Sökning: "robust optimization"

Visar resultat 1 - 5 av 164 uppsatser innehållade orden robust optimization.

  1. 1. Robustness Analysis of Perfusion Parameter Calculations

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

    Författare :Alicia Palmér; [2024]
    Nyckelord :Perfusion; Medical image analysis; Dynamic Contrast Enhanced Magnetic Resonance Imaging; Tofts model; Functional imaging; Optimization; T1 map; Perfusion; Medicinsk bildanalys; Dynamisk kontrastförstärkt magnetisk resonanstomografibildtagning; Tofts-modell; Funktionell bildbehandling; Optimering; T1 karta;

    Sammanfattning : Cancer is one of the most common causes of death worldwide. When given optimal treatment, however, the risk of severe illness may greatly be reduced. Determining optimal treatment in turn requires evaluation of disease progression and response to potential, previous treatment. LÄS MER

  3. 2. Feasibility Study of Energy Harvesting via Biofuel Cell for Miniaturised Implantable Biosensors

    Master-uppsats, KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Författare :Rebecca Bonato; [2024]
    Nyckelord :Biofuel cell; Blood; Energy Harvesting; Glucose; Power Density; Oxygen;

    Sammanfattning : In the current pursuit of sustainable energy, biofuel cells are attracting considerable attention. Within biomedical engineering, the concept of harnessing energy from biological fluids, such as blood, holds significant promise, enabling both full autonomy and miniaturization. LÄS MER

  4. 3. LEO Satellite Connectivity for flying vehicles

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

    Författare :Jinxuan Chen; [2023]
    Nyckelord :LEO satellite network; satellite connectivity strategy; Nash-SAC; flying vehicles; LEO:s satellitnät; Strategi för satellitanslutning; Nash-SAC; flygande fordon;

    Sammanfattning : Compared with the terrestrial network (TN), which can only support limited covered areas, satellite communication (SC) can provide global coverage and high survivability in case of an emergency like an earthquake. Especially low-earth orbit (LEO) satellites, as a promising technology, which is integral to achieving the goal of global seamless coverage and reliable communication, catering to 6G’s communication requirements. LÄS MER

  5. 4. Robust Portfolio Optimization

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

    Författare :Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Nyckelord :Mathematics; Optimization and Systems Theory;

    Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER

  7. 5. 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