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  • 301.
    Skaredotter, Erika
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    A Performance Evaluation Between Low-Carbon Funds and Traditional Funds2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Several organisations and regulators around the globe are recognising warming as a systematic financial risk and investors have increasingly focused on assessing climate-change threats to their assets. In 2018, Morningstar launched a new designation for funds that take global warming into consideration, also called low-carbon funds. This thesis aims to provide relevant insight about the differences in performance and net capital inflow between low-carbon funds and traditional funds on the European market. Furthermore, with the help of statistical regression it was investigated whether low-carbon funds are less sensitive to price changes in different energy and environmental products, such as fossil fuels, electricity and carbon emission allowances, compared to traditional funds. The results suggest that low-carbon funds have been receiving greater compounded annual returns compared to traditional funds during 2018-2020. Furthermore, the annual returns were compared for each fund before- and after becoming a low-carbon fund. The results indicate that it has been more likely for funds to receive greater returns as they became accounted as low-carbon funds. In contrast, any significant difference in net capital inflows between low-carbon funds and traditional funds could not be verified. Finally, it was concluded that the price changes of the included energy and environmental products had no significant impact on the funds' returns.

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  • 302.
    Skärbo Jonsson, Adam
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Efficient Music Thumbnailing for Genre Classification2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    For music genre classification purposes, the importance of an intelligent and content-based selection of audio samples has been mostly overlooked. One common approach toward representative results is to select samples at predetermined locations. This is done to avoid analysis of the full audio during classification. While methods in music thumbnailing could be used to find representative samples for genre classification, it has not yet been demonstrated.

    This thesis showed that efficient and genre representative sampling can be performed with a machine learning model (bidirectional RNN with either LSTM or GRU cells). The model was trained using a sub-optimal genre classifier and computationally inexpensive audio features. The genre classifier was used to compute losses for evenly spaced samples in 14000 tracks. The losses were then used as targets during training. Root mean square energy and zero-crossing rate were used as features, computed over relatively large time steps and wide intervals. The proposed framework can be used to give better predictions with trained genre classifiers and most likely also train, or retrain, them for higher classification accuracy at a low computational cost.

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  • 303.
    Staal, Dock
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    A divergence-free cut finite element discretization for the Stokes interface problem2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    We introduce a new, accurate, stable, and divergence-free cut finite element discretization for the Stokes interface problem. The method is based on the Brezzi-Douglas-Marini-elements (\textbf{BDM}-elements). We provide analysis to demonstrate that the proposed scheme results in a pointwise divergence-free velocity field, and we prove consistency, continuity, coercivity, and an inf-sup result. 

    Additionally, we present three numerical experiments that support the theoretical results. We utilize the element pair $(\textbf{BDM}_1, Q_0)$, that is, \textbf{BDM}$_1$-elements for the velocity and piecewise constant polynomials for the pressure. These numerical experiments show that the method is robust and attains an optimal convergence order of two for the velocity and one for the pressure

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  • 304.
    Stathatos, Nikitas
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Interpretations of epistemic mu-calculus over multi-agent games2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this work, we are interested in expressing and studying certain formal properties of multi-agent games. In particular, we are interested in the case in which a team of agents with imperfect information is playing against the environment. This is modeled by a non-deterministic game, where the agents can only partially distinguish its states, to varying degrees. We will study these games under the lens of the multi-agent knowledge-based subset construction (MKBSC), which, when applied to a game, reduces the degree of imperfect information the agents have.

    An appropriate language to express interesting and complex properties in these type of games is the epistemic μ-calculus, an extension of classicepistemic logic with a recursive operator. We define two semantics forthis language, one corresponding to a global view of the game, and onecorresponding to a local one. We state a claim relating these two semantics,while proving an analogous statement for epistemic logic.

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  • 305.
    Steen Danielsson, Viggo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Modelling of Inflow and Infiltration into Wastewater Systems with Regression and Random Forest2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The aim of this thesis was to evaluate the validity of statistical modelling, with regards to flow in wastewater systems based on precipitation. A wastewater system, which is a system of pump-stations connected via pipes, is affected by precipitation as rainwater enters the system. The rainwater that enters the system can sometimes, especially if the precipitation is heavy, increase the flow by several hundred percent. The goal with the models created for this report was, to first predict how much rainwater there was in the wastewater system based on precipitation, and second, to examine where in a geographical grid this rainwater entered the system. For the first goal a linear regression model was applied, this model showed that it was indeed possible to predict excess water in the system, but large errors for individual time points where to be expected, especially for light precipitation. For the second goal a random forest model was applied. This model however gave no additional insight beyond what an initial correlation study between precipitation in different parts of the geographical grid and flow had already shown. The areas in the geographical grid pointed out by both the random forest model and the initial correlation study were not the actual uptake areas of the pump-station these models were applied to. This leads to the conclusion that for the data set used, and with the models applied in the manner in which they were in this thesis, it was not possible to predict where rainwater enters the system.

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  • 306.
    Stenkvist, Fredrik
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Chemotaxis in E.coli Bacteria2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Bacterial chemotaxis refers to bacteria's way of moving towards more hospitable environment. The bacteria does this by taking point-wise measurements of the amount of chemical attractants/repellents in its surroundings and comparing them, using the bacteria's built in "memory" the methylation level, to determine if the current direction is good or not. One of the first models to simulate E.coli bacteria undergoing chemotaxis by solving a differential equation was created by Yuhai Tu.The subject of this paper is to study how quickly bacteria can react and adapt to changes in its environments and how that model is affected by changes of the methylation level.How quickly the bacteria can react and adapt will be studied by estimating the time constant of the system. How sensitive the model is, with regards to the methylation level, will be studied by constructing a phase plane and by doing a sensitivity analysis.The estimated time-constant comes between 0.4 and 1.4 seconds.The relative speed of reaction and adaptation comes from the bacteria using its memory to decide if the current direction is good or not. When using the model with high changes in concentration the model seems to coincide with experimental data and theoretical knowledge. With high changes in the amount of concentration, the model fits well with experimental data and theory. It has a stable state at 0.333 and has perfect adaptation. The long-term behavior of the model is not changed by small changes of the methylation level but it is sensitive with regards to uncertainty in how the methylation works. A small uncertainty in methylation process induces a lot of uncertainty in the output of the model.When working with smaller changes of concentrations, the model does not seem to fit with experimental data.The model seems too sensitive to small changes in chemical attractants, which has the effect of the bacteria never leaving the steady state. This problem is probably due to a lack of understanding of the methylation process.Overall further studies of methylation process is needed, either to strengthen our belief in the current estimation or to find a better estimation of the rate of change for the methylation. This holds especially true considering that the model doesn't coincide with experimental data if the change in concentration is too small.

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  • 307. Stracquadanio, G.
    et al.
    Greco, Ornella
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Conca, P.
    Cutello, V.
    Pavone, M.
    Nicosia, G.
    Packing equal disks in a unit square: An immunological optimization approach2014In: International Workshop on Artificial Immune Systems, AIS 2015/ICSI3 2015 - Systems Immunology, Immunoinformatics and Immune-computation: Immunology without Borders, Proceedings, Institute of Electrical and Electronics Engineers (IEEE), 2014, article id 7469239Conference paper (Refereed)
    Abstract [en]

    Packing equal disks in a unit square is a classical geometrical problem which arises in many industrial and scientific fields. Finding optimal solutions has been proved to be NPhard, therefore, only local optimal solutions can be identified. We tackle this problem by means of the optimization Immune Algorithm (optIA), which has been proved to be among the best derivativefree optimization algorithms. In particular, OPTIA is used to pack up to 150 disks in a unit square. Experimental results show that the immune algorithm is able to locate the putative global optimum for all the instances. Moreover, a comparison with the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) shows that OPTIA is more robust.

  • 308.
    Strid, Alexander
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Liu, Daniel
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    An Optimization Model for Electric Vehicle Routing with Tractor Swapping2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The purpose of this thesis is to investigate how tractor swapping can be implemented in Vehicle Routing Problems (VRP) with electric heavy goods vehicles, and to evaluate how a model that allows for tractor swapping performs, in terms of schedule cost, against a model that does not. Hence, this thesis introduces a new rich VRP variant which includes tractor swapping, as well as time windows, pickup and delivery, and electric vehicles. The model is named Electric Tractor Swap Vehicle Routing Problem (E-TSVRP) and is formulated as a mixed integer linear program. As for the solver, Gurobi is used. The results show that utilizing tractor swapping can reduce the total cost of serving customers significantly by reducing en-route charging and utilizing drivers more efficiently. Specifically, it is shown that the cost reduction comes mainly from reducing driver work time. By demonstrating how tractor swapping works and how the results can be visualized on smaller cases, this thesis aims to serve as a foundation for future research within the field. To be able to fully implement the model for large logistics problem instances however, alternative solution methods such as heuristics or metaheuristics should be developed so that the problems can be solved in a reasonable amount of time.

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  • 309.
    Ström, Emanuel
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Learning the Forward Operator in Photon-Counting Computed Tomography2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Computed Tomography (CT) is a non-invasive x-ray imaging method capable of reconstructing highly detailed cross-sectional interior maps of an object. CT is used in a range of medical applications such as detection of skeletal fractures, organ trauma and artery calcification. Reconstructing CT images requires the use of a forward operator, which is essentially a simulation of the scanning process. Photon-Counting CT is a rapidly developing alternative to conventional CT that promises higher spatial resolution, more accurate material separation and more robust reconstructions. A major difficulty in Photon-Counting CT is to model cross-talk between detectors. One way is to incorporate a wide point-spread function into the forward operator. Although this method works, it drastically slows down the reconstruction process. 

    In this thesis, we accelerate image reconstruction tasks for photon-counting CT by approximating the cross-talk component of the forward operator with a deep neural network, resulting in a learned forward operator. The learned operator reduces reconstruction error by an order of magnitude at the cost of a 20% increase in computation time, compared to ignoring cross-talk altogether. Furthermore, it generalises well to both unseen data and unseen detector settings. Our results indicate that a learned forward operator is a suitable way of approximating the forward operator in photon-counting CT.

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  • 310.
    Sundblad, Jakob
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Technical Support and Self-Service Troubleshooting: An Insurance Approach2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Technical support and services are growing more and more competitive and have become a selling point for many companies. One way companies differentiate themselves is through extensive self-service solutions as a part of the support structure. However, the underlying cost drivers are not well understood. This report explores a new way of pricing technical support through the framework of insurance pricing. The report presents a proposed methodology for fitting a generalized linear model (GLM) to technical support tickets. The methodology is then tested by fitting GLMs to two different companies' ticket data. The results are presented and viability of the method is analyzed. The report also explores ways of utilizing the fitted model to price self-service solutions such as troubleshooting. Lastly, improvements of the data set and methodology are discussed and based on this some future research is suggested. This report is meant to serve as a pilot study and hopefully the suggestions made at the end can be realized.

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  • 311.
    Svalstedt, Mats
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Modeling and Simulation of a Remote Controlled Weapon Station2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Understanding how a system behaves when exposed to different scenarios is key when improvingand developing complex structures. The amount of different approaches is immense and variesfrom case to case. One of the simpler approaches is black-box modelling as it only targetsan input and output to a system, and not necessarily the mathematical interpretations. Fora nonlinear system such as a remote controlled weapon station, this approach is appropriate,as it allows to only focus on a certain scenario and the results obtained for that case. In thisstudy, a remote controlled weapon station is further investigated when exposed to disturbancesfrom a combat vehicle. The data obtained is simulated on a platform and the results are usedin Matlab to analyze and find the best model from these tests. A Hammerstein-Wiener modelwith nonlinear wavelet networks is deemed the best as it gives the most accurate representationof the station’s behavior. The results obtained are considered to be moderately accurate dueto its precision and should only be used as reference point, rather than being interpreted as atrue representation of the system.

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  • 312.
    Svedin, Maria
    et al.
    KTH, School of Computer Science and Communication (CSC), Media Technology and Interaction Design, MID. KTH, School of Education and Communication in Engineering Science (ECE). Stockholm University.
    Bälter, Olle
    KTH, School of Computer Science and Communication (CSC), Media Technology and Interaction Design, MID. KTH, School of Education and Communication in Engineering Science (ECE).
    Pettersson, Kerstin
    Stockholm University.
    Scheja, Max
    Stockholm University.
    ASSIST as a tool to evaluate course design2012In: Learners in the Driving Seat. Users? - Partners? - Consumers? - Peers? Where are we heading to?: Book of Abstracts / [ed] Morten Flate Paulsen & András Szúcs, 2012, p. 110-111Conference paper (Refereed)
    Abstract [en]

    In order to analyse the course design in two online preparatory university courses in mathematics and programming, a Swedish translation of the short version of the Approaches and Study Skills Inventory for Students (ASSIST) was distributed. Four hundred and ninety three students, representing 24 % response rate, participated. The result showed that the mathematics course discouraged students who adopt a deep/strategic approach, while the programming course discouraged students with a deep approach and encouraged students with a surface approach. The indications differences in course design in two online preparatory university courses in mathematics and programming, a Swedish translation of the short version of the Approaches and Study Skills Inventory for Students (ASSIST) was distributed to the students participating. The result showed that the mathematics course discouraged students who adopt a deep/strategic approach, while the programming course discouraged students with a deep approach and encouraged students with a surface approach. The indications may beare a contribution to the discussion on disciplinary differences in approaches to studying as well as in disposition of online courses.

  • 313.
    Svensson, Göran
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Topics in Workforce Management in a Contact Center Context2019Doctoral thesis, monograph (Other academic)
    Abstract [en]

    This thesis is written as a monograph covering topics in operations research and focusing on workforce

    management in a contact center environment.

