Search for tag: "piecewise"

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18:23 mat133-2021-04-18-office-hours-model-free-replicat… mat133-2021-04-18-office-hours-model-free-replication	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)… option call portfolio times put slope functions thing linear piecewise sense breakpoints matlab options point bit math sage stock unit From Matthias Koeppe 0 likes 70 plays 0
54:18 mat133-2021-04-16-put-option--model-free-replicati… mat133-2021-04-16-put-option--model-free-replication	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… stock functions times call model function payoff linear portfolio space slope bond strike put things option thing algebra piecewise breakpoints From Matthias Koeppe 0 likes 73 plays 0
38:36 2020-12-11: Non-convex piecewise linear modeling… 2020-12-11: Non-convex piecewise linear modeling (MAT 168 Optimization)	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… lambda function piece convex multipliers model point variables piecewise i. pieces linear values times functions modelling dot k. combination points From Matthias Koeppe 0 likes 15 plays 0
34:25 2020-12-09-b: Convex piecewise linear modeling… 2020-12-09-b: Convex piecewise linear modeling (MAT 168 Optimization)	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… linear function variables convex problem sum loss formulation squares class objective b. relationship piecewise constraint times regression optimization solution matrix From Matthias Koeppe 0 likes 7 plays 0