Sökning: "multi commodity"

Visar resultat 1 - 5 av 33 uppsatser innehållade orden multi commodity.

  1. 1. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

    Författare :Rebecca Fällström; [2023]
    Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

  3. 2. Optimal Multi-Commodity Network Flow of Electric Vehicles with Charge Constraints

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Carl Kristian Gomér Torp; Simon Melander; [2023]
    Nyckelord :autonomous electric vehicles; multi-commodity network flow; optimal routing; traffic planning; charge constraints; linear optimization; mathematical modeling; graph theory;

    Sammanfattning : The focus of this thesis is to find, visualize and analyze the optimal flow of autonomous electric vehicles with charge constraints in urban traffic with respect to energy consumption. The traffic has been formulated as a static multi-commodity network flow problem, for which two different models have been implemented to handle the charge constraints. LÄS MER

  4. 3. Managing Commodity Price Volatility : A Multi-Case Study

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Erik Hällgren; Viktor Ljungdahl; [2022]
    Nyckelord :Commodity price volatility; raw material; strategic sourcing; Covid-19; supplier relationship management; product segmentation; escalator clause.; prisvolatilitet; råmaterial; strategiskt inköp; Covid-19; leverantörsrelationer; produktportfölj; råmaterialklausul.;

    Sammanfattning : This study investigates possible ways of managing commodity price volatility from a purchasing perspective and how the applicability of tools depends on company specific circumstances. Covid-19 has created large disruptions in global supply chains and led to increased price volatility for virtually all commodities. LÄS MER

  5. 4. Linear Programming Algorithms for Multi-commodity Flow Problems

    Kandidat-uppsats, KTH/Fysik

    Författare :Isaac Rosenberg Enquist; Phillip Sjögren; [2022]
    Nyckelord :Multi-commodity Flow Problem; Linear Programming; Linear Optimization; Simplex; Interior-point Method; Graph Theory; Optimization Theory; Transportation Problems;

    Sammanfattning : A multi-commodity flow problem consists of moving several commodities from their respective sources to their sinks through a network where each edge has different costs and capacity constraints. This paper explores different linear programming algorithms and their performance regarding finding an optimal solution for multi-commodity flow problems. LÄS MER

  7. 5. Optimering av varutransport med Mixed integer Linear Programming : En effektivisering av körsträckor när två tidigare separata transporter med olika produker kombineras.

    Kandidat-uppsats, Mittuniversitetet/Institutionen för informationssystem och –teknologi

    Författare :Felix Nordling; Simon Sandberg; [2022]
    Nyckelord :Mixed integer linear programming; multi-commodity network flow; transport logistics; goods transport; closed-loop logistic network; multi-period problem; traveling salesperson problem; Mixad heltalslinjärprogrammering; multivaru nätverksflöde; transportlogistik; varutransport; slutna logistiknätverk; flerperiodsproblem; handelsresandeproblemet;

    Sammanfattning : The purpose of this paper is to increase the routing efficiency of two previously separate commodity transports. By combining them in a common, multi-commodity network flow (MCNF). A Mixed Integer Linear Programming (MILP) model is used to minimize the mileage that is needed to fulfill demand in the different destinations of the transport network. LÄS MER