    This text is the result of a cooperative project between the Royal Institute of Technology (KTH) and

    Teleopti WFM.

    The main objective is to transform everyday problems faced at Teleopti into a mathematical

    modeling framework.

    The modeling aspect plays a prominent role and therefore, a large portion of this thesis deals with

    the modeling aspects of contact center management.

    The majority of the models are proposed in terms of Markov queuing networks.

    The text is divided into five chapters.

    The first chapter covers the introduction and provides a short background of

    the basics of contact centers and workforce management.

    It also briefly mentions the necessary mathematical tools.

    In Chapter 2, a multiclass and multiserver queuing network with a common budget constraint is introduced.

    The multiobjective optimization problem of minimizing server costs while delivering a high quality of service

    is solved using the marginal allocation algorithm.

    The quality of service measures used to quantify customer satisfaction is the conditional value-at-risk

    measure and the fraction of abandoning customers.

    It is proved that the conditional value-at-risk measure is integer convex in terms of the number of servers

    when the customer waiting time is taken as the loss function.

    In Chapter 3, the contact center interagent fairness is considered.

    The importance of agent happiness in face of attrition is briefly discussed.

    To include the interagent fairness into the modeling procedure a multiclass and multiserver queuing

    network is introduced.

    The servers are grouped into pools of exchangeable agents serving a subset of the customer classes.

    The interagent fairness measure can be introduced either as part of the objective function or as part

    of the optimization constraints.

    Robustness and multiperiod solutions are also considered.

    In Chapter 4, a limited state dependent server sharing system is considered in the context of

    a chat based communication system.

    The proposed model is an extension of the Markov queuing model applied to telephone based

    communication systems, where the agents may serve several customers concurrently.

    The service intensity provided depend on how many concurrent customers an agent serves which

    increases the complexity of the model.

    It is shown how agents of similar performance can be categorised together into groups and thus be handled separately.

    Several results pertaining to solving such a system are introduced and exemplified.

    In Chapter 5, the estimation of the parameters of the model presented in Chapter 4 is considered.

    This process is strongly data dependent, i.e., data driven, and a data classification system is proposed

    to the data available for the estimation.

    The chapter then proceeds to

    investigate frequentist and Bayesian strategies of parameter

    estimation under conditions of high and low resolution data

    Furthermore, the model in Chapter 4 is evaluated in terms of a real chat center data set.

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  • 314.
    Syed, Sabina
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Stenberg, Josefin
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Deep Learning-based Regularizers for Cone Beam Computed Tomography Reconstruction2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Cone Beam Computed Tomography is a technology to visualize the 3D interior anatomy of a patient. It is important for image-guided radiation therapy in cancer treatment. During a scan, iterative methods are often used for the image reconstruction step. A key challenge is the ill-posedness of the resulting inversion problem, causing the images to become noisy. To combat this, regularizers can be introduced, which help stabilize the problem. This thesis focuses on Adversarial Convex Regularization that with deep learning regularize the scans according to a target image quality. It can be interpreted in a Bayesian setting by letting the regularizer be the prior, approximating the likelihood with the measurement error, and obtaining the patient image through the maximum-a-posteriori estimate. Adversarial Convex Regularization has previously shown promising results in regular Computed Tomography, and this study aims to investigate its potential in Cone Beam Computed Tomography. 

    Three different learned regularization methods have been developed, all based on Convolutional Neural Network architectures. One model is based on three-dimensional convolutional layers, while the remaining two rely on 2D layers. These two are in a later stage crafted to be applicable to 3D reconstruction by either stacking a 2D model or by averaging 2D models trained in three orthogonal planes. All neural networks are trained on simulated male pelvis data provided by Elekta. The 3D convolutional neural network model has proven to be heavily memory-consuming, while not performing better than current reconstruction methods with respect to image quality. The two architectures based on merging multiple 2D neural network gradients for 3D reconstruction are novel contributions that avoid memory issues. These two models outperform current methods in terms of multiple image quality metrics, such as Peak Signal-to-Noise Ratio and Structural Similarity Index Measure, and they also generalize well for real Cone Beam Computed Tomography data. Additionally, the architecture based on a weighted average of 2D neural networks is able to capture spatial interactions to a larger extent and is adjustable to favor the plane that best shows the field of interest, a possibly desirable feature in medical practice.

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  • 315.
    Thinsz, David
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Properties of Discrete Laplacians With Application on Brain Networks2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis investigates three discrete Laplace operators: the graph Laplacian, combinatorial Laplacian, and the more recently introduced persistent Laplacian. We discuss how these operators relate to each other and study their spectral properties. The graph Laplacian is a well-studied operator that plays a central role in spectral graph theory. Its spectrum contains information about the connectivity of the underlying graph and is the foundation for spectral clustering. The combinatorial Laplacian is a natural generalization of the graph Laplacian to simplicial complexes. It encodes the homology of the underlying simplicial complex and provides a way to compute the Betti numbers of the simplicial complex and cluster its simplicies based on the homology. The persistent Laplacian is a bridge between persistent homology and the theory of discrete Laplacians. It extends the combinatorial Laplacian to simplicial pairs and can be used to compute persistent Betti numbers. The last part of this thesis is a brief exploratory analysis of brain network models representing a progression of Parkinson's based on these discrete Laplacians.

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  • 316.
    Thunberg, Hans
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    A recycled characterization of kneading sequences1999In: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, ISSN 0218-1274, Vol. 9, no 9, p. 1883-1887Article in journal (Refereed)
    Abstract [en]

    For any infinite sequence E on two symbols one can define two sequences of positive integers S(E) (the splitting times) and T(E) (the cosplitting times), which each describe the self-replicative structure of E. If E is the kneading sequence of a unimodal map, it is known that S(E) and T(E) carry a lot of information on the dynamics, and that they are disjoint. We show the reverse implication: A nonperiodic sequence E is the kneading sequence of some unimodal map if the sequences S(E) and T(E) are disjoint.

  • 317.
    Thunberg, Hans
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Feigenbaum Numbers for Certain Flat-Top Families1994In: Experimental Mathematics, ISSN 1058-6458, E-ISSN 1944-950X, Vol. 3, no 1, p. 51-57Article in journal (Refereed)
  • 318.
    Thunberg, Hans
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Tonsättaren Per Nörgårds ''oändlighetsserie"2013In: Normat, ISSN 0801-3500, Vol. 61, no 1, p. 33-47Article in journal (Refereed)
    Abstract [en]

    This article presents a mathematical description, in terms of recursively defined number sequences, of the algorithms devised by the Danish composer Nørgård. The ambition of the latter was to generate from a very short sequence of tones melodies rich in symmetries and selfsimilarities, melodies which could be aperiodic and hence infinite in length. Given the mathematical presentation a variety of results can be formulated and proved. Note that the well-known Thue-Morse sequence is essentially a special case.

