Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
This thesis deals with models and methods for large scale optimization problems; in particular, we focus on decision problems arising in the context of seaport container terminals for the efficient management of terminal operations. Large-scale optimizatio ...
The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is based on the const ...
The aim of this dissertation is to solve numerically the following problem, denoted by P : given a Riemannian manifold and two points a and b belonging to that manifold, find a tangent vector T at a, such that expa(T) = b, assuming that T exists. This prob ...
Switched dynamical systems have shown great utility in modeling a variety of systems. Unfortunately, the determination of a numerical solution for the optimal control of such systems has proven difficult, since it demands optimal mode scheduling. Recently, ...
An anisotropic a posteriori error estimate is derived for a finite element discretization of the wave equation in two space dimensions. Only the error due to space discretization is considered, and the error estimates are derived in the nonnatural L-2(0, T ...
We study complexity and approximation of MIN WEIGHTED NODE COLORING in planar, bipartite and split graphs. We show that this problem is NP-hard in planar graphs, even if they are triangle-free and their maximum degree is bounded above by 4. Then, we prove ...
In a dynamic investment situation, the right timing of portfolio revisions and adjustments is essential to sustain long-term growth. A high rebalancing frequency reduces the portfolio performance in the presence of transaction costs, whereas a low rebalanc ...
One of the oldest problems in the study of dynamical systems is the calculation of an optimal control. Though the determination of a numerical solution for the general non-convex optimal control problem for hybrid systems has been pursued relentlessly to d ...
In the context of container terminal operations, the simultaneous optimization of decision problems that are usually solved hierarchically by terminal's planners represents nowadays a promising research trend. In this talk we introduce the Tactical Berth A ...