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The Nordic corporate bond market is a market growing in significance of the financial landscape, but is rather sparsely investigated due to its low transparency characteristics. Utilizing the new EU legislative framework MiFiR, this study implements a quantitative liquidity measure on transactions reported as required by MiFiR. In the study 2817 Nordic corporate bond transactions were collected and analyzed on both a bond and market level, in a liquidity context. The bond characteristics coupon size, trade frequency, trade volume, low credit rate and price were suggested to be related to bond liquidity. Market liquidity was implied to be closely dependent to the VIX-index and the volatility of the OMXS30-index. Furthermore, the suitability of today’s bond market valuation method was questioned. / Den Nordiska marknaden för företagsobliationer är en marknad vars betydelse för det finansiella universet ökar, dock är den förhållandevis dåligt undersökt på grund av dess dåliga insyn. Denna studie använde sig av den nya EU-regleringen MiFiR och dess krav på transaktionsrapportering för att kvantitativt mäta likviditeten i marknaden. I studien har 2817 transaktioner i Nordiska företagsobligationer samlats in och analyserats i en likviditetskontext på både obliagtions- och marknadsnivå. Obligationsattributen kupongstorlek, handelsfrekvens, handelsvolym, lågt kreditbetyg och pris påstogs vara relaterade till obligationens likviditet. Likviditeten på företagsobligationsmarknaden ansågs vara starkt beroende av VIX-indexet och volatiliteten för OMXS30-indexet. Vidare diskuterades också tillförlitligheten av tillvägagångssättet som används idag för att värdera obligationerna.

Modern computer systems in aircraft are often based on an integrated modular avionic architecture. In this architecture, software applications share hardware resources on a common avionic platform. Many functions in an aircraft are controlled by software and a failure in such software can have severe consequences. In order to avoid malfunction, there are many aspects to consider. One aspect is to ensure that the activities in the system is done at the right time with the right resources. To analyse if this is possible or not is often called schedulability analysis. When multiple functions are using the same resources, the schedulability analysis becomes increasingly challenging. This thesis focuses on a pre-runtime scheduling problem of an integrated modular avionic system proposed by our industrial partner Saab. The purpose of this problem is to find a feasible schedule or prove that none exists as part of a schedulability analysis. For the system that we study, there are two major challenges. One is that task and communication scheduling are integrated and the other is that there is a large amount of tasks to schedule. For the largest instances, there are more than 10 000 tasks on a single module. In order to solve such problems, we have developed a matheuristic. At the core of this matheuristic is a constraint generation procedure designed to handle the challenges of the scheduling problem. The constraint generation procedure is based on first making a relaxed scheduling decision and then evaluating this in a separate problem where a complete schedule is produced. This yields a decomposition where most technical details are considered in the relaxed problem, and the actual scheduling of tasks is handled in a subproblem. Both the relaxed problem and the subproblem are formulated and solved as mixed integer programs. The heuristic component of the matheuristic is that the relaxed problem is solved using an adaptive large neighbourhood search method. Instead of solving the relaxed problem as a single mixed integer program, the adaptive large neighbourhood search explores neighbourhoods through solving a series of mixed integer programs. Features of this search method are that it is made over both discrete and continuous variables and it needs to balance feasibility against profitable objective value. The matheuristic described in this thesis has been implemented in a scheduling tool. This scheduling tool has been applied to instances provided by our industrial partner and to a set of public instances that we have developed. With this tool, we have solved instances with more than 45 000 tasks.

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Arbetet syftar sig i att implementera flertalet optimeringsmetoder i ett egetskapatartificiellt feedforward Neuralt Nätverk (med hjälp av MATLAB),där vi vill jämföra och utforska en ny optimeringsmetod DFPM mot redankända välfungerande optimeringsmetoder för artificiella feed forward NeuralaNätverk. Då DFPM är välfungerande i dämpade dynamiska system föratt lösa ekvationer och optimeringsproblem, vill vi utforska om DFPM kanvisa sig vara användningsbar föt artificiella feedforward neurala nätverk.I stort består uppsatsen av tre sektioner, där vi går igenom den matematiskaformuleringen hur ett Neuralt Nätverk är uppbyggt från grunden, teoriom de gradientmetoderna metoderna vi använder i våra simuleringar samtresultat från de test vi gjort genom illustration i form av tabeller och grafer.Där det huvudsakliga intresset ligger i att utforska DFPM’s konvergensegenskaper.

A major challenge for companies is to find the appropriate balance between standardization and customization. Today, Smurfit Kappa Pite˚a manufactures Kraftliner paper with a great range of grades, grammages, widths and diameters which increases complexity and total costs. The purpose of this work is to identify what savings potential may lie in reducing the number of articles. In this project we focused on the costs incurred in trimming and stocking. A standardization tool has been designed to be able to look at different standardization scenarios. The results show that if Smurfit Kappa Pite˚a were to standardize and only produce reels with a diameter of 1400mm, they would be able to reduce their required safety stock and the number of trim reels needed to fulfill demand. Thereby annually reducing their inventory costs by 316 440 EUR and the possibility of gaining 4 020 462 EUR in net value by selling the minimized waste and trim reels as ordered reels to European customers.

