Essays about: "Feasible region approximation"
Found 4 essays containing the words Feasible region approximation.
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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 statistikAbstract : 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
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2. Deep Learning for Dynamic Portfolio Optimization
University essay from KTH/Matematisk statistikAbstract : This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm, on a larger scale for the original problem. READ MORE
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3. A Space-Time Study of the Electron-Electron Interaction in High-TC Parent Compound La2CuO4: In Search of an Attractive Effective Interaction
University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionenAbstract : The superconductivity under doping in the famous cuprate compounds is believed to originate in the CuO2 planes. The mediator of pairing is generally accepted to be induced from electronic degrees of freedom. READ MORE
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4. HYDRODYNAMIC OPTIMIZATION OF TWO-DIMENSIONAL MULTI-ELEMENT TRAWL-DOOR SHAPES USING LOCAL SURROGATE MODELS AND ANALYSIS OF CONTROLLABLE TRAWL-DOOR SHAPES
University essay from KTH/Kraft- och värmeteknologiAbstract : The study is motivated by the quest to lower the fuel consumption of trawlers and reduce green house gas emissions. Conventional trawl-doors contribute to about one third of the trawlers fuel consumption. Design and optimization of trawl-doors using computational models is vital in minimizing the fuel consumption. READ MORE