  • 319.
    Thunberg, Hans
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Brandell, Gerd
    Lund University.
    Hemmi, Kirsti
    Stockholm University.
    The Widening Gap — A Swedish Perspective2008In: Mathematics Education Research Journal, ISSN 1033-2170, E-ISSN 2211-050X, Vol. 20, no 2, p. 38-56Article in journal (Refereed)
    Abstract [en]

    Transition problems from secondary to tertiary level in mathematics have been arecurrent issue in Sweden. This paper summarises the development during the lastdecades. Results from two recent research studies that illuminate the transitionproblem are presented. The first one, based on empirical data from a major Swedishtechnical university, characterises the widening gap, in content and in approach,between secondary school and first year university courses. The second study dealswith students’ encounters with mathematical proof and is based on a largeinvestigation at another main Swedish university. We discuss the influence on thecurrent transition problems of school reforms and of the great expansion of highereducation in Sweden during the last 10 – 15 years in view of the results from theresearch studies.

  • 320.
    Thunberg, Johan
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Attitude consensus using networks of uncalibrated cameras2014In: 2014 33rd Chinese Control Conference (CCC), IEEE Computer Society, 2014, p. 1444-1451Conference paper (Refereed)
    Abstract [en]

    This paper addresses the problem of consensus on SO(3) for networks of uncalibrated cameras. Under the assumption of a pinhole camera model, we prove convergence to the consensus manifold for two types of kinematic control laws, when only conjugate rotation matrices KRK-1 are available among the agents. In these conjugate rotations, the rotation matrices are distorted by the (unknown) intrinsic parameters of the cameras. For the conjugate rotations, we introduce distorted versions of well known local parameterizations of SO(3) and show consensus by using three types of control laws. The control laws are similar to the standard consensus protocol used for systems of agents with single integrator dynamics, where pairwise differences between the states of neighboring agents are used. By considering the restriction to the planar case (when all the rotations have the same rotational axes), we weaken the assumptions on the cameras in the system and consider networks where the camera matrices differ between agents.

  • 321.
    Törner, Gustaf
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Sävenäs, Erik
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Lorenz Curve for Profitable Insurance Portfolio Management2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Since its introduction by Max Otto Lorenz, the Lorenz curve has been utilizedin several financial contexts. By using regression analysis to approximate theclaim cost of policyholders, a vector consisting of policyholder characteristics canbe obtained. The ordered Lorenz curve can subsequently be used to understandwhat commonalities are shared between profitable policyholders. This allows forbetter management of the insurance portfolio and thus better customer relationstowards both the policyholders and the insurer, which is important for an insuranceconsultancy agency. The aim of this thesis was to investigate which attributesapproximate the policyholder claim costs and consequently obtain insight into whatattributes are shared among profitable portfolio clients. The results presented inthis thesis show that a multi-linear regression model, transformed using the Box-Cox method is insufficient to approximate the claim costs in a convincing manner.The model obtained in the thesis was capable of identifying significant regressorsbut the overall result displayed uncertainties in regards to overall goodness of fit.This means that the variability explained by the regression model only represents4.95% of the variability in the claim cost data. Thus, the relativity measureintroduced in section 2.1.1 was deemed uninterruptible in a meaningful way.Consequently, the empirical distribution functions presented in section 1.1 wouldbe based on a faulty order statistic, and in turn the visualization of an orderedLorenz curve with such a relativity measure is unnecessary.

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  • 322.
    Ulmer, Christian
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Development of synthesizability-constrained molecular generation using deep learning2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Identifying and creating new molecules with specific desired properties is a central task in chemical discovery. A key consideration in this process is the synthesizability of proposed molecules, requiring computers to learn the intricate rules of chemistry. Synthesizability is a constrain that is historically assessed after identifying novel molecules. 

    This thesis builds on SynNet a model for synthesis planning, which involves finding strategies of pairing molecules and chemical reactions in a goal-directed manner. These models enhances the traditional approach to molecular discovery and SynNet is a data-driven, synthesizability-constrained generative model that models synthesis paths as a conditioned Markov decision process. This work advances the understanding of synthesizable molecular design and its limitations. 

    The main results of this work is the demonstration that systematic hyperparameter tuning increases the recovery rate to 58% and out-of-distribution datasets are a limiting factor. The analysis reveals that datasets with non-linear synthesis paths significantly impact the model’s performance, while data representation and neural network architecture play a secondary role. This finding challenges previous hypotheses that order-invariance of the first reactant would improve the recovery rate, highlighting the importance of high-quality datasets and questioning the problem formulation as a Markov decision process.

    These results provide insights to advance models, algorithms, and datasets for synthesizability-constrained molecular design. By openly publishing theproject, this work facilitates further research in synthesizability-constrained molecular design and encourages the development of new applications in accelerated drug discovery.

  • 323.
    Ulmgren, Måns
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Modeling Interest Rate Risk in the Banking Book2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. Interest rate risk in the banking book ("IRRBB") alludes to the cur- rent or prospective risk to the bank’s earnings and capital emerging from adverse movements in interest rates that influence the bank’s banking book positions. When interest rates change, the value but also the timing of future cash flows are affected. Thus, the underlying value of a bank’s liabilities and assets and other off-balance sheet items change as a consequence, and therefore its economic value. In 2004, the Basel Committee on Banking Supervision published a paper Principles for the Management and Supervision of Interest Rate Risk which later lead the European Banking Authority ("EBA") to publish a renewed framework in 2016. In December 2021, the EBA published a draft of an updated version of this framework. This paper investigates how banks and risk managers should model IRRBB under these new guidelines. This is achieved by constructing an IRRBB model which is then evaluated to see whether the IRRBB framework provided by the EBA is adequate and comprehensive. The IRRBB model by the EBA is fundamentally constructed by creating six different shock scenarios where the yield curve is stressed (parallel- , short rate-, and long rate shifts). Thereafter, one measures risk by investigating how these shifts affect the bank’s or financial institutions’ economic value and net interest income. In this paper, additional stressed scenarios were produced through Principal Component Analysis and Monte Carlo Simulations. This paper found that the framework by the EBA is adequate and formulates good methods. However, the framework is not fully standardized and comprehensive, and some computations and methods are left for the institution to decide. This is most likely due to the uniqueness of each institution and that it is hard to formulate methods that are pertinent for all. A more complete, standardized framework would however be advantageous for, on the one hand, governing agencies which would benefit from decreasing the number of resources needed when supervising institutions’ internal models. On the other, institutions would benefit from decreasing the probability of potentially overlooking some risk. Furthermore, this would help companies de- crease their capital requirement, which is desirable.

