Browsing NTNU Open by Author "Bertheussen, Andreas"

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Adaptive Beamforming Using the Recursive Least Squares Algorithm on an FPGA

Bertheussen, Andreas (Master thesis, 2015)

This thesis describes the design and implementation of a five-channel beamformer using a Space-Time Adaptive Processing (STAP) filter with Recursive Least Squares (RLS) as the adaptive algorithm. The objective of the ...
Equity Risk Premium Estimation Models: A study of the effects of trading liquidity on traditional asset pricing models

Bertheussen, Andreas (Master thesis, 2011)

I ask whether added liquidity factors improve the ability of the Sharp-Lintner CAPM and the Fama French three-factor model to explain asset returns, ex-post, in the Norwegian stock market. Through cross-sectional and ...