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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.
1

Portfolio selection via replicator dynamics and projections of indefinite estimated covariances

Bomze, Immanuel January 2000 (has links) (PDF)
Replicator dynamics are an increasingly popular device for obtaining (local) solutions of considerably high quality to so-called standard quadratic optimization problems, which consist of finding maxima of (possibly indefinite) quadratic forms over the standard simplex. In the simplest version of portfolio selection, the quadratic form is theoretically negative-semidefinite, so that any local solution automatically is a global one. However, if it comes to more realistic set-ups, then (i) no market portfolio is available, so that one ends up with an indefinite theoretical problem, (ii) estimated covariance matrices modelling risk may be indefinite also. This paper deals with both problems in a different way: (i) will be solved via escape steps to avoid low-quality local solutions while (ii) is dealt with by several projection strategies which convert the indefinite estimated covariance matrix into a positive-semidefinite one. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
2

Computational problems of quadratic forms complexity and cryptographic perspectives /

Hartung, Rupert. Unknown Date (has links) (PDF)
Frankfurt (Main), University, Diss., 2008. / Erscheinungsjahr an der Haupttitelstelle: 2007.
3

Quadratically constrained global optimization and its optimality criteria /

Fang, Youkang. January 1994 (has links) (PDF)
University, Diss.--Freiburg (Breisgau), 1995.
4

Über das Tragverhalten schubbeanspruchter quadratischer Platten aus Faserverbundwerkstoffen bei grossen Deformationen

Tunker, Holgard, January 1982 (has links)
Thesis (Doctoral)--Technische Universität Carolo-Wilhelmina zu Braunschweig, 1982.
5

Bayes quadratic unbiased estimator of spatial covariance parameters

Fathy, Younis M. Unknown Date (has links)
University, Diss., 2006--Kassel.
6

Ein Algorithmus zur Bestimmung der Klassengruppe positiv definierter binärer quadratischer Formen

Düllmann, Stephan. Unknown Date (has links) (PDF)
Universiẗat, Diss., 1991--Saarbrücken.
7

Innere-Punkte-Verfahren mit Redundanzerkennung für die quadratische Optimierung

Schade, Philipp January 2007 (has links)
Zugl.: Dortmund, Techn. Univ., Diss., 2007
8

Über die Pythagoraszahl von Funktionenkörpern

Schmaus, Robert. January 2001 (has links)
Konstanz, Univ., Diplomarb., 2001.
9

Ein Lokal-Global-Prinzip für Involutionen und hermitesche Formen

Bernauer, Beatrix. January 2004 (has links)
Konstanz, Univ., Diplomarb., 2004.
10

Lineare und quadratische Optimierung in der Strahlentherapie

Hanne, Robert. January 2004 (has links) (PDF)
München, Techn. Univ., Diss., 2004.

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