Sökning: "stock optimization"

Visar resultat 1 - 5 av 134 uppsatser innehållade orden stock optimization.

  1. 1. Optimization of the Supply Chain Network design by using scenario planning to build resilience.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alexander Santos Collantes Taqueda; Johan Vinge; [2023-07-03]
    Nyckelord :;

    Sammanfattning : Different geopolitical tensions, economic upheavals and operational instability make the logistics network challenging to manage against disruptions. These events can make the network see an escalation in cost and resources needed, and the time to recover from these disruptions and stabilize the network. LÄS MER

  3. 2. 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

  4. 3. 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

  5. 4. Order Matching Optimization : Developing and Evaluating Algorithms for Efficient Order Matching and Transaction Minimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Victor Jonsson; Adam Steen; [2023]
    Nyckelord :Order Matching; Mixed Integer Optimization; Minimum Common Integer Partition Problem; Algorithms; Call Auction Trading;

    Sammanfattning : This report aimed to develop algorithms for solving the optimization problem of matchingbuy and sell orders in call auctions while minimizing the number of transactions. The developed algorithms were evaluated based on their execution time and solution accuracy. LÄS MER

  7. 5. Dynamic simulation of Swedish residential building renovations and its impact on the district heating network

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

    Författare :Christopher Bay; Nicolás Pinzón Muñoz; [2023]
    Nyckelord :;

    Sammanfattning : As urbanization continues to rise, cities now account for two-thirds of the world's total energy consumption. The built environment alone contributes to 40% of total energy consumption and a third of total greenhouse gas emissions. With an additional 2. LÄS MER