Essays about: "mathematical optimization theory"

Showing result 1 - 5 of 41 essays containing the words mathematical optimization theory.

1. 1. LEO Satellite Connectivity for flying vehicles

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

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

   Abstract : 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. READ MORE

3. 2. Portfolio Optimization Problems with Cardinality Constraints

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Abolgasem Esmaeily; Felix Loge; [2023]
   Keywords : Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

   Abstract : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. READ MORE

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

   University essay from KTH/Skolan för teknikvetenskap (SCI)

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

   Abstract : 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. READ MORE

5. 4. On the Modelling of Stochastic Gradient Descent with Stochastic Differential Equations

   University essay from Uppsala universitet/Analys och partiella differentialekvationer

   Author : Martin Leino; [2023]
   Keywords : stochastic gradient descent; stochastic differential equations; statistical machine learning;

   Abstract : Stochastic gradient descent (SGD) is arguably the most important algorithm used in optimization problems for large-scale machine learning. Its behaviour has been studied extensively from the viewpoint of mathematical analysis and probability theory; it is widely held that in the limit where the learning rate in the algorithm tends to zero, a specific stochastic differential equation becomes an adequate model of the dynamics of the algorithm. READ MORE

6. 5. Forecasting Stock Prices Using an Auto Regressive Exogenous model

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Måns Hjort; Lukas Andersson; [2023]
   Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

   Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE