Searched for: subject%3A%22Portfolio%255C+Optimization%22
(1 - 6 of 6)
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
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
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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
van Schagen, S.J.G. (author)
Industrial companies aim for optimizing profit from delivering project outcomes. Maximizing profit relies on optimization of using resources, production capacity and available time. To reach this goal, companies are typically reliant on planning and production schedules. This problem is known as the project portfolio selection and scheduling...
bachelor thesis 2020
document
den Haan, Tim (author)
This thesis studies the asset allocation of a DC pension investor over a long time horizon. Investors allocate their portfolio wealth between two assets: a return portfolio and a matching portfolio. Investors can adjust their allocation once a year. Several dynamic investment strategies that improve investment results compared to fixed...
master thesis 2019
document
van Ginkel, Suzan (author)
Investment projects in railway infrastructure networks are needed to maintain a high condition of the network, maximize the capacity of the network, and to keep the risk low. Railway organizations are aiming to achieve these goals, but also want to minimize the costs of the investments. The desires of stakeholders in railway networks such as the...
master thesis 2017
Searched for: subject%3A%22Portfolio%255C+Optimization%22
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