Sökning: "Financial optimization"

Visar resultat 1 - 5 av 46 avhandlingar innehållade orden Financial optimization.

  1. 1. Νοήμονες υπολογιστικές μέθοδοι εμπνευσμένες από τον φυσικό κόσμο για την βελτιστοποίηση συστημάτων : αλγόριθμος βελτιστοποίησης εμπνευσμένης από τον ηχοεντοπισμό

    Författare :Alexandros Tzanetos; Economics and Administration Department of Engineering Polytechnic School; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Nature Inspired Intelligent Algorithms; Nature Inspired Intelligence; Optimization; Νοήμονες Αλγόριθμοι Εμπνευσμένοι από τη Φύση; Νοημοσύνη Εμπνευσμένη από τη Φύση; Βελτιστοποίηση;

    Sammanfattning : Η εποχή που διανύουμε φέρνει στο προσκήνιο την Τεχνητή Νοημοσύνη, καθότι διάφοροι κλάδοι ενσωματώνουν εντυπωσιακές εφαρμογές της. Πολλές αναφορές γίνονται στην 4η Βιομηχανική Επανάσταση, η οποία έχει πλέον την Τεχνητή Νοημοσύνη ως κύριο πυλώνα της. LÄS MER

  3. 2. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Författare :Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Sammanfattning : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. LÄS MER

  4. 3. Copula-based Portfolio Optimization

    Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

    Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER

  5. 4. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER

  7. 5. Optimization of Joint Cell, Channel and Power Allocation in Wireless Communication Networks

    Författare :Mikael Fallgren; Anders Forsgren; Zhi-Quan (Tom) Luo; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Wireless multicell networks; Optimization; OFDMA; Shannon capacity; Complexity; NP-hard; Relays; Allocation problems; Heuristic algorithms;

    Sammanfattning : In this thesis we formulate joint cell, channel and power allocation problems within wireless communication networks. The objectives are to maximize the user with mini- mum data throughput (Shannon capacity) or to maximize the total system throughput, referred to as the max-min and max-sum problem respectively. LÄS MER