Sökning: "Stefan Ljung"

Hittade 2 avhandlingar innehållade orden Stefan Ljung.

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

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

    Sammanfattning : 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. LÄS MER

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

    Författare :Charlotta Mankert; Birger Ljung; Harald Lang; Stefan Sjögren; KTH; []
    Nyckelord :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;

    Sammanfattning : 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. LÄS MER