market portfolio in the late nineties.
På vilka grunder bedöms elevernas insatser under APU:n? : En granskning av det nuvarande bedömningsunderlaget för elevernas APU på Sjömansskolan i Stockholm och ett förslag till bättre bedömningsunderlag med portfolio som hjälpmedel.
Vi har på förslag från Johan Östergren, rektor på Sjömansskolan i Stockholm, kartlagt vad som fungerar bra och vad som fungerar mindre bra med det nuvarande systemet för bedömning av elevernas insatser när de är ute på APU (Arbetsplatsförlagd utbildning). Genom att intervjua elever, handledare, lärare och rektor, har vi bland annat undersökt hur kommunikationen mellan grupperna ser ut och vad de olika grupperna anser om de nuvarande dokumenten som eleverna arbetar med under APU:n. När elevens APU är slut ska handledaren lämna en betygsrekommendation till läraren, men på vilka grunder görs denna bedömning? Vi gör en historisk återblick för att ge läsaren förståelse för den yrkeskultur och tradition som finns inom sjömansyrket. Den svenska sjömansutbildningen jämförs i ett internationellt perspektiv med den lärlingsanpassade sjömansutbildningen i Danmark.
Alternativa index - En studie av mean-variance-effektiviteten hos index baserade på fundamentalvärde kontra börsvärde
Finansiella index är viktade genomsnitt av olika tillgångars avkastning från en bestämd tidpunkt. Traditionella index är börsvärdeviktade. Problemet med denna typ av index är att börsvärdet tidvis kraftigt kan överdrivas på grund av spekulation. Alternativa index bygger på företags fundamentalvärden. De viktas därmed efter företags faktiska redovisade siffror i balans- och resultaträkningar.
Undersökning av exponeringsindex för bildplattesystem inför optimeringsarbete
The county hospital of Dalarna has for the last couple of years carried through a process of digitalization. The result is that within the county it exists image plate systems from two different manufacturers. In an attempt to create a tool for dose optimization and dose surveillance the county of Dalarna would like to investigate if the exposure index from Agfa and Fuji is suitable as a dose indicator. An investigation of the exposure index, S, from Fuji has already been done. This thesis has been continuing the investigation by evaluating the stability of the exposure index, lgM, from Agfa.
Design of Production Contracts : an examination of the Findus pea production contract
The Swedish processor Findus contracts approximately 500 pea producers annually to secure the company?s supply of green peas for human consumption. A production contract, which has had roughly the same design for decades, regulates the relation between Findus and the pea producers. Agriculture is typically a risky business. The main sources of risk in agricultural production are production risk and price risk.
Den lokala morgontidningens annonsavdelning idag och för 15 år sedan : En undersökning baserad på intervjuer av representanter vid sex lokala morgontidningar
During the last 15 years the Swedish media market has developed a great deal, thanks to the rise of new media. Literature, articles and investigations have contributed to producing the chapter of background of this essay. How the local newspaper and its organization has changed over time is being accounted in this essay. From the newspaper being the only product on the market to now having a spread out product portfolio. By doing the qualitative interview with research representatives of six local newspapers the aimis to answer the following questions: Who were your competitors 15 years ago? Who are your competitiors today? In what way has the increased competition changed your way of working at the division of advertisement and how do you consider the the increase of mediachannels having affected the customer? How do you see the future? The main results show that all six representatives agree on the fact that the competition has increased during the last 15 years.
Modellbaserad prediktiv reglering av en dieselmotor med variabel geometriturbin och återcirkulering av avgaser
Control of a diesel engine equipped with Variable Geometry Turbine (VGT) and Exhaust Gas Recirculation (EGR) requires a multivariable control method. One problem is that the engine system is non-linear. Furthermore there are strong cross-connections between inputs and outputs and the inputs have alsoboundaries. To be able to manage these control problems, MPC has been used that is a multivariable method. The MPC-controller consists of an optimization problem and therefore MPC can find the optimum control signals in an easy way.
Supply Chain Optimization for Sourced Production
Abstract. Title: Supply Chain Optimization ? for Sourced Production. Authors: Patricia Möller and Andreas Paulsson. Tutors: Jan Eskil Hollen ? Business Developer, Lilleborg as, Orkla, Everth Larsson ? Department of Industrial Management and Logistics, Division of Engineering Logistics, Lund University, Carl-Henric Nilsson ? Department of Economics and Business Administration, School of economics and management, Lund University.