• Refine Query
• Source
• Publication year
• to
• Language
• 7
• 1
• 1
• Tagged with
• 9
• 9
• 7
• 7
• 7
• 4
• 4
• 4
• 3
• 3
• 3
• 3
• 3
• 3
• 3
• The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

#### Otimização de riscos sob processos aleatórios de corrosão e fadiga / Risk optimization under random corrosion and fatigue processes

Gomes, Wellison José de Santana 07 March 2013 (has links)
2

#### Graph-theoretic studies of combinatorial optimization problems

Graph theory is fascinating branch of math. Leonhard Euler introduced the concept of Graph Theory in his paper about the seven bridges of Konigsberg published in 1736. In a nutshell, graph theory is the study of pair-wise relationships between objects. Each object is represented using a vertex and in case of a relationship between a pair of vertices, they will be connected using an edge. In this dissertation, graph theory is used to study several important combinatorial optimization problems. In chapter 2, we study the multi-dimensional assignment problem using their underlying hypergraphs. It will be shown how the MAP can be represented by a k-partite graph and how any solution to MAP is associated to a k-clique in the respective k-partite graph. Two heuristics are proposed to solve the MAP and computational studies are performed to compare the performance of the proposed methods with exact solutions. On the heels of chapter 3, a new branch-and-bound method is proposed to solve the problem of finding all k-cliques in a k-partite graph. The new method utilizes bitsets as the data-structure to represent graph data. A new pruning method is introduced in BitCLQ, and CPU instructions are used to improve the performance of the branch-and-bound method. BitCLQ gains up to 300% speed up over existing methods. In chapter 4, two new heuristic to solve decomposable cost MAP's are proposed. The proposed heuristic are based on the partitioning of the underlying graph representing the MAP. In the first heuristic method, MAP's are partitioned into several smaller MAP's with the same dimensiality and smaller cardinality. The solution to the original MAP is constructed incrementally, by using the solutions obtained from each of the smaller MAP's. The second heuristic works in the same fashion. But instead of partitioning the graph along the cardinality, graphs are divided into smaller graphs with the same cardinality but smaller dimensionality. The result of each heuristic is then compared with a well-known existing heuristic. An important problem in graph theory is the maximum clique problem (MCQ). A clique in a graph is defined as a complete subgraph. MCQ problem entails finding the size of the largest clique contained in a graph. General branch-and-bound methods to solve MCQ use graph coloring to find an upper bound on the size of the maximum clique. Recently, a new MAX-SAT based branch-and-bound method for MCQ is proposed that improves the quality of the upper bound obtained from graph coloring. In chapter 5, a branch and bound algorithm is proposed for the maximum clique problem. The proposed method uses bitsets as the data-structure. The result of the computational studies to compare the proposed method with existing methods for MCQ is provided. Chapter 6 contains an application of a graph theory in solving a risk management problem. A new mixed-integer mathematical model to formulate a risk-based network is provided. It will be shown that an optimal solution of the model is a maximal clique in the underlying graph representing the network. The model is then solved using a graph-theoretic approach and the results are compared to CPLEX.
3

#### Otimização de riscos sob processos aleatórios de corrosão e fadiga / Risk optimization under random corrosion and fatigue processes

Wellison José de Santana Gomes 07 March 2013 (has links)
4

#### METODY TVORBY MĚNOVÉHO PORTFOLIA / METHODS OF CURRENCY PORTFOLIO CREATION

Budík, Jan January 2013 (has links)
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 \$ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
5

6

#### Otimização de risco estrutural baseada em confiabilidade / Reliability-based structural risk optimization

Verzenhassi, Camila Cardozo 28 March 2008 (has links)
7

8