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Online intra-day portfolio optimization using regime based models

Genom att utnyttja vissa strukturer i den finansiella marknaden kan man skapa prognoser för finansiella instrument. Prognoserna man kan man utnyttja i in en algoritm som optimerar en portfölj av olika instrument. Resultatet är en portfölj som över mer i värde än själva instrumentet. Vi har all hört att man bör spara pengar inför pensionen. Många väljer att spara pengar genom att placera pengarna In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. MPC has been found to have a computational advantage when ret

A Swedish Presence ”A case study of Swedish companies in Japan”

As one of the largest economies in the world, Japan obtains great potential for foreign investors. Nonetheless, the Japanese market has been known to be difficult to penetrate for foreign companies. Research areas of adjustment regarding Swedish companies’ market presence in Japan were identified as; forming the organisation characteristics, culture and leadership approach, acquiring skills, manag

Minimering av avfall i produktion av prefabricerade husmoduler

Leaving a sustainable society for our children is considered an arbitrary goal for the environmental work that is currently taking place in Sweden. Today, 140 million tonnes of non-hazardous waste is generated in Sweden, which is unsustainable. 31% of the non-hazardous waste is traced to the construction industry, the mining industry excluded. Today, the waste is an unused resource that is purchas

An investigative study of how to utilize a smart mirror with user focus

As the tech industry evolves in a rapidly increasing pace, every other company tries to keep up with the pace of development by adapting advanced systems. Users are getting more and more comfortable with smart objects which are constantly connected with the intention of improving the life of every person. The concept of introducing technology into artifacts has been a focus of the market and diffe

Forming a Supply Chain Strategy for a Startup

About 90% of all startups fail to become successful, and the most significant reason is due to premature scaling. Limited research has priorly been conducted in the borderland between startups and supply chain. Explicitly on how a startup should go about defining its supply chain objective and how to measure its performance. Nevertheless, the high-tech startup industry sees potential in gaining in

Verket

Syftet med detta examensarbete är att utforska hur samtida arkitektur kan påverka och påverkas vid ökad cirkulär resursanvändning. Det kan i sin tur generera nya perspektiv kring dagens resurssystem och hur vi arkitekter kan arbete med det. Projektet konkretiseras genom en återbruksdepå i central Malmö. Tanken är även att den nya återbyggdepån ska fylla ett pedagogiskt syfte för besökarna i hur ma

Analys av vägledande markeringars påverkan på utrymmande personers vägval med hjälp av eyetracking

Trots att det idag är krav på vägledande markeringar finns det i dagsläget lite kunskap om i vilken utsträckning de faktiskt gör nytta. Det är därför av intresse att studera om människor verkligen tittar på dessa i en utrymningssituation. Denna studie undersöker huruvida människor observerar vägledande markeringar där tre olika skylttyper testats för att se om det finns skillnader. De tre skylttyThe use of exit signage is legally regulated even thought there is a lack of knowledge regarding the extent to which they help. It’s therefore of interest to study if people actually look at them in an evacuation situation. This thesis examines whether people observe exit signage, whereas three different sign types are tested to conclude differences. The three tested types were normal, illuminate

Varför är den svenska kronan svag?

During the last few years the Swedish currency has depreciated against the Euro and the US-dollar, despite the Swedish economy growing faster than expected. Disagreement in prior research regarding exchange rate fluctuations among with the situation in Sweden, is the motivation behind this report. This paper examines the factors responsible for the depreciation of the Swedish Krona in 2018, based

Analys av brandspridning inom probabilistiska säkerhetsanalyser använda i kärnkraftsindustrin

The work presented in this report was based upon two different stages, with the aim of coming up with an improved screening process concerning fire spread within PSA at Ringhals Nuclear Power Plant in Sweden. The first phase consisted of creating a methodology for the screening process, which was based on various screening data, such as CDF, fire loads and openings between compartments. Each sprea

Olika interventionsmetoder och deras påverkan på vuxna patienter i samband med magnetisk resonanstomografi

Bakgrund: Magnetisk resonanstomografi har blivit allt vanligare när det kommer till diagnostisering av sjukdomar. Det är inte ovanligt att patienter upplever obehag, ångest och oro i samband med MRT. Detta kan leda till att patienterna rör på sig under undersökningen vilket kan leda till rörelseartefakter och sämre bildkvalitet. I röntgensjuksköterskans kompetensbeskrivning står det att röntgensju

Present and Future Extreme Weather in Sweden According to the d4PDF

Natural events that happen more rarely have historically been more difficult to study and continue to require different methods. For example, rare occurrences of natural disasters and weather events can have return periods of thousands of years but because of their large impact are very important to study. In addition to being used to study the changing climate, climate models have the advantage o

Redistribution of leftover food from municipal canteens in Sweden to avoid food waste - Environmental, social and economic effects

I december 2015 skrev den svenska regering under FN:s Agenda 2030 bestående av 17 hållbarhetsmål med tillhörande 169 delmål. Mål 12, delmål 3 lyder: “Till 2030, halvera det globala matsvinnet per person i butik- och konsumentledet, och minska matsvinnet längs hela livsmedelskedjan, även förlusterna efter skörd.” Att fullt ätbar mat slängs belyser alla tre aspekter av begreppet hållbarhet på ett efIn 2015 the Swedish government signed the UN Agenda 2030 comprising of 17 Sustainable Development Goals and a total of 169 sub targets. Goal 12 target 3 reads as follows: “By 2030, halve per capita global food waste at the retail and consumer levels and reduce food losses along production and supply chains, including post-harvest losses.” Wasting eatable food effectively highlights all three param

Non-contact measurement of heart rate using a camera

Framtidens metod för pulsmätning utan direktkontakt Med hjälp av en ny metod att mäta puls, kan pulsen detekteras enklare och bättre på flera sätt. Metoden som presenteras i detta arbete använder en kamera för att i realtid kunna mäta patientens puls på avstånd. Detta leder till att patienten kan röra sig mer fritt under mätningarna. Det underlättar även för långtidsövervakning samt ger ett mer kMeasurements of heart rate without contact can be of much importance when the possibilities of skin contact for different reasons are limited, or for monitoring at distance over time. This is an emerging area in our time, and the idea to construct a working system to demonstrate the technique was therefore born. The work has been performed at the Department of Biomedical Engineering at LTH. The m

Investigating Continuous Delivery as a Self-Service

Continuous Delivery (CD) has today become an essential part of software development for a reliable and automated quality assurance process. However, the challenge of introducing CD starts with setting up a CD pipeline and providing the necessary infrastructure for it, which may take a considerable amount of time and require expertise knowledge. This complex and costly implementation will also requ

Analysing Raman spectra of crystalline cellulose degradation by fungi using artificial neural networks

This thesis investigates the use of artificial neural networks for classifying Raman spectra of partially degraded cellulose samples by fungal species. A multilayer perceptron configuration of 4 hidden layers and 128 hidden nodes was able to classify a set of 60 samples with an overall prediction accuracy of 0.55. Results show that data resolution is an important factor when optimizing classifier

ARIMA-modellering av anlagda bilbränder i Sverige

An ongoing trend the last couple of years has been the intense reporting of an increased amount of deliberate vehicle fires in Sweden. As the overall assumption in society is that the number of deliberate vehicle fires is steadily increasing, a statistic model trying to investigate this was made. In 1998, the share of deliberate car fires were estimated to 12%, the same number in 2015 was 38%, ind

Examination, Identification and Characterization of Bioactive Compounds Found in the Liver and Venom sac of Chimaera monstrosa

Ny antibiotikakandidat upptäckt i levern hos djuphavsfisken Havsmus Två tidigare okända ämnen med antibiotisk aktivitet har renats fram ur havsmusens lever. I havsmusens lever och giftblåsa har också ämnen med toxiska aktiviteter hittas. Dessa substanser kan vara av intresse för framtagning av smärtstillande och bakteriedödande läkemedel. Penicillinet upptäcktes för 100 år sedan av Alexander FleThe liver oil from C. monstrosa (rat fish) has traditionally been used as a natural remedy in the area around Skagerrak, since it is believed to have a wound healing and analgesic effects. On its back the rat fish carries a vigorous venom spine connected to glandular cells, which secrets toxins. A previous study shows that extract from the liver and venom glands had a cytotoxic activity on A. naup

Improving the usability of secure information storing within blockchain applications

Today's blockchain applications have been inherently created by and for users who understand the blockchain technology. To improve mass adoption of blockchain solutions, the user experience must improve, and the attention must move to users not familiar with the underlying technology. This dissertation starts with reviewing the main concepts of blockchain technology and examining the UX of dif

Högt, lågt eller mittemellan? - Att vara mellanchef i ett hotell- och restaurangföretag ur ett organisationskulturellt perspektiv

I mitt yrkesliv har jag varit verksam i ett antal olika organisationer inom samma bransch, både som anställd och på mellanchefsnivå. Det har fått mig att fundera på dels hur företag som till synes är ganska lika med samma verksamhet och målsättning ändå kan vara så olika? I denna uppsats tar jag utgångspunkt i hur det är att vara mellanchef. Att vara mellanchef innebär att vara den person som befi