Essays about: "Monte Carlo simulering"

Showing result 1 - 5 of 75 essays containing the words Monte Carlo simulering.

  1. 1. Geometry of high dimensional Gaussian data

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Olof Samuel Mossberg; [2024]
    Keywords : HDLSS; high dimensional data; stochastic boundedness; asymptotic orthogonality; geometry; multivariate normal distribution; HDLSS; högdimensionell data; stokastisk begränsning; asymptotisk ortogonalitet; geometri; multivariat normalfördelning;

    Abstract : Collected data may simultaneously be of low sample size and high dimension. Such data exhibit some geometric regularities consisting of a single observation being a rotation on a sphere, and a pair of observations being orthogonal. This thesis investigates these geometric properties in some detail. READ MORE

  3. 2. Non-linear effects in the ATLAS track-counting luminosity measurement

    University essay from Uppsala universitet/Högenergifysik

    Author : Daniel Gautam; [2023]
    Keywords : Particle physics; CERN; ATLAS; Track counting; Luminosity; Monte Carlo; Track Selection;

    Abstract : In this thesis the linearity of the ATLAS track-counting luminosity measurement is studied using two different sets Monte Carlo simulated crossings of proton-proton bunches. A primary high-momentum, or hard, interaction must be chosen for the Monte Carlo simulation. READ MORE

  4. 3. Glauber Monte Carlo for proton-proton and virtual-photon-proton collisions

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation

    Author : Oscar Sepp; [2023]
    Keywords : Physics and Astronomy;

    Abstract : In high energy physics, we want to probe the inner structures and behaviours of the particles that are the building blocks of our universe. This is often done by colliding nuclei together. READ MORE

  5. 4. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

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

    University essay from KTH/Fysik

    Author : Christoffer Beiming; [2023]
    Keywords : 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;

    Abstract : 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. READ MORE