Search for dissertations about: "Moore-Penrose inverse"

Found 3 swedish dissertations containing the words Moore-Penrose inverse.

  2. 1. Modeling the covariance matrix of financial asset returns

    Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE

  4. 2. Pairs of projections on a Hilbert space:properties and generalized invertibility

    Author : Sonja Radosavljevic; Vladimir Kozlov; Bengt-Ove Turesson; Uno Wennergren; Pavel Kurasov; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis is concerned with the problem of characterizing sums, differences, and products of two projections on a separable Hilbert space. Other objective is characterizing the Moore-Penrose and the Drazin inverse for pairs of operators. We use reasoning similar to one presented in the famous P. READ MORE

  5. 3. A Wave Expansion Method for Aeroacoustic Propagation

    Author : Johan Hammar; Gunilla Efraimsson; Ciarán J. O'Reilly; Wim De Roeck; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sound propagation; Sound generation; Aeroacoustics; Aerodynamics; Computational fluid dynamics; Computational aeroacoustics; Numerical methods; Lighthill; Curle; Ffowcs Williams and Hawkings; Frequency-domain propagation; Wave expansion method.; Vehicle and Maritime Engineering; Farkostteknik;

    Abstract : Although it is possible to directly solve an entire flow-acoustics problem in one computation, this approach remains prohibitively large in terms of the computational resource required for most practical applications. Aeroacoustic problems are therefore usually split into two parts; one consisting of the source computation and one of the source propagation. READ MORE