Essays about: "optimization"

Showing result 1 - 5 of 2337 essays containing the word optimization.

  1. 1. Portfolio Optimization Using the Atkinson Index

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nils Billgert; [2019]
    Keywords : atkinson index; performance measure; portfolio optimization; Business and Economics;

    Abstract : Traditional mean-variance optimization of portfolios has received much criticism due to its inability to account for higher order moments and non-quadratic utility. In this thesis, the topic of portfolio optimization is studied using the Atkinson index with CRRA utility. READ MORE

  2. 2. A Utility Approach: Strategy Analysis and Optimization

    University essay from Lunds universitet/Matematisk statistik

    Author : Magnús Ólafur Sigurdsson; [2019]
    Keywords : Utility optimization; Portfolio analysis; Dynamic programming; Bellman equation.; Technology and Engineering;

    Abstract : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. READ MORE

  3. 3. Optimization of Collateral allocation for Securities Lending : An Integer Linear Programming Approach

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : Magnus Orrsveden; Emil Tarukoski; [2019]
    Keywords : Collateral Management; Collateral optimization; Operations Research; Linear Programming; Collateral Management; Collateral optimization; Operations Research; Linear Programming;

    Abstract : Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. READ MORE

  4. 4. Production optimization for district heating : Short-term planning of district heating grid in Gävle, Sweden

    University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik; Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Author : Nicolas Lindgren; Karl Brogren; [2019]
    Keywords : Short-term planning; Optimization; District heating; Linear programming; Mixed integer non-linear programming; Branch and bound; Heat storage; MATLAB; TOMLAB;

    Abstract : Energy systems with a high portion of renewable energy from wind and solar power can suffer from fluctuations in production due to weak winds or cloudy weather, which may affect the electricity price. When producing heat and power in a combined heat and power plant, an additional heat storage tank can be used to store the heat surplus which is obtained when the power production is high, and the heat demand is low. READ MORE

  5. 5. Optimization of Granulate 3D Printer : Focus on cooling

    University essay from Högskolan i Halmstad; Högskolan i Halmstad

    Author : Kristoffer Ylander Mikkelsen; Oskar Geraldsson; [2019]
    Keywords : 3D Printer;

    Abstract : The authors, Oskar Geraldsson and Kristoffer Ylander Mikkelsen, together with Svenska Konstruktörsbyrån AB, have customized and optimized a granulate 3D printer. The main goal for the authors is to improve the cooling of the liquid ABS plastic leaving the nozzle to prevent displacement and dislocation during the printing process. READ MORE