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  • 324.
    Ulvklo, Maria
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Hybrid Ensemble Methods: Interpretible Machine Learning for High Risk Aeras2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Despite the access to enormous amounts of data, there is a holdback in the usage of machine learning in the Cyber Security field due to the lack of interpretability of ”Black­box” models and due to heterogenerous data. This project presents a method that provide insights in the decision making process in Cyber Security classification. Hybrid Ensemble Methods (HEMs), use several weak learners trained on single data features and combines the output of these in a neural network. In this thesis HEM preforms phishing website classification with high accuracy, along with interpretability. The ensemble of predictions boosts the accuracy with 8%, giving a final prediction accuracy of 93 %, which indicates that HEM are able to reconstruct correlations between the features after the interpredability stage. HEM provides information about which weak learners trained on specific information that are valuable for the classification. No samples were disregarded despite missing features. Cross validation were made across 3 random seeds and the results showed to be steady with a variance of 0.22%. An important finding was that the methods performance did not significantly change when disregarding the worst of the weak learners, meaning that adding models trained on bad data won’t sabotage the prediction. The findings of these investigations indicates that Hybrid Ensamble methods are robust and flexible. This thesis represents an attempt to construct a smarter way of making predictions, where the usage of several forms of information can be combined, in an artificially intelligent way.

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  • 325.
    van de Kamp, Carsten Thomas
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Providing reliable product size recommendations -- A Bayesian model for sparse, cross-merchant sales and return data in fashion e-commerce2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Fashion webshops face high return rates, which is both an unsustainable and very costly practice. A significant part of returns is made because of size and fit-related issues. We introduce four models for providing product size recommendations based on cross-merchant sales and return data. This data is typically highly sparse and noisy, making the development of a size recommendation system challenging. Moreover, we do not have access to fit feedback or the reason why a consumer made a return. We assess model performance on both a proprietary data set consisting of shoe purchases and a publicly available data set containing rentals of various categories of women's apparel. Our baseline model predicts the probability of fit for a specific consumer-article combination based on the average catalog size of all articles purchased and kept by that particular consumer. This model outperforms two more advanced models deriving true size variables for consumers and articles on both data sets. The fourth model we develop is a Bayesian size recommendation model, which is fitted with mean-field variational inference. It performs comparably to baseline on unseen data. However, it has the added benefit of being able to filter out low-confidence recommendations, such that higher performance can be achieved at the cost of a lower coverage level. All models show signs of overfitting to training data, and hence we recommend future research to focus on developing a variant of the Bayesian model with fewer degrees of freedom. Results suggest that such a model could be able to provide even better product size recommendations.

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  • 326.
    van de Linde, Storm
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Linear Eigenvalue Problems in Quantum Chemistry2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this thesis, a method to calculate eigenpairs is implemented for the Multipsi library. While the standard implemtentations use the Davidson method with Rayleigh-Ritz extraction to calculate the eigenpairs with the lowest eigenvalues, the new method uses the harmonic Davidson method with the harmonic Rayleigh-Ritz extraction to calculate eigenpairs with eigenvalues near a chosen target. This is done for Configuration Interaction calculations and for Multiconfigurational methods. From calculations, it seems the new addition to the Multipsi library is worth investigating further as convergence for difficult systems with a lot of near-degeneracy was improved.

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  • 327.
    Vargas, F. J.
    et al.
    Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, 2390123, Chile.
    González, Rodrigo A.
    KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).
    On the Existence of a Stabilizing Solution of Modified Algebraic Riccati Equations in Terms of Standard Algebraic Riccati Equations and Linear Matrix Inequalities2020In: IEEE Control Systems Letters, E-ISSN 2475-1456, Vol. 4, no 1, p. 91-96, article id 8734106Article in journal (Refereed)
    Abstract [en]

    In this letter, we study conditions for the existence of stabilizing solutions of two classes of modified discrete algebraic Riccati equations (MAREs) emerging in stochastic control problems. In order to do so, we first rewrite each MARE in terms of a standard ARE subject to specific constraints, which allows us to connect their solution with a set of linear-control constrained problems. With this result we also determine, for each MARE, a linear matrix inequality problem whose feasibility is guaranteed if and only if a stabilizing solution of the original MARE exists.

  • 328.
    Verhage, Billy
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    Evaluating volatility forecasts, A study in the performance of volatility forecasting methods2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this thesis, the foundations of evaluating the performance of volatility forecasting methods are explored, and a mathematical framework is created to determine the overall forecasting performance based on observed daily returns across multiple financial instruments. Multiple volatility responses are investigated, and theoretical corrections are derived under the assumption that the log returns follow a normal distribution. Performance measures that are independent of the long-term volatility profile are explored and tested. Well-established volatility forecasting methods, such as moving average and GARCH (p,q) models, are implemented and validated on multiple volatility responses. The obtained results reveal no significant difference in the performances between the moving average and GARCH (1,1) volatility forecast. However, the observed non-zero bias and a separate analysis of the distribution of the log returns reveal that the theoretically derived corrections are insufficient in correcting the not-normally distributed log returns. Furthermore, it is observed that there is a high dependency of abslute performances on the considered evaluation period, suggesting that comparisons between periods should not be made.

    This study is limited by the fact that the bootstrapped confidence regions are ill-suited for determining significant performance differences between forecasting methods. In future work, statistical significance can be gained by bootstrapping the difference in performance measures. Furthermore, a more in-depth analysis is needed to determine more appropriate theoretical corrections for the volatility responses based on the observed distribution of the log returns. This will increase the overall forecasting performance and improve the overall quality of the evaluation framework.

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  • 329.
    Vikman, Noa
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Recent Proofs of Gromov's Theorem on Groups of Polynomial Growth2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Gromov's theorem on finitely generated groups of polynomial growth is one of the cornerstones of geometric group theory. It has seen many applications and has immense importance within its realm. However, the early proofs of Gromov's theorem were based on deep results and were practically unsuitable for teaching. Recently, a new family of proofs have been published, potentially providing new ways to learn and teach Gromov's theorem. In this Master's thesis, we aim to provide an expository introduction to Gromov's theorem and its proofs. 

    We will first explore a brief theoretical overview of geometric group theory, which will include a proof of a theorem of Bass-Guivarc'h. We will then give a detailed account of an elementary proof of Gromov's theorem for groups of sub-polynomial growth, which was originally outlined by Tao in a blog post. The main contribution we make in this thesis is providing a significant amount of additional detail, bridging the gaps, and providing theoretical clarifications to all the steps in this proof. Finally, we will present some applications of Gromov's theorem.

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  • 330.
    Vynnycky, Michael
    et al.
    KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering, Casting of Metals. University of Limerick, Ireland .
    Kanev, K.
    Mathematical Analysis of the Multisolution Phenomenon in the P3P Problem2015In: Journal of Mathematical Imaging and Vision, ISSN 0924-9907, E-ISSN 1573-7683, Vol. 51, no 2, p. 326-337Article in journal (Refereed)
    Abstract [en]

    The perspective 3-point problem, also known as pose estimation, has its origins in camera calibration and is of importance in many fields: for example, computer animation, automation, image analysis and robotics. One line of activity involves formulating it mathematically in terms of finding the solution to a quartic equation. However, in general, the equation does not have a unique solution, and in some situations there are no solutions at all. Here, we present a new approach to the solution of the problem; this involves closer scrutiny of the coefficients of the polynomial, in order to understand how many solutions there will be for a given set of problem parameters. We find that, if the control points are equally spaced, there are four positive solutions to the problem at 25 % of all available spatial locations for the control-point combinations, and two positive solutions at the remaining 75 %.

