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Wyszukujesz frazę "Optimization techniques" wg kryterium: Temat


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Tytuł:
DYNAMIC FINANCIAL ANALYSIS IN THE INSURANCE COMPANY – CONCEPTION, PROCESS AND APPLICATION (Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie)
Autorzy:
Wartini, Joanna
Powiązania:
https://bibliotekanauki.pl/articles/599517.pdf
Data publikacji:
2010
Wydawca:
Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Tematy:
INSURANCE COMPANIES
OPTIMIZATION TECHNIQUES
STATISTICAL SIMULATION METHODS
Opis:
Dynamic Financial Analysis has become the irreplaceable and comprehensively used tool used by insurance companies. The process of Dynamic Financial Analysis is not accidental, it involves the stochastic scenario generator, input and output. It integrates various models and techniques from finance and actuarial science into one 'multivariate' dynamic simulation model. That modern approach to risk management and decision making provides for the integrated and holistic quantitative analysis of all significant risk factors affecting the insurer, helping management improve the business strategy.
Źródło:
Finansowy Kwartalnik Internetowy e-Finanse; 2010, 6, 4; 76-91
1734-039X
Pojawia się w:
Finansowy Kwartalnik Internetowy e-Finanse
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sampling methods for investment portfolio formulation procedure at increased market volatility
Autorzy:
Dzicher, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/2027253.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Investment decisions
Optimization techniques
Portfolio selection
Statistical simulation methods
Opis:
Aim/purpose–In this paper, a market volatility-robust portfolio composition frame-work under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased market volatility.Design/methodology/approach–In order to overcome the risk of not receiving an optimal solution to the portfolio optimization (suboptimal outcomes of attribution of weights in allocation procedures) the developed model, first, implements the rationale that financial markets largely feature two states, i.e., quiescent (non-crisis; low market volatility) periods that are occasionally interspersed with stress (crisis; high market volatility) periods and, second, relies on many input samples of rates of return, either from an empirical distribution or a theoretical distribution (mitigating estimation risk). All computational results are reported for publicly available historical daily data sets on selected Polish blue-chip securities. Findings–Not only did the presented method produce more diversified allocation, but also successfully minimized the unfavorable effects of increased market volatility by providing less risky portfolios in comparison to Newton’s method, typically used for optimization under portfolio theory. Research implications/limitations–The research emphasized that in order to get a more diversified investment portfolio it is crucial to outdo the limitations of a single sample approach (utilized in Markowitz’s model) which may on some occasions be statistically biased. Thus it was proved that sampling methods allow to obtain a less concentrated and volatile allocation which contributes the investment decision-making. However, the current research focused solely on publicly available input data of particular securities. In this manner, an additional analysis can be prepared for other jurisdictions and asset classes. There can also be considered a use of other than variance risk measures.Originality/value/contribution–The suggested framework contributes to existing methods a wide array of quantitative data analysis and simulation tools for composing an unique approach that directly addresses the task of minimizing the adverse implications of increased market volatility that, in consequence, pertains to knowledgeable attributing of investment portfolio proportions of either individual or institutional investors. The prepared method is also proved to hold demanded computational quality and, importantly, the capacity for further development.
Źródło:
Journal of Economics and Management; 2021, 43; 70-89
1732-1948
Pojawia się w:
Journal of Economics and Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Design of a Superconducting Antenna Integrated with a Diplexer for Radio-Astronomy Applications
Autorzy:
Donelli, M.
Febvre, P.
Powiązania:
https://bibliotekanauki.pl/articles/309365.pdf
Data publikacji:
2014
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
diplexer
microwave antenna
optimization techniques
particle swarm algorithm
radio astronomy
Opis:
This paper presents the design of a compact frontend diplexer for radio-astronomy applications based on a self complementary Bow-tie antenna, a 3 dB T-junction splitter and two pass-band fractal lters. The whole diplexer structure has been optimized by using an evolutionary algorithm. In particular the problem of the diplexer design is recast into an optimization one by dening a suitable cost function which is then minimized by mean of an evolutionary algorithm namely the Particle Swarm Optimization (PSO). An X band diplexer prototype was fabricated and assessed demonstrating a good agreement between numerical and experimental results.
