Sökning: "stochastic optimization"

Visar resultat 1 - 5 av 120 uppsatser innehållade orden stochastic optimization.

  1. 1. Stochastic Portfolio Optimization

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

    Författare :Alexander Tedestedt; Tobias Eriksson; [2023]
    Nyckelord :stochastic; portfolio; optimization;

    Sammanfattning : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. LÄS MER

  3. 2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

  4. 3. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Olof Håkman; [2023]
    Nyckelord :Stochastic Frank-Wolfe; Stochastic optimization; Sampling without replacement;

    Sammanfattning : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). LÄS MER

  5. 4. A Bayesian Bee Colony Algorithm for Hyperparameter Tuning of Stochastic SNNs : A design, development, and proposal of a stochastic spiking neural network and associated tuner

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

    Författare :Oskar Falkeström; [2023]
    Nyckelord :edge computing; edge user allocation; constraint satisfaction problem; bin packing problem; spiking neural networks; SNN; stochastic spiking neural networks; neuromorphic computing; hyperparameter tuning; swarm intellience; artificial bee colony algorithm; tree-structured Parzen estimator; stochastic optimization; Bayesian optimization.;

    Sammanfattning : With the world experiencing a rapid increase in the number of cloud devices, continuing to ensure high-quality connections requires a reimagining of cloud. One proponent, edge computing, consists of many distributed and close-to-consumer edge servers that are hired by the service providers. LÄS MER

  7. 5. 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