Sökning: "computational modelling"

Visar resultat 1 - 5 av 86 uppsatser innehållade orden computational modelling.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER


    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Byggnadsmekanik

    Författare :Jacob Skoglund; [2020]
    Nyckelord :CLT; dynamic engineering; engineering; Cross laminated timber; CLT Panels; dynamic response; Timber; CLT floors; Wood; Dynamic behavior; steady state analysis; steady-state; Technology and Engineering;

    Sammanfattning : The deregulation of timber for use in large scale constructions has seen the addition of new innovative timber-based products to a category of products referred to as engineered wood products. A now well established addition to these products is cross laminated timber, or CLT for short. LÄS MER

  3. 3. Numerical modelling for characterization of the granular flows impact on the gas flow in a packed-bed-reactor

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Författare :Anton Sundström; [2020]
    Nyckelord :DEM; Discrete element method;

    Sammanfattning : The goal of the project was to characterize the granular flows impact on the gas flow in a packed-bed-reactor. The study was created at Swerim as a master's thesis for Luleå University of Technology. The packed-bed-reactor geometry used in this study is a scaled down blast furnace model. LÄS MER

  4. 4. Autonomous Overtaking with Learning Model Predictive Control

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Ivar Bengtsson; [2020]
    Nyckelord :Autonomous vehicles; Learning Model Predictive Control; Model Predictive Control; Autonoma fordon; Learning Model Predictive Control; Modellprediktiv reglering;

    Sammanfattning : We review recent research into trajectory planning for autonomous overtaking to understand existing challenges. Then, the recently developed framework Learning Model Predictive Control (LMPC) is presented as a suitable method to iteratively improve an overtaking manoeuvre each time it is performed. LÄS MER

  5. 5. Autoregressiv analys på tidsseriedata från en kontorsbyggnad : Smarta byggnader i teori och praktik

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik; Uppsala universitet/Avdelningen för systemteknik

    Författare :Clara Grönlund; Astrid Gustafsson; [2020]
    Nyckelord :Smart buildings; ventilation; carbon dioxide levels; machine learning; modelling; PCA; AR; Smarta byggnader; ventilering; koldioxidhalter; maskininlärning; modellering; PCA; AR;

    Sammanfattning : The building sector is responsible for around 39% of the energy consumption in Sweden, and one way to work towards sustainable societies could be to make the buildings more energy efficient. One approach to make a building more energy efficient is to use knowledge gained from digitalization of the building and to make the building smart. LÄS MER