Search for dissertations about: "Financial optimization"

Showing result 1 - 5 of 25 swedish dissertations containing the words Financial optimization.

  1. 1. Decision Making under Uncertainty in Financial Markets Improving Decisions with Stochastic Optimization

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Jonas Ekblom; Linköpings universitet.; Linköpings universitet.; [2018]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE

  2. 2. Essays on Financial Models

    University dissertation from Department of Economics, Lund Universtiy

    Author : Henrik Amilon; Lunds universitet.; Lund University.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Abstract : Popular Abstract in Swedish Alla finansiella modeller bygger på antaganden, approximationer och förenklingar. Syftet med avhandlingen är att undersöka giltigheten och rimligheten i ett antal välkända och populära finansiella och ekonometriska modeller, med en tonvikt på de svenska aktie- och optionsmarknaderna. READ MORE

  3. 3. Optimization of Joint Cell, Channel and Power Allocation in Wireless Communication Networks

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Mikael Fallgren; KTH.; [2011]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Wireless multicell networks; Optimization; OFDMA; Shannon capacity; Complexity; NP-hard; Relays; Allocation problems; Heuristic algorithms;

    Abstract : In this thesis we formulate joint cell, channel and power allocation problems within wireless communication networks. The objectives are to maximize the user with mini- mum data throughput (Shannon capacity) or to maximize the total system throughput, referred to as the max-min and max-sum problem respectively. READ MORE

  4. 4. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Carl Lindberg; Göteborgs universitet.; Gothenburg University.; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades;

    Abstract : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. READ MORE

  5. 5. Applications of Bayesian Econometrics to Financial Economics

    University dissertation from Department of Economics, Lund Universtiy

    Author : Christoffer Bengtsson; Lunds universitet.; Lund University.; [2006]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : Popular Abstract in Swedish Denna doktorsavhandling består av fyra fristående artiklar. Artiklarna har det gemensamt att de alla använder Bayesiansk ekonometri, i kombination med s.k. Markov chain Monte Carlo (MCMC) metoder, för att studera olika problem inom finansiell ekonomi. READ MORE