Essays about: "Tail optimization"

Showing result 6 - 10 of 13 essays containing the words Tail optimization.

1. 6. Direct optimization of dose-volume histogram metrics in intensity modulated radiation therapy treatment planning

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Tianfang Zhang; [2018]
   Keywords : Optimization; intensity-modulated radiation therapy; DVH functions; dose-at-volume; volume-at-dose; value-at-risk; smooth approximation; kernel density estimation; fluence map optimization; Optimering; intensitetsmodulerad strålterapi; DVH-funktioner; dose-at-volume; volumeat- dose; value-at-risk; slätapproximation; ickeparametrisk skattning; fluensoptimering;

   Abstract : In optimization of intensity-modulated radiation therapy treatment plans, dose-volumehistogram (DVH) functions are often used as objective functions to minimize the violationof dose-volume criteria. Neither DVH functions nor dose-volume criteria, however,are ideal for gradient-based optimization as the former are not continuously differentiableand the latter are discontinuous functions of dose, apart from both beingnonconvex. READ MORE

3. 7. STREAMLINE THE SEARCH ENGINE MARKETING STRATEGY : Generational Driven Search Behavior on Google

   University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

   Author : Rebecca Nilsson; Christa Alanko; [2018]
   Keywords : Search Engine Marketing; Search Engine Advertising; Search Engine Optimization; Search Behavior; Generation X; Generation Y;

   Abstract : The expanded internet usage has resulted in an increased activity at web-based search engines. Companies are therefore devoting a large portion of their online marketing budget on Search Engine Marketing (abbreviated SEM) in order to reach potential online consumers searching for products. READ MORE

4. 8. The Mathematical Formulation and Practical Implementation of Markowitz 2.0

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Erick Momanyi; [2017]
   Keywords : ;

   Abstract : Standard Deviation is a commonly used risk measures in risk management and portfolio optimization. Optimal portfolios have normally been computed using standard deviation as the measure of choice for risk. READ MORE

5. 9. Investment in Value: A Copula Approach

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Gustaf Soldan Patrikson; Victor Andrée; [2016]
   Keywords : factor investing; copula; tail dependence; diversification;

   Abstract : We evaluate how factor equity strategies are optimally combined, focusing on the role of the value factor (HML) against the background of a recent academic discussion about its potential redundancy, and the discovery of the investment (CMA) and profitability (RMW) factors. The analysis is centered around a conditional joint return distribution from a dynamic copula model, which allows for simulation with a time-varying and non-normal dependence structure. READ MORE

6. 10. Implementation of mean-variance and tail optimization based portfolio choice on risky assets

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Younes Djehiche; Erik Bröte; [2016]
   Keywords : Markowitz mean-variance; Tail optimization; Portfolio optimization; Efficient frontier; Value-at-Risk; t-copula;

   Abstract : An asset manager's goal is to provide a high return relative the risk taken, and thus faces the challenge of how to choose an optimal portfolio. Many mathematical methods have been developed to achieve a good balance between these attributes and using di erent risk measures. READ MORE