Sökning: "quasi Monte Carlo"

Visar resultat 1 - 5 av 29 uppsatser innehållade orden quasi Monte Carlo.

  1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Marcus Stolz; Jonathan Christopher; [2024]
    Nyckelord :Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

    Sammanfattning : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). LÄS MER

  3. 2. Option pricing with Quadratic Rough Heston Model

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Marina Dushkina; [2023]
    Nyckelord :option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

    Sammanfattning : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. LÄS MER

  4. 3. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets

    Uppsats för yrkesexamina på avancerad nivå, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :Anton Zackrisson; [2023]
    Nyckelord :electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

    Sammanfattning : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity.  Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. LÄS MER

  5. 4. Backscatter Communications for 6G

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Lakshmi Rajeev Cheekati; Jin Yan; [2022]
    Nyckelord :Technology and Engineering;

    Sammanfattning : The success of future Internet of Things (IoT) depends on, among the other things, developing energy-effcient communication techniques that can enable information exchange among billions of IoT devices with ultra-low/zero power consumption requirements. Ambient backscatter communications is an emerging technology, which utilizes the ambient Radio Frequency (RF) signal as the carrier to reduce the form-factor, and the battery requirements of low-cost small sensor type communication devices. LÄS MER

  7. 5. QRALib: A Python library for Quantitative Risk Analysis in Cybersecurity

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Sam Löthén; [2021]
    Nyckelord :;

    Sammanfattning : The risk of cyberattacks is increasing. Companies are facing more attacks and with graver consequences. To handle the risks cybersecurity practitioners use risk analysis to prioritize handling. The de-facto standard has been qualitative analysis using ordinal scales and categories. LÄS MER