Essays about: "Karl Wallström"

Found 2 essays containing the words Karl Wallström.

1. 1. Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem

   University essay from KTH/Matematisk statistik

   Author : Karl Wallström; [2021]
   Keywords : Optimization; Initial margin; Evolutionary algorithms; CMA-ES; Support vector machines; Boundary constraint handling; Nonlinear constraints; Repair algorithms; Feasible region approximation; Optimering; Initial margin; Evolutionära algoritmer; CMA-ES; Support vector machines; Hantering av bivillkor; Icke-linjära bivillkor; Reparationsalgoritmer; Approximation av tillåtet område;

   Abstract : The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. READ MORE

3. 2. What are the main factors affecting movie profitability?

   University essay from KTH/Matematisk statistik

   Author : Karl Wallström; Markus Wahlgren; [2018]
   Keywords : ;

   Abstract : This thesis consists of two parts which both focus on the profitability of movies with a theatrical release. The first part has examined if it is possible to create a model for predicting and understanding the profitability of movies. Factors that influence the profitability have also been identified. READ MORE