Essays about: "Hantering av bivillkor"

Found 3 essays containing the words Hantering av bivillkor.

  1. 1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

    University essay from KTH/Matematik (Avd.)

    Author : Sofia Grägg; Paula Isacson; [2022]
    Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

    Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE

  3. 2. 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

  4. 3. Optimizing Task Sequence and Cell Layout for Dual Arm Robot Assembly Using Constraint Programming

    University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Author : Zhengyang Zhao; [2015]
    Keywords : Constraint Satisfaction Problem; Constraint Optimization Problem; Vehicle Routing Problem; Dual Arm Robot Assembly; Search heuristics; Constraint Satisfaction Problem; Optimeringsproblem med bivillkor; Ruttplanering; Tvåarmad robotmontering; Sökheuristik;

    Abstract : Nowadays, assembly robots are increasingly used in the manufacturing industry to replace or collaborate with human labors. This is the goal of the dual arm assembly robot developed by ABB. With the rapid upgrading in consumer electronics products, the lifetime of an assembly line could be only a few months. READ MORE