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  • About
  • 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.
421

Index replication within Corporate Investment Grade - With implementation of Lasso regression in order to analyze the impact of key figures / Replikering av index inom Corporate Investment Grade - Med implementering av Lasso regression för att analysera effekterna av nyckeltal

Faiqi, Shaida January 2021 (has links)
The fixed income market is not as exploited as other markets and has a more complex structure compared with the equity market. On the other hand, it has been seen that demand for research for the fixed income market has increased, which in turn has created greater interest in studying the characteristics of holdings in the market. This work studies whether it is possible to replicate indices through requirements for credit rating, sectors and mathematical key figures such as Duration, convexity, duration time spread (DTS) and option adjusted spread (OAS). Replication is made through linear programming in the program Python. By implementing lasso regression, this study examines whether it is possible to exceed the return by reducing the requirements for key figures that are not selected efter selection of variables in the regression. The investment company Alfred Berg has provided relevant data for this report. The data consists of information on all assets included in the index EUR Investment grade (ER00) over the period 2017-2021. The result of the replication follows the index returns, with small deviations, and the lasso regression selects the key figures DTS and OAS in its model. It is difficult to excess index return by focusing only on the key figures DTS and OAS. Analysis of other key figures and variables selected by the lasso regression can possibly create better results, as a suggestion for further work. / Räntemarknaden är inte lika exploaterad som andra marknader och har en mer komplex struktur jämfört med aktiemarknaden. Däremot har man sett att efterfrågan på forskning för räntemarknaden har ökat, vilket i sin tur skapat ett större intresse att studera egenskaperna av innehaven på marknaden. Detta arbete studerar om det går att replikera index genom krav på credit rating, sektor och matematiska nyckeltal som Duration, convexity, duration times spread (DTS) och option adjusted spread (OAS). Replikeringen sker genom linjär programmering i programmet Python. Genom att implementera Lasso regression undersöker detta arbete även om det går att överträffa vakastningen genom att minska kraven på nyckeltal som inte väljts ut efter urval av variabler i regressionen. Investmentbolaget Alfred Berg har bidragit med data för denna rapport. Datan består av information om alla tillgångar som ingår i indexet EUR Investment Grade (ER00) under perioden 2017-2021. Resultatet visar att replikeringen av index är möjlig, med små avvikelser, och lasso regressionen väljer nyckeltalen DTS och OAS i sin modell. Det är svårt att överträffa index genom att endast fokusera på nyckeltalen DTS och OAS. Analys av andra nyckeltal och variabler som väljs ut av lasso regressionen kan skapa ett bättre resultat.
422

Essays on Mathematical Optimization for Residential Demand Response in the Energy Sector

Palaparambil Dinesh, Lakshmi January 2017 (has links)
No description available.
423

Development and Implementation of a Network-Level Pavement Optimization Model

Wang, Shuo January 2011 (has links)
No description available.
424

EVALUATION OF SPHERICITY USING MODIFIED SEQUENTIAL LINEAR PROGRAMMING

SARAVANAN, SHANKAR January 2005 (has links)
No description available.
425

Using Weighted Set Cover to Identify Biologically Significant Motifs

Schmidt, Robert J.M. January 2015 (has links)
No description available.
426

UAV Traffic Management for National Airspace Integration

Radmanesh, Mohammadreza 24 May 2016 (has links)
No description available.
427

LARGE SCALE LINEAR OPTIMIZATION FOR WIRELESS COMMUNICATION SYSTEMS

Hosny, Sameh Shawky Ibrahim 23 May 2017 (has links)
No description available.
428

LPVAX - A three-dimensional linear programming graphics package on the intergraph-vax system

Humphreys, Linda A. January 1986 (has links)
No description available.
429

RE-DESIGNING THE PACKAGING NETWORK : CURRENT STATE & FUTURE POTENTIAL

Berglund, Max January 2024 (has links)
For manufacturing companies, the supply chain operations can be very large. Both supplies and delivery to the end customer need to be strategically planned and executed. Inthis thesis, we have looked closer at one of the largest heavy vehicle brands in the world,Scania, and zoomed into a certain part of their supply chain. All parts that are in atruck have their origin, and from this origin, the parts are sent over and over again tothe production facilities of Scania as trucks and buses are being produced. To make surethat the flow of parts to the production units is as efficient as possible, Scania providesits own packaging to the suppliers, and that is what this thesis analyses.We investigate how Scania can make sure that their empty packaging is delivered to thesuppliers in the most cost and CO2 efficient way possible. We begin by describing thecurrent state of the packaging logistics network and what the transport flows look liketoday. From here, we describe the circumstances that are important for the supply chainoperations. Further on we describe theory related to the subject, such as various locationmodels, graphs, networks, and sustainability-related topics among other things. Withhelp from the presented theory and by data preprocessing, we are able to translate theproblem into a mixed integer linear program which tries to minimise the total transportation costs related to the distribution network of packaging. We present our findings anddiscuss the relevance of the results obtained. Finally, we give our recommendations andprovide suggestions for further studies within the area.
430

An Agent-Based Distributed Decision Support System Framework for Mediated Negotiation

LoPinto, Frank Anthony 30 April 2004 (has links)
Implementing an e-market for limited supply perishable asset (LiSPA) products is a problem at the intersection of online purchasing and distributed decision support systems (DistDSS). In this dissertation, we introduce and define LiSPA products, provide real-world examples, develop a framework for a distributed system to implement an e-market for LiSPA products, and provide proof-of-concept for the two major components of the framework. The DistDSS framework requires customers to instantiate agents that learn their preferences and evaluate products on their behalf. Accurately eliciting and modeling customer preferences in a quick and easy manner is a major hurdle for implementing this agent-based system. A methodology is developed for this problem using conjoint analysis and neural networks. The framework also contains a model component that is addressed in this work. The model component is presented as a mediator of customer negotiation that uses the agent-based preference models mentioned above and employs a linear programming model to maximize overall satisfaction of the total market. / Ph. D.

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