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Portfolio selection via replicator dynamics and projections of indefinite estimated covariancesBomze, 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"
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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.
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Quadratically constrained global optimization and its optimality criteria /Fang, Youkang. January 1994 (has links) (PDF)
University, Diss.--Freiburg (Breisgau), 1995.
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Über das Tragverhalten schubbeanspruchter quadratischer Platten aus Faserverbundwerkstoffen bei grossen DeformationenTunker, Holgard, January 1982 (has links)
Thesis (Doctoral)--Technische Universität Carolo-Wilhelmina zu Braunschweig, 1982.
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Bayes quadratic unbiased estimator of spatial covariance parametersFathy, Younis M. Unknown Date (has links)
University, Diss., 2006--Kassel.
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Ein Algorithmus zur Bestimmung der Klassengruppe positiv definierter binärer quadratischer FormenDüllmann, Stephan. Unknown Date (has links) (PDF)
Universiẗat, Diss., 1991--Saarbrücken.
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Innere-Punkte-Verfahren mit Redundanzerkennung für die quadratische OptimierungSchade, Philipp January 2007 (has links)
Zugl.: Dortmund, Techn. Univ., Diss., 2007
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Über die Pythagoraszahl von FunktionenkörpernSchmaus, Robert. January 2001 (has links)
Konstanz, Univ., Diplomarb., 2001.
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Ein Lokal-Global-Prinzip für Involutionen und hermitesche FormenBernauer, Beatrix. January 2004 (has links)
Konstanz, Univ., Diplomarb., 2004.
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Lineare und quadratische Optimierung in der StrahlentherapieHanne, Robert. January 2004 (has links) (PDF)
München, Techn. Univ., Diss., 2004.
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