Essays about: "evolutionary constraint"

Showing result 1 - 5 of 8 essays containing the words evolutionary constraint.

  1. 1. Black Box Optimization Framework for Reinsurance of Large Claims

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Sina Mozayyan; [2022]
    Keywords : augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

    Abstract : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. 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. Recurring perturbations limit the length of byproduct cross-feeding chains in digital communities

    University essay from Linköpings universitet/Institutionen för fysik, kemi och biologi

    Author : Johanna Orsholm; [2021]
    Keywords : Byproduct; Cross-feeding; Digital evolution; Gut microbiome;

    Abstract : The human gut microbiome is important for health and development, and understanding its functioning and dynamics are of great medical importance. The microbiome food web is largely characterized by chains of byproduct cross-feeding (where metabolites of one organism are used as nutrients for another), yet a recent study have shown that the average length of the chains are considerably shorter than what metabolic capabilities of present species allow for. READ MORE

  5. 4. Non-coding constraint mutations impact the gene regulatory system in osteosarcoma

    University essay from Uppsala universitet/Institutionen för medicinsk biokemi och mikrobiologi; Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Raphaela Pensch; [2021]
    Keywords : cancer; osteosarcoma; cancer genomics; evolutionary constraint; non-coding mutations; gene regulation;

    Abstract : The non-coding space makes up around 98 % of the genome, but cancer-driving mutations have so far mostly been discovered in protein-coding regions. The majority of somatic non-coding mutations are neutral passenger mutations and identifying non-coding mutations with driving roles in cancer poses a challenge. READ MORE

  6. 5. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES

    University essay from KTH/Matematisk statistik

    Author : Jacob Barnholdt; Filip Carlsson; [2020]
    Keywords : Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;

    Abstract : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. READ MORE