Sökning: "Null space representations"

Hittade 2 uppsatser innehållade orden Null space representations.

1. 1. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES

   Master-uppsats, KTH/Matematisk statistik

   Författare :Jacob Barnholdt; Filip Carlsson; [2020]
   Nyckelord :Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;

   Sammanfattning : 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

3. 2. An Object-Oriented Data Analysis approach for text population

   Master-uppsats, KTH/Matematisk statistik

   Författare :Joffrey Dumont-Le Brazidc; [2018]
   Nyckelord :;

   Sammanfattning : With more and more digital text-valued data available, the need to be able to cluster, classify and study them arises. We develop in this thesis statistical tools to perform null hypothesis testing and clustering or classification on text-valued data in the framework of Object-Oriented Data Analysis. LÄS MER