Źródło:
Journal of Telecommunications and Information Technology; 2014, 3; 113-118
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Advancements in Optical Fibres Communication
Autorzy:
Singh, Sarthak
Sharma, Himanshu
Powiązania:
https://bibliotekanauki.pl/articles/1075566.pdf
Data publikacji:
2019
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Graphene material
Optical Fiber Cable
Optimization Techniques
Total Internal Reflection
Opis:
Presently the optical fibres are mainly used in the wide area networking (WAN).The major research issues in optical communication are the development of innovative techniques to avoid physical damages, design of the efficient communication techniques and challenges faced by due to ecology & environmental issues.
Źródło:
World Scientific News; 2019, 121; 67-72
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparative study of PID controller designs for AVR using different optimization techniques
Autorzy:
Hesham, Haya
Ezzat, M.
Swief, Rania A.
Powiązania:
https://bibliotekanauki.pl/articles/1841193.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
comparison
optimization techniques
PID controller
AVR system
porównanie
techniki optymalizacji
Regulator PID
System AVR
Opis:
This paper presents the optimal PID tuning study to improve the dynamic performance of an automatic voltage regulation (AVR) system. The system under study consists of a synchronous generator whose reference voltage changes in a step function and tries to overcome the transient behavior of its terminal voltage smoothly. To optimally control the performance, different optimization techniques are applied to tune the controller gains to obtain the minimum steady state error (main objective) and better dynamic characteristics (rise time, settling time, max overshoot, etc.). Then the AVR system responses with a PID controller based on different optimization techniques are compared to find out which is the best technique.
Źródło:
Archives of Electrical Engineering; 2021, 70, 3; 567-583
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal algorithms for seeking the minimum
Autorzy:
Adamski, A.
Korytowski, A.
Mitkowski, W.
Powiązania:
https://bibliotekanauki.pl/articles/747469.pdf
Data publikacji:
1977
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Mathematical programming methods, Numerical analysis, Mathematical programming, optimization and variational techniques
Opis:
.
The definition of the optimality of an algorithm is modified so that the optimal algorithm satisfies Bellman's principle. The search for a minimum using this technique is compared with J. Kiefer's algorithm
Źródło:
Mathematica Applicanda; 1977, 5, 11
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New biomimetic approach to the aircraft wing structural design based on aeroelastic analysis
Autorzy:
Gawel, D.
Nowak, M.
Hausa, H.
Roszak, R.
Powiązania:
https://bibliotekanauki.pl/articles/199862.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
optimization
fluid-structure interaction
coupling techniques
biomimetics
optymalizacja
sprzęganie
biomimetyka
Opis:
This paper presents a new biomimetic approach to the structural design. For the purpose of aircraft wing design the numerical environment combining simultaneous structural size, shape, and topology optimization based on aeroelastic analysis was developed. For the design of aircraft elements the optimization process must be treated as a multi-load case task, because during the fluid structure interaction analysis each step represents a different structural load case. Also, considering different angles of attack, during the CFD computation each result is considered. The method-specific features (such as domain independence, functional configurations during the process of optimization, and multiple load case solution implemented in the optimization scenario) enable the optimal structural form. To illustrate the algorithm functionality, the problem of determining the optimal internal wing structure was presented. The optimal internal wing structure resulting from aeroelastic computation with different angles of attack has been presented.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2017, 65, 5; 741-750
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Effect of Dual Hyperparameter Optimization on Software Vulnerability Prediction Models
Autorzy:
Bassi, Deepali
Singh, Hardeep
Powiązania:
https://bibliotekanauki.pl/articles/2203949.pdf
Data publikacji:
2023
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
software vulnerability
hyperparameter optimization
machine learning algorithm
data balancing techniques
data complexity measures
Opis:
Background: Prediction of software vulnerabilities is a major concern in the field of software security. Many researchers have worked to construct various software vulnerability prediction (SVP) models. The emerging machine learning domain aids in building effective SVP models. The employment of data balancing/resampling techniques and optimal hyperparameters can upgrade their performance. Previous research studies have shown the impact of hyperparameter optimization (HPO) on machine learning algorithms and data balancing techniques. Aim: The current study aims to analyze the impact of dual hyperparameter optimization on metrics-based SVP models. Method: This paper has proposed the methodology using the python framework Optuna that optimizes the hyperparameters for both machine learners and data balancing techniques. For the experimentation purpose, we have compared six combinations of five machine learners and five resampling techniques considering default parameters and optimized hyperparameters. Results: Additionally, the Wilcoxon signed-rank test with the Bonferroni correction method was implied, and observed that dual HPO performs better than HPO on learners and HPO on data balancers. Furthermore, the paper has assessed the impact of data complexity measures and concludes that HPO does not improve the performance of those datasets that exhibit high overlap. Conclusion: The experimental analysis unveils that dual HPO is 64% effective in enhancing the productivity of SVP models.
