Sökning: "Monte Carlo-simulering"

Visar resultat 6 - 10 av 83 uppsatser innehållade orden Monte Carlo-simulering.

  1. 6. Numerical Estimation of Critical Exponents in the 3D XY Model

    Master-uppsats, KTH/Fysik

    Författare :Christoffer Beiming; [2023]
    Nyckelord :Theoretical physics; Condensed matter theory; Phase transitions; XY model; Critical exponents; Computational physics; Monte Carlo simulations; Teoretisk fysik; Kondenserade materiens teori; Fasövergångar; XY-modellen; Kritiska exponenter; Beräkningsfysik; Monte Carlo simulering;

    Sammanfattning : The experimentally obtained value of the critical exponent ν is presently in significant disagreement with current theoretical predictions for the λ-universality class. We suggest two novel approaches of determining the exponents ν and η by utilizing the effects of finite size scaling. LÄS MER

  3. 7. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Knut Dahlström; Carl Forssbeck; [2023]
    Nyckelord :Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

    Sammanfattning : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. LÄS MER

  4. 8. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Sebastian Persson; Niklas Hansson; [2023]
    Nyckelord :Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    Sammanfattning : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. LÄS MER

  5. 9. Indexanvändning i ramavtal : En strategi för att hantera en volatil marknad

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Sandra Herrgård; Clara Johansson; [2023]
    Nyckelord :inköp; ramavtal; indexreglering; volatil marknad; fasta priser; hedgeportfölj; Monte Carlo-simulering; riskreduktion;

    Sammanfattning : De senaste årens globala utveckling med pandemi, kriser och krig har satt Skanskas inköpsarbete på prov. Denna omvälvande situation har skapat en volatil marknad med en snabb prisutveckling, vilket har utmanat de befintliga prisklausulerna i Skanskas ramavtal som inte har kunnat hantera den verkliga kostnadsutvecklingen. LÄS MER

  7. 10. Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Max Völcker; Hugo Rolff; [2023]
    Nyckelord :Optimal Control; Model Predictive Control; Dynamic Programming; State-Space Representation; Monte Carlo Simulation; Frequency Regulation; Fast Charging; Energy Storage Systems; Net Present Value; Optimal styrteori; Modell-prediktiv reglering; Dynamisk programmering; Frekvensreglering; Snabbladdning; Energilager; Nuvärde;

    Sammanfattning : In this thesis, we explore the potential of financing a fast charging system with energy storage by delivering ancillary services from the energy storage in an optimal way. Specifically, a system delivering frequency regulation services FCR-D Up and FCR-D Down in combination with energy arbitrage trading is considered. LÄS MER