نتایج جستجو برای: stock constrained optimization
تعداد نتایج: 467120 فیلتر نتایج به سال:
Abstract Statistical clustering criteria with free scale parameters and unknown cluster sizes are inclined to create small, spurious clusters. To mitigate this tendency a statistical model for cardinality–constrained clustering of data with gross outliers is established, its maximum likelihood and maximum a posteriori clustering criteria are derived, and their consistency and robustness are ana...
in this paper, optimal distributed control of the time-dependent navier-stokes equations is considered. the control problem involves the minimization of a measure of the distance between the velocity field and a given target velocity field. a mixed numerical method involving a quasi-newton algorithm, a novel calculation of the gradients and an inhomogeneous navier-stokes solver, to find the opt...
A decentralized solution to the unsplittable flow problem (UFP) in a transport network is considered, where each flow uses only one route from source to sink and the flows cannot be separated into parts in intermediate nodes. The flow costs in each edge depend on the combination of the assigned flows as well as on external random variables. It is supposed that the random variables can be common...
We develop a model predicting two channels through which creditor protection affects stock prices: (1) the probability of a liquidity crisis leading to a binding investment-finance constraint falls with better creditor protection; (2) the stock prices under the investment-constrained regime increase with better creditor protection. We find evidence for both predictions using data on stock marke...
An efficient methodology is proposed to find optimal shape of arch dams on the basis of constrained natural frequencies. The optimization is carried out by virtual sub population (VSP) evolutionary algorithm employing real values of design variables. In order to reduce the computational cost of the optimization process, the arch dam natural frequencies are predicted by properly trained back pro...
Traffic jams and suboptimal traffic flows are ubiquitous in our modern societies, and they create enormous economic losses each year. Delays at traffic lights alone contribute roughly 10 percent of all delays in US traffic. As most traffic light scheduling systems currently in use are static, set up by human experts rather than being adaptive, the interest in machine learning approaches to this...
The full-space Lagrange–Newton algorithm is one of the numerical algorithms for solving problems arising from optimization problems constrained by nonlinear partial differential equations. Newton-type methods enjoy fast convergence when the nonlinearity in the system is well-balanced; however, for some problems, such as the control of incompressible flows, even linear convergence is difficult t...
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