Źródło:
e-Informatica Software Engineering Journal; 2023, 17, 1; art. no. 230102
1897-7979
Pojawia się w:
e-Informatica Software Engineering Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Similarity of different lifting techniques in trunk muscular synergies
Autorzy:
Mirakhorlo, M.
Azghani, M. R.
Powiązania:
https://bibliotekanauki.pl/articles/306737.pdf
Data publikacji:
2015
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
mięśnie
synergia
optymalizacja
dynamika odwrotna
trunk muscle synergies
lifting techniques
optimization
inverse dynamics
Opis:
Lifting is known to be a major reason for musculoskeletal injuries. In this way, lifting has a crucial effect on human musculoskeletal system and intensity of this impact depends slightly on the selection of techniques. Underlying mechanisms by which trunk muscles are executed during performing lifting are central to biomechanical study of lifting techniques. In the current study, the trunk muscular control mechanisms of lifting are investigated using the synergetic control analysis. Non-negative matrix factorization has been used to extract trunk muscles synergies from their activities – which are computed by a previously validated musculoskeletal model – during different lifting techniques aimed to investigate motor control strategies. Three lifting techniques are considered; stoop, squat and semi-squat. Three synergies account for variety among muscle activation of trunk muscles with related VAF (Variability Account For) of over 95%. Trunk muscle synergy weightings and related time-varying coefficients are calculated for each kind of lifting techniques considering three synergies. Paired correlation coefficients between muscle synergies are all greater than 0.91 (P < 0.05) suggesting that trunk muscle synergies are similar for examined techniques in spite of their kinematic diversity. This similarity can be a result of their common ultimate goal. The acquired results also elucidate the mechanisms of muscle activation patterns that can be exploited in future studies and ergonomic interventions.
Źródło:
Acta of Bioengineering and Biomechanics; 2015, 17, 4; 21-29
1509-409X
2450-6303
Pojawia się w:
Acta of Bioengineering and Biomechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Performance optimization of model-free fault diagnosis schemes
Optymalizacja sprawności schematów diagnostycznych bez wsparcia modelowego
Autorzy:
Kalisch, M.
Przystałka, P.
Katunin, A.
Timofiejczuk, A.
Powiązania:
https://bibliotekanauki.pl/articles/327736.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Polskie Towarzystwo Diagnostyki Technicznej PAN
Tematy:
fault detection
fault isolation
evolutionary optimization
data mining techniques
wavelet analysis
wind turbine system
detekcja uszkodzeń
izolacja uszkodzeń
optymalizacja ewolucyjna
techniki eksploracji danych
analiza falkowa
turbina wiatrowa
Opis:
This paper describes the method of model-free fault detection and isolation. The main purpose of the research is to present one possibility of the development of diagnostic schemes for which the component structure and behavioural parameters are tuned automatically in order to obtain the maximal efficiency of the fault detection and isolation system. The proposed approach can be viewed as the intersection of elementary methods (classic and soft computing) such as discrete wavelet analysis, machine learning (using decision trees or artificial neural networks), and evolutionary algorithms. The fundamental verification of the method was conducted for data made available within the benchmark problem involving a wind turbine. The achieved results confirm the effectiveness of the proposed approach while also showing its limitations.
Artykuł opisuje metodę detekcji i izolacji uszkodzeń bez użycia modelu. Głównym celem badań jest pokazanie możliwości opracowania schematów diagnostycznych, których struktura oraz parametry są dostrajane automatycznie w celu osiągnięcia najwyższej możliwej sprawności detekcji i izolacji uszkodzeń. Zaproponowane podejście może być postrzegane jako połączenie elementarnych metod (klasyczne metody oraz obliczenia miękkie) jak np. analiza falkowa, metody uczenia maszynowego (drzewa decyzyjne i sztuczne sieci neuronowe) oraz algorytmy ewolucyjne. Weryfikacja metody została przeprowadzona na danych symulacyjnych wygenerowanych za pomocą modelu turbiny wiatrowej. Uzyskane wyniki potwierdziły wysoką skuteczność metody oraz pokazały jej ograniczenia.
Źródło:
Diagnostyka; 2016, 17, 1; 51-58
1641-6414
2449-5220
Pojawia się w:
Diagnostyka
Dostawca treści:
Biblioteka Nauki
Artykuł
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