Sökning: "Nollrumsrepresentationer"
Hittade 1 uppsats innehållade ordet Nollrumsrepresentationer.
1. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. LÄS MER
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