Sökning: "Monte Carlo Simulation"

Visar resultat 11 - 15 av 403 uppsatser innehållade orden Monte Carlo Simulation.

  1. 11. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Samuel Rosén; [2023]
    Nyckelord :HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Sammanfattning : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. LÄS MER

  2. 12. Characterization of neutron detection efficiency in a liquid organic scintillator

    Kandidat-uppsats,

    Författare :Ebba Wargh; Nadine Tabeshnia; [2023]
    Nyckelord :;

    Sammanfattning : Neutron detectors in the form of liquid organic scintillators are widely used for nuclear disarmament purposes. The main purpose of this thesis is to characterize the neutron detection efficiency of the organic liquid scintillator EJ-309 using Monte Carlo based simulations in the simulation program Geant4. LÄS MER

  3. 13. Modeling and Simulation for Forward Arming and Refueling Points : Enhancing efficiency and Decision- making in Military Operations

    Master-uppsats, Försvarshögskolan

    Författare :Philip Muurmans; [2023]
    Nyckelord :FARP; military operation; military logistics; military capability; Modeling and Simulation; Monte Carlo simulation; discrete event simulation; IS framework;

    Sammanfattning : This master’s thesis explores the application of Modeling and Simulation (M&S) techniques in military operations involving Forward Arming and Refueling Points (FARP). FARPs play a crucial role in supporting aircraft operations by facilitating deep penetration into enemy territory and ensuring sustained presence in the Area of Operation (AOO). LÄS MER

  4. 14. An Empirical Investigation of The Effect of Proxy Response and The Merits of Its Remedial Measures

    Magister-uppsats, Högskolan Dalarna/Institutionen för information och teknik

    Författare :Charles Edward Okon; Randi Kalanika Assalaarachchi; [2023]
    Nyckelord :missing data; proxy response; missingness mechanism; error-in-variable; logistic regression; Monte-Carlo simulation; missing at random; complete case analysis; proxy substitution; multiple imputation; inverse probability treatment weighting;

    Sammanfattning : In the event of missing data, substitution of data from proxy sources are usually considered a very useful alternative when available to avoid the problem of missingness. Nonetheless, research has also shown that this approach often induces “response bias”. LÄS MER

  5. 15. The application of financial analysis in business modelling : A case study of a public fast-charging station for electric heavy-duty vehicles in Sweden

    Magister-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Ghaith Arfaoui; Thomas Leffler; [2023]
    Nyckelord :Financial analysis; Business model; Public fast-charging station; Electric heavy-duty vehicles;

    Sammanfattning : Background: Climate changes and global warming call for behaviour changes from mankind and for new business models to introduce sustainable innovations. Financial analysis plays an important role in guiding the choice of these business models. LÄS MER