Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. This master thesis has inv...
ABSTRACT The objective of this study was to identify the best regions for allocation of a forestry outgrower scheme, and the most efficient transportation system, using a mathematical programming model to minimize the wood supply costs in three Brazilian states. The forest outgrower scheme is a partnership between producers and forest companies, wi...
Linear programming (LP) is widely used for development of energy and emission reduction analysis models because of its simplicity and ease of operation, but actual model users sometimes do not understand all the structures of models based on linear programming. The reason for this is that the bottom-up models have become more complicated with decis...
Coq provides linear arithmetic tactics like omega or lia. Currently, these tactics either fully prove the goal in progress, or fail. We propose to improve this behavior: when the goal is not provable in linear arithmetic, we inject in hypotheses new equalities discovered from the linear inequalities. These equalities may help other Coq tactics to d...
Published in Circuits, Systems, and Signal Processing
The frequency-response-masking (FRM) technique is one of the most efficient approaches to the design of narrow transition band FIR filters. The constrained minimax design of linear-phase FRM FIR filters in the frequency domain is considered in this paper. The corresponding optimization problem is a nonconvex one. To deal with the nonconvex design p...
Many cities around the world have adopted Bike Sharing Systems to offer an alternative to personal vehicles and classic public transport. These systems present many challenges. One of those challenges is the availability of both bikes and docking stations, which has a direct influence on the user satisfaction level. Operator of such a system uses a...
ABSTRACT This paper presents a case study of table reservation practice for restaurant business within Walt Disney World. A unique feature here is to consider table combination to capture revenue potentials from different party sizes and at different time periods. For example, a party of large size can be served by combining two or more small table...
Kyoto University (京都大学) / 0048 / 新制・課程博士 / 博士(工学) / 甲第21130号 / 工博第4494号 / 新制||工||1698(附属図書館) / 京都大学大学院工学研究科化学工学専攻 / (主査)教授 長谷部 伸治, 教授 大嶋 正裕, 教授 佐野 紀彰 / 学位規則第4条第1項該当
This thesis is an implementation project of a portfolio optimization model, with the purpose of creating a decision support tool. It aims to provide quantitative input to the portfolio construction process at Handelsbanken Fonder, by applying Konno & Yamazaki’s Mean Absolute Deviation method, with a Feinstein & Thapa modification. Additionally, the...
This thesis develops approaches for the modelling and analysis of structured data, considering two case study datasets containing features such as missing data, irregular time periods, workplace grouping, and spatial observations from different spatial scales. The models developed helped to: create individual health risk profiles over time, obtain ...
