Essays about: "Tianfang Zhang"

Found 3 essays containing the words Tianfang Zhang.

  1. 1. Portfolio Optimization with Catastrophe Bonds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tianfang Zhang; [2019]
    Keywords : Catastrophe bonds; Poisson processes; Portfolio theory; Value-at-risk; Conditional value-at-risk;

    Abstract : This thesis investigates properties of the returns of catastrophe bonds and their risk diversification potential in portfolios. Ideas from existing literature, such as modeling the evolution of the outstanding principal as a compound Poisson process, are extended to take into account the times of occurrence of the loss events, which are important for the returns of catastrophe bonds with certain types of payment structure. READ MORE

  3. 2. Machine learning multicriteria optimization in radiation therapy treatment planning

    University essay from KTH/Matematisk statistik

    Author : Tianfang Zhang; [2019]
    Keywords : Radiation therapy; automated planning; machine learning; multicriteria optimization; dose mimicking; dose--volume criteria; Gaussian mixture model; expectation--maximization; exponential tilting; Strålterapi; automatisk planering; maskininlärning; flermålsoptimering; dosåterskapande; dos--volym-kriterier; gaussisk blandningsmodell; förväntning--maximering; exponentiell lutning;

    Abstract : In radiation therapy treatment planning, recent works have used machine learning based on historically delivered plans to automate the process of producing clinically acceptable plans. Compared to traditional approaches such as repeated weighted-sum optimization or multicriteria optimization (MCO), automated planning methods have, in general, the benefits of low computational times and minimal user interaction, but on the other hand lack the flexibility associated with general-purpose frameworks such as MCO. READ MORE

  4. 3. 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