Search for tag: "piecewise"

mat133-2021-04-18-office-hours-model-free-replication

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)…

From  Matthias Koeppe on April 18th, 2021 0 likes 68 plays 0  

mat133-2021-04-16-put-option--model-free-replication

Put options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

From  Matthias Koeppe on April 16th, 2021 0 likes 71 plays 0  

2020-12-11: Non-convex piecewise linear modeling (MAT 168 Optimization)

Modeling non-convex piecewise linear functions with convex multipliers and SOS 2 constraints. notes-2020-12-11.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

From  Matthias Koeppe on December 11th, 2020 0 likes 9 plays 0  

2020-12-09-b: Convex piecewise linear modeling (MAT 168 Optimization)

Modeling convex piecewise linear functions in a data science application (ℓ1 regression). notes-2020-12-09-b.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

From  Matthias Koeppe on December 9th, 2020 0 likes 6 plays 0