Sökning: "Monte Carlo Simulation"

Visar resultat 1 - 5 av 210 uppsatser innehållade orden Monte Carlo Simulation.

  1. 1. Application of Polynomial Chaos Expansion for Climate Economy Assessment

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Robin Nydestedt; [2018]
    Nyckelord :;

    Sammanfattning : In climate economics integrated assessment models (IAMs) are used to predict economic impacts resulting from climate change. These IAMs attempt to model complex interactions between human and geophysical systems to provide quantifications of economic impact, typically using the Social Cost of Carbon (SCC) which represents the economic cost of a one ton increase in carbon dioxide. LÄS MER

  2. 2. Optimization under parameter uncertainties with application to product cost minimization

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Ann-Sofi Kidwell; [2018]
    Nyckelord :Monte Carlo simulations; Quasi Monte Carlo; Non-linear Optimization; quasi-random sequences; transformer design process;

    Sammanfattning : This report will look at optimization under parameters of uncertainties. It will describe the subject in its wider form, then two model examples will be studied, followed by an application to an ABB product. The Monte Carlo method will be described and scrutinised, with the quasi-Monte Carlo method being favoured for large problems. LÄS MER

  3. 3. Application and Evaluation of Artificial Neural Networks in Solvency Capital Requirement Estimations for Insurance Products

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Mattias Nilsson; Erik Sandberg; [2018]
    Nyckelord :;

    Sammanfattning : The least squares Monte Carlo (LSMC) approach is commonly used in the estimation of the solvency capital requirement (SCR), as a more computationally efficient alternative to a full nested Monte Carlo simulation. This study compares the performance of artificial neural networks (ANNs) to that of the LSMC approach in the estimation of the SCR of various financial portfolios. LÄS MER

  4. 4. Monte Carlo production of proton-proton collision events using the ATLAS@Home framework

    Master-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/Partikelfysik

    Författare :Dimitrios Sidiropoulos Kontos; [2018]
    Nyckelord :Particle; Physics; ATLAS; ATLAS@Home; framework; Volunteer; Computing; Monte; Carlo; BOINC; proton; collider; LHC; event; virtual; machine; Physics and Astronomy;

    Sammanfattning : The ATLAS@Home project is a volunteer computing project, part of the larger LHC@Home project, aimed at using the computational power of personal computers from volunteers around the globe, who are interested in helping with the particle physics research taking place at the ATLAS experiment at LHC. Up this point it runs only ATLAS detector simulation tasks. LÄS MER

  5. 5. Contingent Convertible Bonds. A Market-Conform Equity Derivative Model

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Giulia Cesaroni; [2017-07-25]
    Nyckelord :Contingent Convertible Bonds; CoCos; TIER 2; Additional TIER 1; Equity Derivative Model; Bates Model; Stochastic Volatility; Implied Volatility; Jump Diffusion Process; Monte Carlo Simulation; Quadratic Exponential Scheme;

    Sammanfattning : MSc in Finance.... LÄS MER

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