Search for dissertations about: "Stefan Ljung"
Found 2 swedish dissertations containing the words Stefan Ljung.
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1. Fast Algorithms for Integral Equations and Least Squares Identification Problems
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
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2. The Black-Litterman Model : Towards its use in practice
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