Sökning: "kvadratisk optimering"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden kvadratisk optimering.

1. 1. Adjoint-based Formulation for Shape Optimization Problems in Computational Fluid Dynamics

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Anton Scotte; [2023]
   Nyckelord :;

   Sammanfattning : A continuous adjoint formulation for exterior optimization of Dirichlet data on the boundary for potential flow applications has been developed in this thesis. This has been performed by utilizing boundary integral methods for both the primal problem (Laplace’s equation) and for the corresponding adjoint equation (Poisson’s equation) on the unit disc. LÄS MER

3. 2. Access Point Selection and Clustering Methods with Minimal Switching for Green Cell-Free Massive MIMO Networks

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Qinglong He; [2022]
   Nyckelord :Cell-free massive MIMO; multi-objective optimization; deep reinforcement learning; AP switch ON OFF; energy efficiency; Cellfri massiv MIMO; multiobjektiv optimering; djup förstärkningsinlärning; AP switch ON OFF; energieffektivitet;

   Sammanfattning : As a novel beyond fifth-generation (5G) concept, cell-free massive MIMO (multiple-input multiple-output) recently has become a promising physical-layer technology where an enormous number of distributed access points (APs), coordinated by a central processing unit (CPU), cooperate to coherently serve a large number of user equipments (UEs) in the same time/frequency resource. However, denser AP deployment in cell-free networks as well as an exponentially growing number of mobile UEs lead to higher power consumption. LÄS MER

4. 3. Evaluation of a Portfolio in Dow Jones Industrial Average Optimized by Mean-Variance Analysis

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Alexander Strid; Daniel Liu; [2020]
   Nyckelord :applied mathematics; mean-variance analysis; modern portfolio theory; Markowitz; Dow Jones Industrial Average; quadratic optimization; portfolio optimization; tillämpad matematik; mean-variance analysis; modern portföljteori; Markowitz; Dow Jones Industrial Average; kvadratisk optimering; portföljoptimering;

   Sammanfattning : This thesis evaluates the mean-variance analysis framework by comparing the performance of an optimized portfolio consisting of stocks from the Dow Jones Industrial Average to the performance of the Dow Jones Industrial Average index itself. The results show that the optimized portfolio performs better than the corresponding index when evaluated on the period between 2015 and 2019. LÄS MER

5. 4. Private Equity Portfolio Management and Positive Alphas

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Rikard Franksson; [2020]
   Nyckelord :Nordic private equity performance; private equity valuation; CAPM; portfolio optimization; multivariate linear regression; quadratic optimization; Nordiskt privatkapitals prestation; värdering av privatkapital; CAPM; portföljoptimering; multipel linjär regression; kvadratisk optimering;

   Sammanfattning : This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. LÄS MER

7. 5. A study on the application of machine learning algorithms in stochastic optimal control

   Master-uppsats, KTH/Matematisk statistik

   Författare :Xin Huang; [2019]
   Nyckelord :;

   Sammanfattning : By observing a similarity between the goal of stochastic optimal control to minimize an expected cost functional and the aim of machine learning to minimize an expected loss function, a method of applying machine learning algorithm to approximate the optimal control function is established and implemented via neural approximation. Based on a discretization framework, a recursive formula for the gradient of the approximated cost functional on the parameters of neural network is derived. LÄS MER