  • 331.
    Vynnycky, Michael
    et al.
    KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering, Casting of Metals.
    Mitchell, S. L.
    On the numerical solution of a Stefan problem with finite extinction time2015In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 276, p. 98-109Article in journal (Refereed)
    Abstract [en]

    In many phase-change problems of practical interest, it is important to know when a phase is depleted, a quantity referred to as the extinction time; however, there are no numerical schemes that are able to compute this with any degree of rigour or formal accuracy. In this paper, we develop such a scheme for the one-dimensional time-dependent problem of an evaporating spherical droplet. The Keller box finite-difference scheme is used, in tandem with the so-called boundary immobilization method. An important component of the work is the careful use of variable transformations that must be built into the numerical algorithm in order to preserve second-order accuracy in both time and space, in particular as regards resolving a square-root singularity in the droplet radius as the extinction time is approached.

  • 332.
    Vynnycky, Michael
    et al.
    Mathematics Applications Consortium for Science and Industry MACSI, Department of Mathematics and Statistics, University of Limerick, Limerick V94 T9PX, Ireland.
    Rangavittal, Bharath Vasudev
    KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering, Process.
    Glaser, Björn
    KTH, School of Industrial Engineering and Management (ITM), Materials Science and Engineering, Process.
    An asymptotic model for gas-solid flow in a countercurrent moving bed reactor2023In: SIAM Journal on Applied Mathematics, ISSN 0036-1399, E-ISSN 1095-712X, Vol. 83, no 2, p. 882-908Article in journal (Refereed)
    Abstract [en]

    Asymptotic methods are employed to analyze earlier two-phase steady-state Euler-Euler models that were originally intended as simplified representations for gas-solid flow in an ironmaking blast furnace; more generally, however, they can be thought of as models for two-phase flow in countercurrent moving bed reactors. A scaling analysis, based around the fact that the solid velocity is typically several orders of magnitude smaller than the gas velocity, indicates that the effects of viscosity and inertia are basically negligible compared with those of gravity and interphase momentum transfer. The resulting reduced model yields quasi-analytical expressions for the solid fraction and the gas velocity, with the former being directly related to the shapes of the reactor and any stagnant zone that may form as a consequence of solids or granular materials being able to withstand substantial amounts of shear; in ironmaking blast furnaces, this occurs near the bottom of the reactor, and the zone is commonly known as the deadman. On the other hand, the solid velocity can be found via a numerical solution of Laplace’s equation; nevertheless, the solution is different to that obtained from earlier potential flow models in blast furnace modeling. Most significantly, the current model would form the basis of a computationally efficient approach for modeling transient heat and mass transfer with chemical reactions in a countercurrent moving bed reactor.

  • 333.
    Völcker, Max
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Rolff, Hugo
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this thesis, we explore the potential of financing a fast charging system with energy storage by delivering ancillary services from the energy storage in an optimal way. Specifically, a system delivering frequency regulation services FCR-D Up and FCR-D Down in combination with energy arbitrage trading is considered. An optimization model is developed that could be implemented operationally and then used in a Monte-Carlo simulation to estimate the net present value of the system for four identified cases at three different energy market price scenarios. The main modeling approach is to formulate the system as a state-space model serving as the foundation for model predictive control, with the delay between decision and delivery of the frequency regulation services incorporated as a part of the system state. The optimization of the system is implemented using a dynamic programming approach with a time horizon of 48h, where the choice of admissible controls is optimized for computational efficiency. The result shows that the system could profitable under optimal operation, but it is heavily dependent on the size of the grid connection, future price levels for ancillary services, and the nature of fast-charging demand. As such, the business case and profitability should be evaluated with a specific use case in mind. The developed model showed relatively good computational efficiency for operational implementations with a run time for one iteration of the optimization problem of 15 seconds. The model could therefore be used as the foundation for future research within the specific field and for similar control problems considering delayed controls and stochastic demand. Several proposed improvements and suggested areas of future research are proposed.

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  • 334.
    Wahlberg, Simon
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. By applying multiple multivariate time-series analyses in terms of vector autoregression (VAR) and the recurrent neural networks long short-term memory (LSTM) and gated recurrent units (GRU) with a sliding window methodology. This thesis discovers linear and complex relationships between the IVS and stock loan data. The three-day-ahead out-of-sample LSTM forecast of IV at 80% moneyness improved by including lagged values of rt and yielded 19.6% MAPE and forecasted correct direction 81.1% of samples. The corresponding 100% moneyness GRU forecast was also improved by including stock loan data, at 10.8% MAPE and correct directions for 60.0% of samples. The 120% moneyness VAR forecast did not improve with stock loan data at 26.5% MAPE and correct directions for 66.2% samples. The one-month-ahead rt VAR forecast improved by including a lagged IVS, at 25.5% MAPE and 63.6% correct directions. The presented data was optimal for each target variable, showing that the application of LSTM and GRU was justified. These results indicate that considering stock loan data when forecasting IVS for 80% and 100% moneyness is advised to gain exploitable insights for short-term positions. They are further validated since the different models yielded parallel inferences. Similar analysis with other equity is advised to gain insights into the relationship and improve such forecasts.

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  • 335.
    Wallström, Karl
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem2021Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. The idea behind the method and the research question in this thesis are centered around leveraging data created during optimization. Specifically, by creating a linear approximation of the feasible region using support vector machines and in turn applying a repair strategy based on projection. The hypothesis was that by repairing solutions an increase in convergence speed should follow. In order to answer the research question, a reference method was at first created. Here CMA-ES along with feasibility rules was used, referred to as CMA-FS. The proposed method of optimization data leveraging (ODL) was then appended to CMA-FS, referred to as CMA-ODL. Both algorithms were then applied to a single initial margin optimization problem 100 times each with different random seeds used for sampling in the optimization algorithms. The results showed that CMA-ODL converged significantly faster than CMA-FS, without affecting final objective values significantly negatively. Convergence was measured in terms of iterations and not computational time. On average a 5% increase in convergence speed was achieved with CMA-ODL. No significant difference was found between CMA-FS and CMA-ODL in terms of the percentage of infeasible solutions generated. A reason behind the lack of a reduction in violations can be due to how ODL is implemented with the CMA-ES algorithm. Specifically, ODL will lead to a greater number of feasible solutions being available during recombination in CMA-ES. Although, due to the projection, the solutions after projection are not completely reflective of the actual parameters used for that generation. The projection should also bias the algorithm towards the boundary of the feasible region. Still, the performative difference in terms of convergence speed was significant. In conclusion, the proposed boundary constraint handling method increased performance, but it is not known whether the method has any major practical applicability, due to the restriction to only considering the number of iterations and not the computational time.

