Essays about: "stochastic optimization"
Showing result 1 - 5 of 114 essays containing the words stochastic optimization.
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1. Stochastic Portfolio Optimization
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE
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2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE
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3. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). READ MORE
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4. 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 systemAbstract : 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
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5. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach
University essay from KTH/Matematik (Avd.)Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE