Browsing Fakultet for økonomi (ØK) by Author "Gaivoronski, Alexei A."
Now showing items 1-18 of 18
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5G and its Economic Aspects - Literature Review and Selection of a Connection Portfolio Under Risk
Hansen, Jenny Antoinette E. (Master thesis, 2017)In this master s thesis we explain how 5G is currently defined, identify the most important economic aspects of 5G, and formulate an optimization planning problem for a mobile network operator operating in the 5G context, ... -
A Novel Algorithmic Trading Framework Applying Evolution and Machine Learning for Portfolio Optimization
Mikelsen, Stian; Andersen, André Christoffer (Master thesis, 2012)The goal of this thesis is to implement an automated trading system able to outperform the benchmark uniform buy-and-hold strategy. Performance is measured in term of multiple risk and return measures. A comprehensive ... -
Automated Advice: A Portfolio Management Perspective on Robo-Advisors
Vukovic, Ana; Bjerknes, Line (Master thesis, 2017)In this paper we investigate the predominant robo-advisor model, uncovering that however novel this solution might be, it also relies religiously on imperative contributions to modern portfolio theory that have been made ... -
Conditional value at risk optimization using vines - The effect of complex modelling on input error in portfolio optimization
Jarneid, Karoline Fladby (Master thesis, 2016)In this paper, a complex modelling technique, vine modelling, is compared with the Monte Carlo method to test whether it reduces the sensitivity to errors in inputs for CVaR portfolio optimization. The sensitivity to errors ... -
Internet service provision and content services: paid peering and competition between internet providers
Gaivoronski, Alexei A.; Nesse, Per Jonny; Erdal, Olai Bendik (Journal article; Peer reviewed, 2017)We consider the relationship of Internet service providers (ISP) and content service providers (CP) in the Internet ecosystem. Currently, the position of ISPs is challenged by the emergence of powerful content service ... -
Models of the Optimal Resource Allocation for the Critical Infrastructure Protection
Norkin, Vladimir I.; Gaivoronski, Alexei A.; Zaslavsky, VA; Knopov, Pavel S. (Journal article; Peer reviewed, 2018)Adaptation of the operations research models and methods to planning of the critical infrastructure protection is considered. Adaptation of these models includes taking into account stochastic, informational, and behavioral ... -
On Algorithmic Portfolio Optimization for a Momentum Investor - a Stochastic Programming Approach with Moment-Matching Scenario Generation
Rønning, Håkon Sverre (Master thesis, 2016)Momentum strategies based on continuation patterns in equity prices have attracted a wide following among money managers and financial investors attempting to exploit anomalies present in the stock market. In this thesis, ... -
Optimisation approach to target costing under uncertainty with application to ICT-service
Becker, Denis; Gaivoronski, Alexei A. (Journal article; Peer reviewed, 2017)Target costing is a modern approach applied during product development that defines cost targets for products and its components. These cost targets are driven by customer requirements and achievable revenues. The intention ... -
Optimization of complex simulation models with stochastic gradient methods
Gaivoronski, Alexei A. (Chapter, 2018)We describe the structure of stochastic optimization solver SQG (Stochastic QuasiGradient), which implements stochastic gradient methods for optimization of complex stochastic simulation models. The solver finds the ... -
Optimization-based profitability management tool for cloud broker
Becker, Denis; Gaivoronski, Alexei A.; Nesse, Per Jonny (Journal article; Peer reviewed, 2018)This paper represents a model that supports the choice of efficient service portfolios at a cloud service broker. Among the many types of different cloud service brokers, we focus on a firm that offers service bundles that ... -
Passive indeksfonds effekt på aksjekorrelasjoner
LaCasce, Johannes Mauritzen; Lillethun, Jens; Rynning-Tønnesen, Carl Martin (Master thesis, 2019)Denne oppgaven studerer effekten av investeringer i tradisjonelle indeksfond og ETF-er på korrelasjoner mellom underliggende aksjer i amerikanske indekser. En månedlig regresjonsmodell brukes til å vise at kapitalstrøm til ... -
Passive indeksfonds effekt på aksjekorrelasjoner
LaCasce, Johannes Mauritzen; Lillethun, Jens; Rynning-Tønnesen, Carl Martin (Master thesis, 2019)Denne oppgaven studerer effekten av investeringer i tradisjonelle indeksfond og ETF-er på korrelasjoner mellom underliggende aksjer i amerikanske indekser. En månedlig regresjonsmodell brukes til å vise at kapitalstrøm til ... -
Passive indeksfonds effekt på aksjekorrelasjoner
LaCasce, Johannes Mauritzen; Lillethun, Jens; Rynning-Tønnesen, Carl Martin (Master thesis, 2019)Denne oppgaven studerer effekten av investeringer i tradisjonelle indeksfond og ETF-er på korrelasjoner mellom underliggende aksjer i amerikanske indekser. En månedlig regresjonsmodell brukes til å vise at kapitalstrøm til ... -
Stochastic gradient methods for the optimization of water supply systems
Gaivoronski, Alexei A.; Napolitano, J; Sechi, Giovanni M (Journal article; Peer reviewed, 2017)Reduction of water deficit for users and energy savings are frequently conflicting issues when optimizing large-scale multi-reservoirs and multi-users water supply system. Undoubtedly, a high uncertainty level due to ... -
Tackling Variability of Renewable Energy with Stochastic Optimization of Energy System Storage - Solving a Stochastic, Multistage AC Optimal Power Flow problem with the Stochstic Quasi-Gradient Method
Harbo, Sondre (Master thesis, 2017)This thesis shows how the Stochastic Quasi-Gradient (SQG) method may be utilized to analyze and optimize the use of energy storage in a power system to facilitate the inclusion of more volatility in the power system and ... -
The Net Neutrality Debate: Analysis of economic implications of net neutrality on internet service providers, content providers and internet users
Møinichen, Jørgen (Master thesis, 2014)This thesis studies the economic implications of a transition from a neutral to a non-neutral network. A mathematical model with an end to end ecosystem is developed, which includes a backbone internet service provider ... -
Økonomi- og planleggingsaspekter av 5G-teknologi med risiko- og etterspørselsusikkerhet
Solemsli, Magnus (Master thesis, 2016)I min masteroppgave har jeg evaluert forretningsmodeller for levering av 5G-teknologi, med risiko- og etterspørselsusikkerhet. Jeg har beskrevet de viktigste egenskapene ved 5G, og de forskjellige økonomiske implikasjonene ... -
Økonomisk analyse av godskapasitet på jernbanen mellom Tronheim og Oslo
Thorvaldsen, Eivind (Master thesis, 2016)Målet med denne oppgaven er å utrede hvordan en kan få økt strekningskapasitet for gods på jernbane mellom Trondheim og Oslo. Det er forventet med en bortimot dobling av godstransport på bane mot 2050, noe som stiller krav ...