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  • 336.
    Wallén, Melker
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Grimlund, Erik
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Credit Index Forecasting: Stability of an Autoregressive Model2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. To reach this goal, we implement autoregressive time-series models for credit spreads, a Vasicekmodel for the interest rate and use transformations to create total return series. We find that our autoregressivemodel performs well in terms of robustness and stability, while being statistically accurate for the Investment GradeIndex. The High Yield model has good statistical accuracy, but is lacking in stability and robustness.

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  • 337. Wang, J.
    et al.
    Shi, Q.
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    Yang, P.
    Modeling and simulating for congestion evacuation based on multi-agent approach2014In: 2014 33rd Chinese Control Conference (CCC), IEEE Computer Society, 2014, p. 6421-6426Conference paper (Refereed)
    Abstract [en]

    A new multi-agent based congestion evacuation model is proposed in this paper to simulate the pedestrian evacuation process in stadium with or without obstacles, in which each agent's state can be normal, being overtaked and dead. In this model, all the pedestrians are divided into four kinds and each kind has six different classes of competitive ability. The individual action direction is affected by their competitive ability, the distance to the exits and the occupant number and density within the view field of the agent. In the simulation, we present the congestion and death phenomenon as well as the effects of obstacles in evacuation process. We also add a virtual leader to regulate the evacuation effectively. Simulation results show that the proposed model can reproduce exactly the real evacuation process in stadium.

  • 338. Wang, Jinhuan
    et al.
    Cheng, Daizhan
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Computer Science and Communication (CSC), Centres, Centre for Autonomous Systems, CAS.
    Consensus of multi-agent linear dynamic systems2008In: Asian Journal of Control, ISSN 1561-8625, E-ISSN 1934-6093, Vol. 10, no 2, p. 144-155Article in journal (Refereed)
    Abstract [en]

    In this paper the consensus problem is considered for multi-agent systems, in which all agents have an identical linear dynamic mode that can be of any order. The main result is that if the adjacent topology of the graph is frequently connected then the consensus is achievable via local-information-based decentralized controls, provided that the linear dynamic mode is completely controllable. Consequently, many existing results become particular cases of this general result. In this paper, the case of fixed connected topology is discussed first. Then the case of switching connected topology is considered. Finally, the general case is studied where the graph topology is switching and only connected often enough.

  • 339.
    Wang, Yuquan
    et al.
    KTH, School of Computer Science and Communication (CSC), Computer Vision and Active Perception, CVAP.
    Thunberg, Johan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Computer Science and Communication (CSC), Centres, Centre for Autonomous Systems, CAS.
    A transformation of the Position Based Visual Servoing Problem into a convex optimization problem2012In: 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE , 2012, p. 5673-5678Conference paper (Refereed)
    Abstract [en]

    Here we address the problem of moving a camera from an initial pose to a final pose. The trajectory between the two poses is subject to constraints on the camera motion and the visibility, where we have bounds on the allowed velocities and accelerations of the camera and require that a set of point features are visible for the camera. We assume that the pose is possible to retrieve from the observations of the point features, i.e., we have a Position Based Visual Servoing Problem with constraints. We introduce a two step method that transforms the problem into a convex optimization problem with linear constraints. In the first step the rotational motion is restricted to be of a certain type. This restriction allows us to retrieve an explicit solution of the rotational motion that is optimal in terms of minimizing geodesic distance. Furthermore, this restriction guarantees that the rotational motion satisfies the constraints. Using the explicit solution, we can formulate a convex optimization problem for the translational motion, where we include constraints on workspace and visibility.

  • 340.
    Wollmann, Oscar
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Mathematical Modelling of Fund Fees2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The paper examines the impact of fees on the return of a fund investment using different simulation and fee structure models. The results show that fees have a significant expected impact, particularly for well-performing funds. Two simulation models were used, the Geometric Brownian Motion (GBM) model and Merton Jump Diffusion (MJD) model. Two fee structures were also analysed for each simulation, a High-water mark fee structure and a Hurdle fee structure. Comparing the GBM and MJD models, the two tend to generate very similar fee statistics even though the MJD model's day-to-day returns fit better with empirical data. When comparing the HWM and Hurdle fee models, larger differences are observed. While overall average fee statistics are similar, the performance fee statistics are significantly higher in the Hurdle fee structure for assets achieving higher returns, e.g. at least an 8% annual return. However, the HWM fee structure tends to generate higher performance fees for assets with low returns. Regression models are also developed for each combination of the simulation model and fee structure. The regression models reflect the above conclusions and can for investors serve as simple key indicators to estimate expected fund fee payments. The GBM regression results are likely more useful than the MJD regression results, as the parameters of the former are easier to calculate based on historical return data.

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  • 341.
    Wuilmart, Adam
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Harrysson, Erik
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Estimating the Expected Pay-out of Earnout Contracts in Private Acquisitions2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    The growth of private equity, as well as consolidation trends across other industries, have produced a strong and vibrant mergers and acquisitions market. A challenge during these acquisitions is information asymmetry, which makes agreeing on the transaction price a challenge. An increasingly popular instrument to get around this problem is to use earnout contracts, which puts the difference between what the buyer is willing to pay and what the seller is willing to accept as contingent on future performance of the company. This thesis focuses on testing four different models for estimating the expected pay-out of earnout contracts. The investigated models were geometric Brownian motion, autoregressive integrated moving average, artificial neural network and a hybrid model to forecast the underlying metrics which were used with Monte Carlo methods to compute the expected pay-out of the earnout contract. Furthermore, a bankruptcy adjusted and a model using implied market volatility were evaluated. The results were that the hybrid model showed the most promising predictions when estimating the expected pay-out. The bankruptcy adjustment was not successful since the model failed to reach sufficient accuracy. Using implied market volatility showed inconclusive results.

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  • 342.
    Wärnberg Gerdin, Ludvig
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
    Predicting Success in Early-Stage Start-ups using Founding and Executive Team Characteristics2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Data-driven methods have been used for investment decision support for more than two decades within the finance sector, however there are great differences in the adoption of data-driven methods in different parts of the financial market. One part of the market that has yet achieved a high level of adoption is the Venture capital (VC) industry. In this study, the use of machine learning is explored as an option to filter out high quality deals by choosing those with the highest likelihood of success. More specifically, characteristics about the founding and executive venture team is explored as independent variables for modelling the likelihood of post-seed investment within five years of the founding date.

