32 research outputs found
Genetic Algorithm Based Tuning of Nonfragile and Robust PI Controller for PSFB DC-DC Converter
No full textEnzymatic Synthesis of α-Tocopheryl Glycosides
No full textThis Dissertation / Report is the outcome of investigation carried out by the creator(s) / author(s) at the department/division of Central Food Technological Research Institute (CFTRI), Mysore mentioned below in this page
Enzymatic synthesis of vitamin glycosides
No full textThis Dissertation / Report is the outcome of investigation carried out by the creator(s) / author(s) at the department/division of Central Food Technological Research Institute (CFTRI), Mysore mentioned below in this page
Voltage multiplier integrated HID ballast and the application of triple insulated wire in the design of igniter transformer
No full textAuthor name used in this publication: K. W. E. ChengPower Electronics Research CentreRefereed conference paper2006-2007 > Academic research: refereed > Refereed conference paperVersion of RecordPublishedPublisher permissio
Study of dimming control methods for HID automotive lamps
No full textAuthor name used in this publication: K. W. E. ChengRefereed conference paper2006-2007 > Academic research: refereed > Refereed conference paperVersion of RecordPublishedPublisher permissio
Research on a novel switched reluctance wind power generator system for electric vehicles
No full textAuthor name used in this publication: K. W. E. ChengVersion of RecordPublishedPublisher permissio
Design of an LED thermal system for automotive systems
No full textAuthor name used in this publication: K. W. E. ChengVersion of RecordPublishedPublisher permissio
Portfolio Modeling, Analysis and Management
No full textabstract: A systematic top down approach to minimize risk and maximize the profits of an investment over a given period of time is proposed. Macroeconomic factors such as Gross Domestic Product (GDP), Consumer Price Index (CPI), Outstanding Consumer Credit, Industrial Production Index, Money Supply (MS), Unemployment Rate, and Ten-Year Treasury are used to predict/estimate asset (sector ETF`s) returns. Fundamental ratios of individual stocks are used to predict the stock returns. An a priori known cash-flow sequence is assumed available for investment. Given the importance of sector performance on stock performance, sector based Exchange Traded Funds (ETFs) for the S&P; and Dow Jones are considered and wealth is allocated. Mean variance optimization with risk and return constraints are used to distribute the wealth in individual sectors among the selected stocks. The results presented should be viewed as providing an outer control/decision loop generating sector target allocations that will ultimately drive an inner control/decision loop focusing on stock selection. Receding horizon control (RHC) ideas are exploited to pose and solve two relevant constrained optimization problems. First, the classic problem of wealth maximization subject to risk constraints (as measured by a metric on the covariance matrices) is considered. Special consideration is given to an optimization problem that attempts to minimize the peak risk over the prediction horizon, while trying to track a wealth objective. It is concluded that this approach may be particularly beneficial during downturns - appreciably limiting downside during downturns while providing most of the upside during upturns. Investment in stocks during upturns and in sector ETF`s during downturns is profitable.Dissertation/ThesisM.S. Electrical Engineering 201
