Sökning: "Monte-Carlo simulation"

Visar resultat 1 - 5 av 305 uppsatser innehållade orden Monte-Carlo simulation.

  1. 1. Understanding Rt using two-particle correlations by simulating proton-proton collisions in a Monte-Carlo model

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

    Författare :Johan Leygonie; [2021]
    Nyckelord :QGP; Quark-Gluon-Plasma; Rt; Particle Physics; Proton-proton Collisions; Pythia; Monte-Carlo Model; Bachelor s Thesis; Heavy-ion Collisions; ALICE; CERN; Relative Transverse Activity; Jets; Two-Particles Correlations; Quantum Physics; Physics and Astronomy;

    Sammanfattning : The observable Rt is investigated in the Monte Carlo Model Pythia in order to better understand results from experimental data obtained in the ALICE detector at CERN. The purpose is to reproduce the experiment in a simulation and use the features proposed by Pythia to dig into the unexpected outcomes. LÄS MER

  2. 2. Multilevel Monte Carlo Simulation for American Option Pricing

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

    Författare :Sabina Colakovic; Viktor Ågren; [2021]
    Nyckelord :Multilevel Monte Carlo simulation; Stochastic Differential Equations; Option pricing.;

    Sammanfattning : In this thesis, we center our research around the analytical approximation of American put options with the Multilevel Monte Carlo simulation approach. The focus lies on reducing the computational complexity of estimating an expected value arising from a stochastic differential equation. LÄS MER

  3. 3. Impact of different primary particles on Geant4 simulation execution time - study on protons and pions

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

    Författare :Rebecca Jigström Madeira; [2021]
    Nyckelord :Geant4; Monte Carlo method; Large Hadron Collider; simulation time; collider experiment; Physics and Astronomy;

    Sammanfattning : The High Luminosity Large Hadron Collider (HL-LHC) at CERN, an improvement to the LHC, scheduled to be operating in 2027, will further the potential for scientific breakthroughs in High Energy Physics. The project’s demand in computational resources, however, is predicted to exceed what will be available then. LÄS MER

  4. 4. Generative Neural Network for Portfolio Optimization

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

    Författare :Mengxin Liu; [2021]
    Nyckelord :GAN; Portfolio Optimization; Neural Networks;

    Sammanfattning : This thesis aims to overcome the drawbacks of traditional portfolio optimization by employing Generative Deep Neural Networks on real stock data. The proposed framework is capable of generating return data that have similar statistical characteristics as the original stock data. LÄS MER

  5. 5. The potential of wind power on the Swedish ancillary service markets

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Hannes Wiklund; [2021]
    Nyckelord :;

    Sammanfattning : An increasing proportion of variable renewable energy in the Swedish power system is leading to greater needs of system flexibility. A key aspect of handling this is frequency flexibility where actors can either increase or decrease their production or consumption when required. LÄS MER