Sökning: "Quadratic programming"

Visar resultat 1 - 5 av 51 uppsatser innehållade orden Quadratic programming.

  1. 1. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Soroosh Jalaei; [2023]
    Nyckelord :Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER

  3. 2. The Impact of Quantum Computing on the Financial Sector : Exploring the Current Performance and Prospects of Quantum Computing for Financial Applications through Mean-Variance Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ante Fahlkvist; Alfred Kheiltash; [2023]
    Nyckelord :Quantum computing; Finance; Financial applications; Mean-variance optimization; Zero-one quadratic programming; Quantum computing in finance;

    Sammanfattning : Many important tasks in finance often rely on complex and time-consuming computations. The rapid development of quantum technology has raised the question of whether quantum computing can be used to solve these tasks more efficiently than classical computing. LÄS MER

  4. 3. Battery-Storage Investment for a Power System with High Variable Renewable Energy Output

    Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

    Författare :Elva Yunyan Wallimann; [2023]
    Nyckelord :decision and risk analysis; energy economics; capacity expansion; operations research; utility-scale battery;

    Sammanfattning : Climate change is posing significant threats to human beings. Deploying renewable energy sources in electricity generation is widely accepted as an indispensable part of the solution to climate change. The vast potential lies in variable renewable energy sources, such as solar and wind. LÄS MER

  5. 4. Towards individualised anaesthesia: A comparison between target-controlled infusion and closed-loop control

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

    Författare :Amanda Gustafsson; [2023]
    Nyckelord :Technology and Engineering;

    Sammanfattning : Individualised healthcare is the future of medicine, due to the so called inter-patient variability. The inter-patient variability involves differences in the drug response between different patients. The effect of a drug can usually be divided into pharmacokinetics (PK) and pharmacodynamics (PD). LÄS MER

  7. 5. Merton's Portfolio Problem under Jourdain--Sbai Model

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Sajedeh Saadat; [2023]
    Nyckelord :Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

    Sammanfattning : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. LÄS MER