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The Global ETD Search service is a free service for researchers
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Showing 61 to 62 of 62 (0.016 seconds)Spelling suggestions: "subject:"banområde"" "subject:"basområde""
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Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem / Datadriven approximation av tillåtet område för att hantera icke-linjära bivillkor när CMA-ES används för att optimera initial marginWallström, Karl January 2021 (has links)
The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. The idea behind the method and the research question in this thesis are centered around leveraging data created during optimization. Specifically, by creating a linear approximation of the feasible region using support vector machines and in turn applying a repair strategy based on projection. The hypothesis was that by repairing solutions an increase in convergence speed should follow. In order to answer the research question, a reference method was at first created. Here CMA-ES along with feasibility rules was used, referred to as CMA-FS. The proposed method of optimization data leveraging (ODL) was then appended to CMA-FS, referred to as CMA-ODL. Both algorithms were then applied to a single initial margin optimization problem 100 times each with different random seeds used for sampling in the optimization algorithms. The results showed that CMA-ODL converged significantly faster than CMA-FS, without affecting final objective values significantly negatively. Convergence was measured in terms of iterations and not computational time. On average a 5% increase in convergence speed was achieved with CMA-ODL. No significant difference was found between CMA-FS and CMA-ODL in terms of the percentage of infeasible solutions generated. A reason behind the lack of a reduction in violations can be due to how ODL is implemented with the CMA-ES algorithm. Specifically, ODL will lead to a greater number of feasible solutions being available during recombination in CMA-ES. Although, due to the projection, the solutions after projection are not completely reflective of the actual parameters used for that generation. The projection should also bias the algorithm towards the boundary of the feasible region. Still, the performative difference in terms of convergence speed was significant. In conclusion, the proposed boundary constraint handling method increased performance, but it is not known whether the method has any major practical applicability, due to the restriction to only considering the number of iterations and not the computational time. / Införandet av initial margin för non-cleared OTC derivatives har gjort det möjligt att optimera initial margin när ett flertal marknadsdeltagare tas till hänsyn. Denna uppsats har applicerat CMA-ES och specifikt undersökt en ny metod för hantering av de icke-linjära bivillkoren som uppstår när initial margin optimeras. Idén bakom metoden och forskningsfrågan i rapporten bygger på att utnyttja data som generas vid optimering. Detta görs specifikt genom att den icke-linjära tillåtna regionen approximeras linjärt med support vector machines. Därefter används en reparationsstrategi bestående av projicering för att reparera otillåtna lösningar. Hypotesen i uppsatsen var att genom att reparera lösningar så skulle konvergenshastigheten öka. För att svara på forskningsfrågan så togs en referensmetod fram, där CMA-ES och feasibility rules användes för att hantera icke-linjära bivillkor. Denna version av CMA-ES kallades CMA-FS. Sedan integrerades den nya metoden med CMA-FS, denna version kallades för CMA-ODL. Därefter så applicerades båda algoritmer 100 gånger på ett initial margin optimeringsproblem, där olika seeds användes för generering av lösningar i algoritmerna. Resultaten visade att CMA-ODL konvergerade signifikant snabbare än CMA-FS utan att påverka optimeringsresultatet negativt. Med CMA-ODL så ökade konvergenshastigheten med ungefär 5%. Konvergens mättes genom antal iterationer och inte beräkningstid. Ingen signifikant skillnad mellan CMA-ODL och CMA-FS observerades när de jämfördes med avseende på mängden icke-tillåtna lösningar genererade. En anledning varför ingen skillnad observerades är hur den nya metoden var integrerad med CMA-ES algoritmen. Den tilltänkta metoden leder till att fler tillåtna lösningar är tillgängliga när CMA-ES ska bilda nästa generation men eftersom lösningar projiceras så kommer dom inte att reflektera dom parametrar som användes för att faktiskt generera dom. Projiceringen leder också till att fler lösningar på randen av det tillåtna området kommer att genereras. Sammanfattningsvis så observerades fortfarande en signifikant ökning i konvergenshastighet för CMA-ODL men det är oklart om algoritmen är praktiskt användbar p.g.a. restriktionen att enbart betrakta antalet iterationer och inte total beräkningstid.
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A Novel Approach to Youth Crime Prevention: Mindfulness Meditation Classes in South African Townships / A Novel Approach to Youth Crime Prevention : Mindfulness Meditation Classes in South African TownshipsKneip, Katharina January 2020 (has links)
Children growing up in poor areas with high crime rates are shown to easily get involved in violent actions and criminal gangs. In South Africa, despite considerable efforts to reduce youth delinquency, youth crime rates are still disturbingly high – specifically, in the townships of the Cape Flats. This paper points out an important aspect previously unaddressed by most youth crime prevention: the subconscious roots of youth crime. What if we could develop youth crime prevention programs that manage to impact the subconscious behavioral patterns of youth in high crime areas? This paper proposes a promising and cost-effective approach that has great potential to affect multipe causes of crime: mindfulness meditation. Built upon newest findings in Neuroscience, this paper suggests that mindfulness meditation classes are associated with a reduction in aggressive behavior, a risk factor for youth crime, and an increase in self-efficacy, a protective factor. The impact of mindfulness classes at a high school in Khayelitsha, a poor and violent-stricken township of Cape Town, is analyzed. Self-reported aggression and self-efficacy are measured via a psychometric survey questionnaire created from two well-tested and validated scales. Regression analyses of 384 survey answers provided mixed results. Whilst novice meditators were not associated with higher self-efficacy and lower aggression, long-term meditators performed better in several dimensions of self-efficacy and aggression, yet no significant relationship was found. Further research specifically needs to investigate the moderating effect of age (a proxy for psychological development) on meditation. This study aims to bridge the gap between the outdated paradigms of youth crime prevention and ancient wisdom via ground-breaking new evidence from the field of Neuroscience. This study furthermore hopes to point policy makers toward developing new, integrative and sustainable approaches to youth crime prevention – approaches that give back agency to our youth. / <p>Anders Westholm har inget med betygssättningen att göra annat än i rent formellt hänseende (examinator). Det är han som rapporterar in och skriver under men i sak är det seminarieledaren som har beslutet i sin hand. Statsvetenskapliga institutet har som princip att skilja på handledning och examination vilket innebär att handledaren inte får vara seminarieledare. Seminarieledare och personen som satt betygget var i det här fallet Sven Oskarsson: Sven.Oskarsson@statsvet.uu.se</p>
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