Essays about: "optimal allocation."

Showing result 1 - 5 of 166 essays containing the words optimal allocation..

  1. 1. Optimization of the Supply Chain Network design by using scenario planning to build resilience.

    University essay from Göteborgs universitet/Graduate School

    Author : Alexander Santos Collantes Taqueda; Johan Vinge; [2023-07-03]
    Keywords : ;

    Abstract : Different geopolitical tensions, economic upheavals and operational instability make the logistics network challenging to manage against disruptions. These events can make the network see an escalation in cost and resources needed, and the time to recover from these disruptions and stabilize the network. READ MORE

  3. 2. Portfolio Strategies Under Different Inflationary Regimes

    University essay from KTH/Matematik (Avd.)

    Author : Mohit Parkash; Diana Halladgi Naghadeh; [2023]
    Keywords : Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

    Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE

  4. 3. 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

  5. 4. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

  6. 5. A Bayesian Bee Colony Algorithm for Hyperparameter Tuning of Stochastic SNNs : A design, development, and proposal of a stochastic spiking neural network and associated tuner

    University essay from Uppsala universitet/Signaler och system

    Author : Oskar Falkeström; [2023]
    Keywords : edge computing; edge user allocation; constraint satisfaction problem; bin packing problem; spiking neural networks; SNN; stochastic spiking neural networks; neuromorphic computing; hyperparameter tuning; swarm intellience; artificial bee colony algorithm; tree-structured Parzen estimator; stochastic optimization; Bayesian optimization.;

    Abstract : With the world experiencing a rapid increase in the number of cloud devices, continuing to ensure high-quality connections requires a reimagining of cloud. One proponent, edge computing, consists of many distributed and close-to-consumer edge servers that are hired by the service providers. READ MORE