Sökning: "cma-es"
Hittade 3 uppsatser innehållade ordet cma-es.
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 statistikSammanfattning : 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
2. 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
3. Automatic parameter tuning in localization algorithms
Master-uppsats, Linköpings universitet/Programvara och systemSammanfattning : Many algorithms today require a number of parameters to be set in order to perform well in a given application. The tuning of these parameters is often difficult and tedious to do manually, especially when the number of parameters is large. It is also unlikely that a human can find the best possible solution for difficult problems. LÄS MER