Sökning: "Feasible region approximation"

Hittade 4 uppsatser innehållade orden Feasible region approximation.

1. 1. Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem

   Master-uppsats, KTH/Matematisk statistik

   Författare :Karl Wallström; [2021]
   Nyckelord :Optimization; Initial margin; Evolutionary algorithms; CMA-ES; Support vector machines; Boundary constraint handling; Nonlinear constraints; Repair algorithms; Feasible region approximation; Optimering; Initial margin; Evolutionära algoritmer; CMA-ES; Support vector machines; Hantering av bivillkor; Icke-linjära bivillkor; Reparationsalgoritmer; Approximation av tillåtet område;

   Sammanfattning : The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. LÄS MER

3. 2. Deep Learning for Dynamic Portfolio Optimization

   Master-uppsats, KTH/Matematisk statistik

   Författare :Victor Molnö; [2021]
   Nyckelord :Dynamic portfolio optimization; No-trade-region; Deep learning; Policy iteration; Dynamisk portföljoptimering; Handelsstoppregion; Djupinlärning; Policyiterering;

   Sammanfattning : This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm, on a larger scale for the original problem. LÄS MER

4. 3. A Space-Time Study of the Electron-Electron Interaction in High-TC Parent Compound La2CuO4: In Search of an Attractive Effective Interaction

   Master-uppsats, Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionen

   Författare :Tor Sjöstrand; [2016]
   Nyckelord :Physics and Astronomy;

   Sammanfattning : The superconductivity under doping in the famous cuprate compounds is believed to originate in the CuO2 planes. The mediator of pairing is generally accepted to be induced from electronic degrees of freedom. LÄS MER

5. 4. HYDRODYNAMIC OPTIMIZATION OF TWO-DIMENSIONAL MULTI-ELEMENT TRAWL-DOOR SHAPES USING LOCAL SURROGATE MODELS AND ANALYSIS OF CONTROLLABLE TRAWL-DOOR SHAPES

   Master-uppsats, KTH/Kraft- och värmeteknologi

   Författare :Magnus Juliusson; [2013]
   Nyckelord :;

   Sammanfattning : The study is motivated by the quest to lower the fuel consumption of trawlers and reduce green house gas emissions. Conventional trawl-doors contribute to about one third of the trawlers fuel consumption. Design and optimization of trawl-doors using computational models is vital in minimizing the fuel consumption. LÄS MER