Search for dissertations about: "Stefan Ljung"

Found 2 swedish dissertations containing the words Stefan Ljung.

  2. 1. Fast Algorithms for Integral Equations and Least Squares Identification Problems

    Author : Stefan Ljung; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fast algorithms; Integral equations; Least squares; Identification;

    Abstract : This work is concerned with fast algorithms for integral equations and least squares identification problems.The presentation is divided into three parts. In the first part a fast algorithm for solving systems oflinear equations with a matrix that is alm ost Toeplitz is derived and applied to Fredholm integral equations with stationary kernels. READ MORE

  4. 2. The Black-Litterman Model : Towards its use in practice

    Author : Charlotta Mankert; Birger Ljung; Harald Lang; Stefan Sjögren; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Black-Litterman model; portfolio theory; portfolio management; practical portfolio management; asset allocation; sampling theory; behavioural finance; behavioral finance; overconfidence; action science; action research; Business studies; Företagsekonomi;

    Abstract : The Black-Litterman model is analyzed in three steps seeking to investigate, develop and test the B-L model in an applied perspective. The first step mathematically derives the Black-Litterman model from a sampling theory approach generating a new interpretation of the model and an interpretable formula for the parameter weight-on-views. READ MORE