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  • 343.
    Xing, Yu
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).
    Gravell, Benjamin
    Univ Texas Dallas, Dept Mech Engn, Richardson, TX USA..
    He, Xingkang
    Univ Notre Dame, Dept Elect Engn, South Bend, IN USA..
    Johansson, Karl H.
    KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).
    Summers, Tyler H.
    Univ Texas Dallas, Dept Mech Engn, Richardson, TX USA..
    Identification of linear systems with multiplicative noise from multiple trajectory data?2022In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 144Article in journal (Refereed)
    Abstract [en]

    The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system matrices and the covariance matrix of the multiplicative noise. The algorithm does not need prior knowledge of the noise or stability of the system, but requires only independent inputs with pre-designed first and second moments and relatively small trajectory length. The study of identifiability of the noise covariance matrix shows that there exists an equivalent class of matrices that generate the same second-moment dynamic of system states. It is demonstrated how to obtain the equivalent class based on estimates of the noise covariance. Asymptotic consistency of the algorithm is verified under sufficiently exciting inputs and system controllability conditions. Non-asymptotic performance of the algorithm is also analyzed under the assumption that the system is bounded. The analysis provides high-probability bounds vanishing as the number of trajectories grows to infinity. The results are illustrated by numerical simulations.

  • 344.
    Yan, Kuan
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
    Dynamical Behaviors of A Class of Generalized Skew Shifts2022Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    In this paper we study a dynamical system given by a variant of the classic skew-shifts on the torus $S^1\times S^1$. Our map is defined based on $T(x,y) = (x+\omega,x+f(y))$, where $\omega$ is Diophatine, $f$ is an orientation-preserving circle diffeomorphism. We show that for our specific type of $f$, there exist 2 maps from the torus to itself whose graphs are $T$-invariant. Moreover, one of the graphs attracts (Lebesgue) almost every point in the torus. The results are robust under a small $C^1$ perturbation on the second coordinate.

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  • 345.
    Yelnyk, Volodymyr
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
    RBF method for solving Navier-Stokes equations2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis explores the application of Radial Basis Functions (RBFs) to fluid dynamical problems. In particular, stationary Stokes and Navier-Stokes equations are solved using RBF collocation method. An existing approach from the literature, is enchanced by an additional polynomial basis and a new preconditioner. A faster method based on the partition of unity is introduced for stationary Stokes equations. Finally, a global method based on Picard linearization is introduced for stationary Navier-Stokes equations.

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    fulltext
  • 346.
    Youssef, Lawin
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Optimizing Empty Container Repositioning: Developing An Initial Optimization Module for Leasing Companies2023Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This master's thesis explores the possibility to construct an optimization module for leasing companies within the container industry that aims to minimize their repositioning of empty containers over a 14-day period. Utilizing the optimization technique sourced from a comprehensive literature review, the module efficiently solves practical scenarios within a leasing company, comparing its results with those of traditional manual planning. The module emphasizes scalability and adaptability, focusing on optimal solutions that prioritizes availability and flexibility while staying within the framework of specific constraints. Despite some disparity due to its quantitative orientation, the module shows potential to significantly improve repositioning plannings. The module's promise does not only lie on the current capabilities but also in its potential for future development and integration of complex considerations, underscoring its promising starting point for the container industry.

  • 347.
    Zhang, Han
    et al.
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Umenberger, Jack
    Department of Information Technology, Uppsala University, Uppsala, Sweden.
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
    Inverse optimal control for discrete-time finite-horizon Linear Quadratic Regulators2019In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 110, article id 108593Article in journal (Refereed)
    Abstract [en]

    In this paper, we consider the inverse optimal control problem for discrete-time Linear Quadratic Regulators (LQR), over finite-time horizons. Given observations of the optimal trajectories, or optimal control inputs, to a linear time-invariant system, the goal is to infer the parameters that define the quadratic cost function. The well-posedness of the inverse optimal control problem is first justified. In the noiseless case, when these observations are exact, we analyze the identifiability of the problem and provide sufficient conditions for uniqueness of the solution. In the noisy case, when the observations are corrupted by additive zero-mean noise, we formulate the problem as an optimization problem and prove that the solution to this problem is statistically consistent. The performance of the proposed method is illustrated through numerical examples.

  • 348.
    Zhang, Kuize
    et al.
    KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.
    Zhang, L.
    School of Marine Science and Technology, Northwestern Polytechnical University, Xi’an, China.
    Xie, L.
    School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore, Singapore.
    Generalized reversibility of cellular automata2020In: Communications and Control Engineering, Springer International Publishing , 2020, p. 213-220Chapter in book (Refereed)
    Abstract [en]

    Reversibility is a fundamental property of microscopic physical systems, implied by the laws of quantum mechanics, which seems to be at odds with the Second Law of Thermodynamics (Schiff 2008; Toffoli and Margolus 1990). Nonreversibility always implies energy dissipation, in practice, in the form of heat. Using reversible cellular automata (CAs) to simulate such systems has caused wide attention since the early days of the investigation of CAs (Toffoli and Margolus 1990; Kari 2005). On the other hand, if a CA is not reversible but reversible over an invariant closed subset, e.g., the limit set (Taaki 2007), it can also be used to describe physical systems locally. In this chapter, (Theorems 11.1, 11.2, and 11.4 were reproduced from Zhang and Zhang (2015) with permission @ 2015 Old City Publishing Inc. Theorems 11.3 and 11.5 were reproduced from Taaki (2007) with permission @ 2007 Old City Publishing Inc.) we present a formal definition to represent this class of generalized reversible CAs, and investigate some of their topological properties. We refer the reader to Zhang and Zhang (2015), Taaki (2007) for further reading. Other variants of generalized reversibility can be found in Castillo-Ramirez and Gadouleau (2017).

  • 349. Zhong, J.
    et al.
    Karasalo, M.
    Cheng, D.
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Computer Science and Communication (CSC), Centres, Centre for Autonomous Systems, CAS.
    New results on non-regular linearization of non-linear systems2007In: International Journal of Control, ISSN 0020-7179, E-ISSN 1366-5820, Vol. 80, no 10, p. 1651-1664Article in journal (Refereed)
    Abstract [en]

    This paper presents some new results on non-regular linearization of non-linear systems. Based on a normal form and a non-regular linearization technique developed recently, the paper first provides a set of calculating formulas for the linearization procedure. As an application, the linearization of bilinear systems is investigated. Then, it presents easily veri. able sufficient conditions for the global (semi-global) (approximate) linearization. Finally, an estimate of the region of attraction for the kth degree approximately linearized systems with state feedback control is given, which illustrates one of the advantages of the approximate linearization.

  • 350. Zhong, Jianghua
    et al.
    Cheng, Daizhan
    Hu, Xiaoming
    KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
    CONSTRUCTIVE STABILIZATION OF QUADRATIC-INPUT NONLINEAR SYSTEMS WITH BOUNDED CONTROLS2008In: Journal of dynamical and control systems, ISSN 1079-2724, E-ISSN 1573-8698, Vol. 14, no 4, p. 571-593Article in journal (Refereed)
    Abstract [en]

    In this paper, the stabilization of quadratic-input nonlinear systems with bounded controls is considered. According to the type of quadratic-input forms, two cases, namely, positive definite and positive semi-definite, are considered. For the case of positive definiteness, a universal formula for bounded stabilizers is given via a known Lyapunov control function. For the case of positive semidefiniteness, a constructive parametrization of bounded stabilizers is proposed under the assumption that there exists a known Lyapunov control function with respect to a smaller control set than the admissible control set.

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