En del av företaget Skanska Rentals verksamhet är uthyrning av kranar och bygghissar. Denna verksamhet går under namnet Kran och Hiss (KoH) och bedrivs idag på fyra anläggningar i Stockholm, Göteborg, Malmö och Linköping. Syftet med detta examensarbete är att undersöka scenariot att verksamheten centraliseras till endast en anläggning. De aspekter som främst studerats är geografisk placering av den centraliserade verksamheten, påverkan på transportkostnader samt påverkan på lagernivåer. Den optimala geografiska placeringen utvärderas genom matematiska beräkningar där bland annat problemformuleringarna för geografisk medianpunkt och k-medianproblemet används. Syftet med beräkningarna kring den geografiska placeringen är att hitta den plats för en centraliserad verksamhet som leder till minimering av transportkostnaderna. Hur lagernivåerna kan komma att ändras vid en eventuell centralisering utvärderas genom optimering av en diskret simuleringsmodell. Beräkningarna angående geografisk placering resulterade i att en placering i Jönköping är optimal. Beräkningarna visade även att transportkostnaderna (baserat på antal körda kilometer) förväntas att nästintill fördubblas vid en centralisering jämfört med nuläget. Gällande beräkningarna angående lagernivåerna så kunde det konstateras att dessa inte förväntas förändras särskilt mycket vid en eventuell centralisering. / Part of the Skanska Rentals operations is rental of cranes and construction elevators. This operation is called Kran och Hiss (KoH) and is currently operated at four plants in Stockholm, Göteborg, Malmö and Linköping. The purpose of this master thesis is to investigate a scenario when the operations are centralized to only one plant. The main aspects which are studied are the geographical location of the centralized operation, the impact on transport cost and the impact on inventory levels. The optimal geographical location is evaluated by mathematical calculation where the problem definitions for the geographic median and the k-median problem are used. The purpose of the calculation of the geographical location is to find the location for a centralized operation that minimizes the transport costs. How inventory levels may change in the event of a centralization is evaluated by optimization of a discrete simulation model. The calculations regarding the geographical location resulted in Jönköping as the optimal location. It could also be concluded that the transport cost (based on kilo-meters traveled) is expected to almost double in the event of a centralization compared to the current situation. Regarding the calculation concerning the inventory levels, it can be concluded that the inventory levels are not expected to change significantly in the event of a centralization.

High dose-rate (HDR) brachytherapy is a specific type of radiotherapy used to treat tumours of for example the cervix, prostate, and breasts. In HDR brachytherapy applicators are implanted into or close to the tumour volume. A radioactive source is moved through these applicators and stops at certain positions, known as dwell points. For each patient an anatomy-based dose plan is created that decides for example where to place the applicators, which dwell points to use, and for how long. The aim when creating a dose plan is to deliver an as high dose as possible to the tumour while simultaneously keeping the dose to the surrounding healthy organs as low as possible. In order to improve the quality of dose plans mathematical optimization methods are today used in clinical practice. Usually one solves a linear penalty model that minimizes a weighted deviation from dose intervals provided by a physician. In this thesis we study certain properties and alterations of this model. One interesting property of the model that we study is the distribution of the basic variables. We show that due to the distribution of these variables only a limited number of dwell positions can be used. Since relatively few dwell positions are used some of the corresponding dwell times have to be long in order for the desired overall dose level to be reached. These long dwell times have been observed in clinical practice and are considered to be a problem. Another property that we study is the correlation between the objective value of the linear penalty model and dose-volume parameters used for evaluation of dose plans. We show that the correlation is weak, which implies that optimizing the linear penalty model does not give a solution to the correct problem. Some alternative models are also considered. One that includes into the optimization the decision of where to place the applicators, when HDR brachytherapy is applied for prostate cancer, and one that reduces the long dwell times by using piecewise linear penalties. The solutions to both models show significant improvements.

Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. In this thesis work that relation has been investigated in order to see if it is possible to increase the efficiency of the pricing for two different currency pairs that are traded on the forex exchange market. The aim was to develop a statistical model that could find statistical relations so that an improvement in the pre-dictions was seen. Throughout the project two different models were tested to find this relation, using time series data that included the trade dates, prices and delivery dates for the contracts. The Random Forest algorithm performed best in this study with a prediction that generated low mean squared errors, and high out-of-bag scores. Even though the algorithm performed quite well, none of the results found, provided evidence of a useful statistical relation between futures and forward contracts / Prediktion av priser är ett väl undersökt område på de finansiella marknaderna. Det finns dock en begränsad mängd forskning på förhållandet mellan två olika terminskontrakt. I detta examensarbete har denna relation undersökts för att se om det är möjligt att öka effektiviteten i prissättningen för två olika valutapar som handlas på valutamarknaden. Målet var att utveckla en statistisk modell som kunde hitta statistiska relationer så att en förbättring av prediktioner sågs. Under projektets gång testades två olika modeller för att hitta denna relation med hjälp av tidsseriedata som inkluderade handelsdatum, priser och leveransdatum för kontrakten. Random Forest-algoritmen fungerade bäst i denna studie meden förutsägelse som genererade låga mean squared errors och höga out-of-bag scores. Trots att algoritmen fungerade ganska bra gav inget av de hittade resultaten bevis för en användbar statistisk relation mellan terminskontrakten.

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