Essays about: "pareto optimal"

Showing result 6 - 10 of 40 essays containing the words pareto optimal.

  1. 6. Economic Capital Models : Methods for fitting loss distributions

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

  3. 7. Models for solid waste and its management in Stockholm metropolitan area

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Lars Arvidsson; Kasper Nordenram; [2022]
    Keywords : ;

    Abstract : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. READ MORE

  4. 8. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation

    University essay from KTH/Matematik (Avd.)

    Author : Eric Jakobsson; Thor Åhlgren; [2022]
    Keywords : Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks- Over-Threshold; Life Insurances; Generalized Pareto Distribution; Extreme-Value-Theory; Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks-Over-Threshold; Livförsäkringar; Generalized Pareto Fördelning; Extremvärdesteori;

    Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE

  5. 9. The economic and environmental impacts of transportation decisions : A multi-objective optimization

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Joel Eliasson; Arvid Segevall; [2022]
    Keywords : Multi-objective optimization; Pareto optimal solutions; Semi-structured interviews; Outbound logistics; Scope 3; EU ETS; Mulitobjektiv optimering; Pareto optimala lösningar; Semi-strukturerade intervjuer; Utgående logistik; Scope 3; EU ETS;

    Abstract : Getinge AB is a global medical technology company. This master’s thesis is based on the outflow of capital equipments from Getinge’s factory in Växjö to four different sales and service units. READ MORE

  6. 10. Multi-objective optimization for placing airspace surveillance observers

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Amanda Anderson; [2021-08-13]
    Keywords : Facility location; multi-objective optimization; ant colony algorithm; genetic algorithm; pareto optimal; observer placement; 3D viewshed;

    Abstract : Reconnaissance is an important aspect of military planning. Tools that help an alysts monitor and make informed choices are vital for avoiding costly situations. The use of ground-based radar sensors is a common method for monitoring for both land-based and airborne threats. READ MORE