Sökning: "matematisk optimering"

Visar resultat 1 - 5 av 112 uppsatser innehållade orden matematisk optimering.

1. 1. Robust Portfolio Optimization with Correlation Penalties

   Master-uppsats, KTH/Matematisk statistik

   Författare :Pelle Nydahl; [2023]
   Nyckelord :Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

   Sammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER

3. 2. Optimizing within the Supply Chain: A Mathematical Model for Inventory Optimization with respect to Demand Planning

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :William Bork; Martynas Giedraitis; [2023]
   Nyckelord :Inventory model; ”Fast Moving Consumer Goods-company” FMCG-company ; Reorder point; Order quantity; ”Software as a Service-Company”; EOQ-model; R; Q -model; Forecast; Holt-Winters model; Inventory model; ”Fast Moving Consumer Goods-company” FMCG-company ; Reorder point; Order quantity; ”Software as a Service-Company”; EOQ-model; R; Q -model; Forecast; Holt-Winters model;

   Sammanfattning : This thesis examines how to design a mathematical inventory model for a ”Fast Moving Consumer Goods”-company (FMCG-company), which determines the optimal reorder point and order quantity such that the average inventory cost is minimized. The thesis was made in collaboration with a ”Software as a Service”- company which provided the data containing information about the products and inventory management of one of their customers, a FMCG-company. LÄS MER

4. 3. A Predictive Analysis of Customer Churn

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Olivia Eskils; Anna Backman; [2023]
   Nyckelord :Churn prediction; CRM; optimization; applied mathematics; machine learning; gradient boosting; random forest; logistic regression; insurance industry; Kundbortfall; CRM; optimering; tillämpad matematik; maskininlärning; gradient boosting; random forest; logistisk regression; försäkringsbranschen;

   Sammanfattning : Churn refers to the discontinuation of a contract; consequently, customer churn occurs when existing customers stop being customers. Predicting customer churn is a challenging task in customer retention, but with the advancements made in the field of artificial intelligence and machine learning, the feasibility to predict customer churn has increased. LÄS MER

5. 4. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Sebastian Persson; Niklas Hansson; [2023]
   Nyckelord :Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

   Sammanfattning : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. LÄS MER

7. 5. Increasing the Efficiency of CyberKnife Cancer Treatments by Faster Robot Traversal Paths

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Theodor Hagström; [2023]
   Nyckelord :Bachelor thesis; Radiation therapy; CyberKnife; Applied mathematics; Optimization; Treatment time; Traversal Time; Kandidatexamensarbete; Strålbehandling; CyberKnife; Tillämpad matematik; Optimering; Behandlingstid; Rörelsetid;

   Sammanfattning : Cancer remains a significant global challenge, constituting one of the leading causes of death worldwide. With an aging population, the demand for cancer treatments is increasing. Nevertheless, due to technological advancements, cancer mortality rates are declining. LÄS MER