scholarly journals MURAME parameter setting for creditworthiness evaluation: data-driven optimization

2021 ◽  
Author(s):  
Marco Corazza ◽  
Giovanni Fasano ◽  
Stefania Funari ◽  
Riccardo Gusso
Keyword(s):  
Optimization Problem ◽  
Balance Sheet ◽  
Data Driven ◽  
Mathematical Programming Problem ◽  
Parameter Setting ◽  
Constrained Optimization Problem ◽  
Numerical Experience ◽  
Evolutionary Metaheuristic ◽  
Preference Disaggregation

AbstractIn this paper, we amend a multi-criteria methodology known as MURAME, to evaluate the creditworthiness of a large sample of Italian Small and Medium-sized Enterprises, using as input their balance sheet data. This methodology produces results in terms of scoring and of classification into homogeneous rating classes. A distinctive goal of this paper is to consider a preference disaggregation method to endogenously determine some parameters of MURAME, by solving a nonsmooth constrained optimization problem. Because of the complexity of the involved mathematical programming problem, for its solution we use an evolutionary metaheuristic, coupled with a specific efficient initialization. This is combined with an unconstrained reformulation of the problem, which provides a reasonable compromise between the quality of the solution and the computational burden. An extensive numerical experience is reported, comparing an exogenous choice of MURAME parameters with our approach.

scholarly journals New Three-Level Resource Management Enhancing Quality of Offline Hardware Task Placement on FPGA

2010 ◽  
Vol 2010 ◽  
pp. 1-20 ◽  
Author(s):  
Ikbel Belaid ◽  
Fabrice Muller ◽  
Maher Benjemaa
Keyword(s):  
Resource Management ◽  
Resource Utilization ◽  
Optimization Problem ◽  
Branch And Bound Method ◽  
Constrained Optimization Problem ◽  
Placement Problem ◽  
Efficient Management ◽  
Task Placement ◽  
Heterogeneous Resources

Currently, reconfigurable hardware devices feature a high density of heterogeneous resources to enable multitasking and offer flexibility in application needs. These concepts raise the need for efficient management of hardware tasks and hardware resources. The scheduling of hardware tasks is highly dependent on placement. Placement focuses on allocation of hardware resources required by the scheduled hardware tasks. In this paper, we propose novel three-level resource management that investigates enhancement of placement quality by reducing task rejection, configuration overheads, and by optimizing resource utilization. Improving placement quality will produce significant enhancement of performance for scheduling and overall execution time of the application in FPGA. Hence, the placement problem is formulated into a constrained optimization problem and resolved with powerful solvers using the Branch and Bound method. The obtained results of an application of heterogeneous hardware tasks show an average resource utilization of 36% of the available resources on the reconfigurable region and an overall overhead of 11% of total application running time, and we have eliminated the issue of task rejection. Compared to static implementation, the gain in resource utilization within the reconfigurable region achieves up to 43%.

scholarly journals MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS

2016 ◽  
Vol 19 (06) ◽  
pp. 1650034 ◽  
Author(s):  
ALEXANDER LIPTON
Keyword(s):  
Optimization Problem ◽  
Balance Sheet ◽  
Banking System ◽  
Circuit Theory ◽  
Bank Capital ◽  
Constrained Optimization Problem ◽  
Money Creation ◽  
The Stability ◽  
Monetary Circuit

A modern version of monetary circuit theory with a particular emphasis on stochastic underpinning mechanisms is developed. It is explained how money is created by the banking system as a whole and by individual banks. The role of central banks as system stabilizers and liquidity providers is elucidated. It is shown how in the process of money creation banks become naturally interconnected. A novel extended structural default model describing the stability of the Interconnected banking network is proposed. The purpose of bank capital and liquidity is explained. Multi-period constrained optimization problem for bank balance sheet is formulated and solved in a simple case. Both theoretical and practical aspects are covered.

Imaging through Scattering Media with a Learning Based Prior

2020 ◽  
Vol 2020 (14) ◽  
pp. 306-1-306-6
Author(s):  
Florian Schiffers ◽  
Lionel Fiske ◽  
Pablo Ruiz ◽  
Aggelos K. Katsaggelos ◽  
Oliver Cossairt
Keyword(s):  
Optimization Problem ◽  
Autonomous Driving ◽  
Scattering Media ◽  
Photon Scattering ◽  
Point Spread ◽  
Spread Function ◽  
Radiative Transport Equation ◽  
Spatio Temporal ◽  
Transient Imaging

Imaging through scattering media finds applications in diverse fields from biomedicine to autonomous driving. However, interpreting the resulting images is difficult due to blur caused by the scattering of photons within the medium. Transient information, captured with fast temporal sensors, can be used to significantly improve the quality of images acquired in scattering conditions. Photon scattering, within a highly scattering media, is well modeled by the diffusion approximation of the Radiative Transport Equation (RTE). Its solution is easily derived which can be interpreted as a Spatio-Temporal Point Spread Function (STPSF). In this paper, we first discuss the properties of the ST-PSF and subsequently use this knowledge to simulate transient imaging through highly scattering media. We then propose a framework to invert the forward model, which assumes Poisson noise, to recover a noise-free, unblurred image by solving an optimization problem.

