Continuous Optimization
نویسندگان
چکیده
منابع مشابه
Continuous time portfolio optimization
This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...
متن کاملcontinuous time portfolio optimization
this paper presents dynamic portfolio model based on the merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. this paper is extended version of methodological paper published by yuan yao (2012) cite{26}. because of the long history of the development of foreign financial market, with a variety of financial derivatives, the ...
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This paper treats the solution of nonlinear optimization problems involving discrete decision variables, also known as generalized disjunctive programming (GDP) or mixed-integer nonlinear programming (MINLP) problems, that arise in process engineering. The key idea is to eliminate the discrete decision variables by adding a set of continuous variables and constraints that represent the discrete...
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While Bayesian optimization (BO) has achieved great success in optimizing expensive-to-evaluate black-box functions, especially tuning hyperparameters of neural networks, methods such as random search (Li et al., 2016) and multifidelity BO (e.g. Klein et al. (2017)) that exploit cheap approximations, e.g. training on a smaller training data or with fewer iterations, can outperform standard BO a...
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In large federated and shared-nothing databases, resources can exhibit widely uctuating characteristics. Assumptions made at the time a query is submitted will rarely hold throughout the duration of query processing. As a result, traditional static query optimization and execution techniques are ine ective in these environments. In this paper we introduce a query processing mechanism called an ...
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ژورنال
عنوان ژورنال: ACM SIGARCH Computer Architecture News
سال: 2005
ISSN: 0163-5964
DOI: 10.1145/1080695.1069967