Sökning: "portfolio optimization"

Visar resultat 21 - 25 av 25 avhandlingar innehållade orden portfolio optimization.

  1. 21. Selected Topics in Mathematical Modelling: Machine Learning and Tugs-of-War

    Författare :Carmina Fjellström; Kaj Nyström; Andrea Pascucci; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Machine learning; Neural networks; LSTM; Financial forecasting; Time series analysis; Stochastic gradient descent; Diffusion map; Dimension reduction; Tug-of-war games; Fractional heat operator; Mean value property; Infinity fractional heat operators; Dynamic programming principle; p-Laplacian; Infinity Laplacian; Kolmogorov equation; Stochastic games; Viscosity solutions; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    Sammanfattning : This thesis concerns selected topics in mathematical modelling, namely in machine learning and stochastic games called tugs-of-war. It consists of four scientific articles. The first and second are about machine learning topics, while the third and fourth articles are about tug-of-war games. LÄS MER

  3. 22. Hacking for Sustainability

    Författare :Jorge Luis Zapico Lamela; Marko Turpeinen; Brandt Nils; Elaine Huang; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : ICT for Sustainability is a growing research area looking at the potential of information and communication technologies for contributing to sustainability. The existing work in this area can be grouped in four main categories: The optimization of existing systems using ICT, the dematerialization of cultural assets and presence, the use of technology for behavioral change, and the support of sustainability practice and research. LÄS MER

  4. 23. Capabilities for frequent innovation : Managing the early project phases in the pharmaceutical R&D process

    Författare :Thomas Biedenbach; Nils Wåhlin; Ralf Müller; Nathalie Drouin; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Project management research; early project phases; dynamic capabilities; project capabilities; multi-project capabilities; pharmaceutical innovation; hypercompetition; R D;

    Sammanfattning : Despite their recognized significance for project success and innovation, the management of the early project phases is still an under-researched area in project management. For organizations to secure a continuous stream of innovation, the utilization of capabilities is crucial for managing the early phases of R&D projects. LÄS MER

  5. 24. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER

  7. 25. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Författare :Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER