- document
-
Chin-A-Pauw, Laurens (author)In this thesis, we aim to improve the application of deep reinforcement learning in portfo- lio optimization. Reinforcement learning has in recent years been applied to a wide range of problems, from games to control systems in the physical world and also to finance. While reinforcement learning has shown success in simulated environments (e.g....master thesis 2024
- document
-
van der Sluijs, Hannah (author)The challenges of today’s world don’t restrict to borders, specific industries or fields of expertise as linear development models may suggest. In order for development to react in a synchronized manner to capture the complexity of these crises, a transition has been initiated within the United Nations Development Programme (UNDP) and the way of...master thesis 2024
- document
-
Mouton, Sam (author)(Innovation) portfolio management literature is extensive but barely touched upon in the public context. Portfolio management is instrumental in resource allocation and strategic decision-making, directing investments toward strategic priorities. This thesis explores how innovation portfolio management (IPM) is performed at the Dutch Ministry of...master thesis 2023
- document
-
Nakos, Vangelis (author)Portfolio optimization, a fundamental area of study in financial engineering,<br/>plays a crucial role in creating efficient portfolios. In this thesis, we consider<br/>a robust multi-period Mean-Variance portfolio optimization framework and<br/>apply it to real-world market data. The approach we look at incorporates a<br/>time-consistent...master thesis 2023
- document
-
Hoekstra, Bas (author)The Dutch construction sector is confronted with a complex and challenging situation. The majority of the infrastructural elements in the Netherlands were built in the 1950s and 60s, which means they are approaching the end of their lifespan. This state, in combination with backlogged maintenance and budget cuts, created a significant and urgent...master thesis 2023
- document
-
Bodnar, Taras (author), Parolya, N. (author), Thorsén, Erik (author)The main contribution of this paper is the derivation of the asymptotic behavior of the out-of-sample variance, the out-of-sample relative loss, and of their empirical counterparts in the high-dimensional setting, i.e., when both ratios p/n and p/m tend to some positive constants as m→∞ and n→∞, where p is the portfolio dimension, while n and...journal article 2023
- document
-
Molaei, M. (author), Koops, L.S.W. (author), Hermans, M.H. (author)Ondanks het grote aantal repetitieve, kleine activiteiten dat wordt uitgevoerd voor publieke opdrachtgevers, ontbreekt het zowel in de praktijk als in de wetenschappelijke literatuur aan inzicht in de succesfactoren van dit type opgaven. Dit beperkt de mogelijkheden tot het doorvoeren van relevante verbeteringen ten aanzien van de samenwerking...report 2023
- document
-
Moradi Sepahvand, M. (author), Amraee, Turaj (author)This paper presents a multi-stage expansion model for the co-planning of transmission lines, battery energy storage (ES), and wind power plants (WPP). High penetration of renewable energy sources (RES) is integrated into the proposed model concerning renewable portfolio standard (RPS) policy goals. The possibility of bundling existing...journal article 2023
- document
-
den Heijer, F. (author), Kok, M. (author)A system of dikes in flood-prone areas continuously requires measures to mitigate changes such as ageing and climate change. Planning costly measures requires proper insight into system risk effects. Especially in a riverine dike system, the risk contributions of individual assets to the system flood risks are not independent, because...journal article 2023
- document
-
Abid, Ilyes (author), Urom, Christian (author), Peillex, Jonathan (author), Karmani, Majdi (author), Ndubuisi, G.O. (author)The conventional portfolio design approach assumes Gaussian return distributions, but this is not accurate in practice. Asymmetric and heavy-tailed return distributions necessitate consideration of higher-order moments such as skewness and kurtosis, in addition to mean and variance. This study proposes a multi-objective approach using a mean...journal article 2023
- document
-
Srikrishna, Pranathi (author)This thesis focuses on designing a process for balancing and prioritizing the digital innovation project portfolio of a rental equipment company. The company operates in a traditional industry in which themes like digital transformation and digitalization are new emerging themes that are yet to be accepted by the industry. Therefore, in order to...master thesis 2022
- document
-
Meerman, Paulus (author)Previous academic work on Portfolio Decision Analysis (PDA) have pointed at the advantage of using PDA in multi-actor situations and environmental sectors, but have also pointed at the lack of research done in such case studies. Currently there exist situations where PDA would be beneficial but current methods are not able to analyse the systems...master thesis 2022
- document
-
van Wijngaarden, Maarten (author)We analyze three different methods that can approximate the expected shortfall of a financial portfolio in a nested simulation. In this simulation process, the outer simulation generates risk scenarios, and the inner simulation approximates the value of the financial portfolio under each risk scenario. The first method is the most standard one,...master thesis 2022
- document
-
Molaei, M. (author), Koops, L.S.W. (author), Hermans, M.H. (author)Although a considerable amount of literature has addressed the public procurement in the construction industry, still little is known about procurement in small and repetitive activities. In practice, however, public clients are often involved in repetitive tasks such as maintenance activities. Dutch water boards, regional governmental bodies...conference paper 2022
- document
-
Lang, Jonas (author), Zielinski, Sebastian (author), Feld, S. (author)In this work, we introduce a new workflow to solve portfolio optimization problems on annealing platforms. We combine a classical preprocessing step with a modified unconstrained binary optimization (QUBO) model and evaluate it using simulated annealing (classical computer), digital annealing (Fujitsu’s Digital Annealing Unit), and quantum...journal article 2022
- document
-
Lupetti, M.L. (author), Zaga, Cristina (author), Cila, N. (author), Luria, Michal (author), Hoggenmuller, Marius (author), Jung, Malte F. (author)We propose a workshop stemming from ongoing conversations about the role of design methods and designed artefacts within the field of Human-Robot Interaction (HRI). Given the growing interest in understanding what the field can learn from design explorations, the workshop focuses on hands-on annotating activity where participants (researchers...conference paper 2022
- document
-
Bodnar, Olha (author), Bodnar, Taras (author), Parolya, N. (author)Recently, the shrinkage approach has increased its popularity in theoretical and applied statistics, especially, when point estimators for high-dimensional quantities have to be constructed. A shrinkage estimator is usually obtained by shrinking the sample estimator towards a deterministic target. This allows to reduce the high volatility that...journal article 2022
- document
-
Fang, Zigeng (author), Liu, Y. (author), Lu, Qiuchen (author), Pitt, Michael (author), Hanna, Sean (author), Tian, Zhichao (author)A building's strategic asset management (SAM) capability has traditionally been limited by its site-based management. With the emergence of needs from clients about delivering a long-term portfolio-based building asset management plan that minimizes the asset risk and optimizes the value of their asset portfolios, SAM Units have emerged as a...journal article 2022
- document
-
Plugge, Albert (author), Nikou, Shahrokh (author), Janssen, M.F.W.H.A. (author)Purpose: Organizations nowadays require services supplied by shared service centers (SSCs) to achieve organizational responsiveness. Previous contributions focused on distinct qualitative-explorative factors for explaining successful SSC implementation but failed to consider the interdependencies and combined effects between factors. Design...journal article 2022
- document
-
Biswal, Soovam (author)Introduction of new, more advanced services to the networking paradigm has led to an increased heterogeneity of media types and network traffic. Although several transport protocols have been developed over the years to cater to the Quality-of-Service requirements of these network services, the dynamic nature of the network condition is a...master thesis 2021