Sökning: "Cardinality Constraints"

Hittade 2 uppsatser innehållade orden Cardinality Constraints.

1. 1. Portfolio Optimization Problems with Cardinality Constraints

   Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

   Författare :Abolgasem Esmaeily; Felix Loge; [2023]
   Nyckelord :Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

   Sammanfattning : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. LÄS MER

3. 2. Ternära koder för variabelt felskydd

   Uppsats för yrkesexamina på grundnivå, Institutionen för systemteknik

   Författare :Björn Karlsson; [2002]
   Nyckelord :Datorteknik; ternära koder; variabelt felskydd; likaviktskoder; konstant sammansättningskoder; Datorteknik;

   Sammanfattning : Ternary codes for unequal error protection is a part of a communication system where different parts of the information to be transmitted can receive different amount of error protection. There are a lot of applications where the channel conditions fluctuate so that reliable or acceptable communication can not be guaranteed. LÄS MER