Essays about: "Penalty Methods"

Showing result 1 - 5 of 38 essays containing the words Penalty Methods.

  1. 1. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 2. Negative Emission from Electric Arc Furnace using a Combination of Carbon capture and Bio-coal

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Abhijith Namboodiri Kapothanillath; [2023]
    Keywords : EAF; Off-gas handling; CCS; Calcium Looping CaL ; Post-combustion; Waste heat recovery; Bio-coal; Negative emissions; Techno-economic analysis; EAF; Avgasrening; CCS; Calcium Looping CaL ; Efterförbränning; Återvinning av spillvärme; Biokol; Negativa utsläpp; Teknisk-ekonomisk analys;

    Abstract : Steel is one of the most essential metals in the world, and it plays a vital role in various industries. The growing demand for steel has resulted in increased CO2 emissions, with the steel industry contributing to approximately 7% of global emissions of carbon dioxide. READ MORE

  4. 3. The Fe-oxides (mineralogical, chemical, and textural) variation in the Leveäniemi deposit using micro-analytical tools for unraveling of primary features and metamorphic recrystallisation

    University essay from Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Author : Adrian Larsson; [2022]
    Keywords : Leveäniemi; Magnetite; Hematite; Iron oxides; Iron oxide apatite;

    Abstract : The Leveäniemi iron oxide apatite (IOA) deposit, mined by LKAB, is located in Norrbotten, northern Sweden. The deposit has a partially more complex mineralogy than the neighbouring and more famous IOA deposits of Kiirunavaara and Malmberget. READ MORE

  5. 4. Fast Classification of Obfuscated Malware with an Artificial Neural Network

    University essay from KTH/Datavetenskap

    Author : Johan Luhr; Hannes Hallqvist; [2022]
    Keywords : ;

    Abstract : Malware has posed a problem ever since the first variant was created in the 1980s. As malware detection techniques have advanced, malware developers have in turn found better ways to hide and obfuscate malware. Machine learning (ML) has seen great expansion into many fields over the last years, this includes the field of cybersecurity. READ MORE

  6. 5. Approximating Quasistationary Distributions Using Deep Learning

    University essay from KTH/Matematisk statistik

    Author : Björn Wehlin; [2022]
    Keywords : Applied Mathematics; Deep Learning; Probability Theory; Stochastic Processes; Ito Diffusions; Quasistationary Distributions; Tillämpad matematik; djupinlärning; sannolikhetsteori; stokastiska processer; Ito-diffusioner; kvasistationära fördelningar;

    Abstract : We study a class of It\={o} diffusion processes on domains with smooth boundary, at which the process is killed. Such a process, when conditioned on non-extinction, gives rise to a stationary state known as a \emph{quasistationary distribution} (QSD). READ MORE