scholarly journals Joint optimization of computing ratio and access points’ density for mixed mobile edge/cloud computing

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Tianqi Jing ◽  
Shiwen He ◽  
Fei Yu ◽  
Yongming Huang ◽  
Luxi Yang ◽  
...  
Keyword(s):  
Cloud Computing ◽  
Coverage Probability ◽  
Optimization Problem ◽  
Mobile Cloud Computing ◽  
Low Complexity ◽  
Mixed Integer ◽  
Joint Optimization ◽  
Mobile Cloud ◽  
Convex Problem

AbstractCooperation between the mobile edge computing (MEC) and the mobile cloud computing (MCC) in offloading computing could improve quality of service (QoS) of user equipments (UEs) with computation-intensive tasks. In this paper, in order to minimize the expect charge, we focus on the problem of how to offload the computation-intensive task from the resource-scarce UE to access point’s (AP) and the cloud, and the density allocation of APs’ at mobile edge. We consider three offloading computing modes and focus on the coverage probability of each mode and corresponding ergodic rates. The resulting optimization problem is a mixed-integer and non-convex problem in the objective function and constraints. We propose a low-complexity suboptimal algorithm called Iteration of Convex Optimization and Nonlinear Programming (ICONP) to solve it. Numerical results verify the better performance of our proposed algorithm. Optimal computing ratios and APs’ density allocation contribute to the charge saving.

scholarly journals A Survey on Machine Learning-Based Performance Improvement of Wireless Networks: PHY, MAC and Network Layer

Electronics ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 318
Author(s):  
Merima Kulin ◽  
Tarik Kazaz ◽  
Eli De Poorter ◽  
Ingrid Moerman
Keyword(s):  
Machine Learning ◽  
Wireless Networks ◽  
Performance Improvement ◽  
Quality Of Experience ◽  
Data Driven ◽  
Protocol Stack ◽  
Comprehensive Survey ◽  
Network Prediction ◽  
Network Quality

This paper presents a systematic and comprehensive survey that reviews the latest research efforts focused on machine learning (ML) based performance improvement of wireless networks, while considering all layers of the protocol stack: PHY, MAC and network. First, the related work and paper contributions are discussed, followed by providing the necessary background on data-driven approaches and machine learning to help non-machine learning experts understand all discussed techniques. Then, a comprehensive review is presented on works employing ML-based approaches to optimize the wireless communication parameters settings to achieve improved network quality-of-service (QoS) and quality-of-experience (QoE). We first categorize these works into: radio analysis, MAC analysis and network prediction approaches, followed by subcategories within each. Finally, open challenges and broader perspectives are discussed.

scholarly journals Nonconvex constrained optimization by a filtering branch and bound

2020 ◽  
Author(s):  
Gabriele Eichfelder ◽  
Kathrin Klamroth ◽  
Julia Niebling
Keyword(s):  
Constrained Optimization ◽  
Optimization Problem ◽  
Feasible Solution ◽  
Constrained Optimization Problem ◽  
Numerical Tests ◽  
Nonconvex Constrained Optimization ◽  
Objective Value ◽  
Feasible Solutions ◽  
Quality Guarantee ◽  
Single Objective

AbstractA major difficulty in optimization with nonconvex constraints is to find feasible solutions. As simple examples show, the $$\alpha $$ α BB-algorithm for single-objective optimization may fail to compute feasible solutions even though this algorithm is a popular method in global optimization. In this work, we introduce a filtering approach motivated by a multiobjective reformulation of the constrained optimization problem. Moreover, the multiobjective reformulation enables to identify the trade-off between constraint satisfaction and objective value which is also reflected in the quality guarantee. Numerical tests validate that we indeed can find feasible and often optimal solutions where the classical single-objective $$\alpha $$ α BB method fails, i.e., it terminates without ever finding a feasible solution.

Engine Mount Optimization for Vibration Isolation in Motorcycles

2006 ◽  
Author(s):  
Sudhir Kaul ◽  
Anoop K. Dhingra ◽  
Timothy G. Hunter
Keyword(s):  
Optimization Problem ◽  
Vibration Isolation ◽  
Total Force ◽  
Engine Mounts ◽  
The Road ◽  
Design Variables ◽  
Swing Arm ◽  
Engine Mount ◽  
Six Degree Of Freedom

This paper presents a comprehensive model to capture the dynamics of a motorcycle system in order to evaluate the quality of vibration isolation. The two main structural components in the motorcycle assembly - the frame and the swing-arm - are modeled using reduced order finite element models; the power-train assembly is modeled as a six degree-of-freedom (DOF) rigid body connected to the frame through the engine mounts and to the swing-arm through a shaft assembly. The engine mounts are modeled as tri-axial spring-damper systems. Models of the front-end assembly as well as front and rear tires are also included in the overall model. The complete vehicle model is used to solve the engine mount optimization problem so as to minimize the total force transmitted to the frame while meeting packaging and other side constraints. The mount system parameters - stiffness, position and orientation vectors - are used as design variables for the optimization problem. The imposed loads include forces and moments due to engine imbalance as well as loads transmitted due to irregularities in the road surface through the tire patch.

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