Blar i Faculty of Mathematics and Natural Sciences på emneord "heuristics"
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The index tracking problem with a limit on portfolio size
(Master thesis, 2014-11-19)For a passive fund manager tracking a benchmark, it is not uncommon to select some, and not all the assets in the index to his portfolio. In this thesis, we consider the problem of minimizing the tracking error under the ... -
Optimization of the Offshore Wind Inter-Array Cable Layout problem using heuristic based algorithms
(Master thesis, 2018-06-13)The current work presents an in-exact solution method used to identify feasible, and less costly inter-array cable layout for offshore wind farms. The solution method developed has been built considering the interests of ...