Essays about: "monte carlo algorithm"

Showing result 11 - 15 of 165 essays containing the words monte carlo algorithm.

  1. 11. Studies of the J/Ψ → anti-Σ0Σ0 Reaction with BESIII : Event Selection Development

    University essay from Uppsala universitet/Kärnfysik

    Author : Benjamin Verbeek; [2023]
    Keywords : hyperon; CP; symmetry; event selection; tracks; BES; BESIII; USTC;

    Abstract : The apparent symmetry between matter and antimatter raises the question of why the universe consists of mostly matter. Via an academic exchange to USTC Hefei, a reaction was studied that aims to give insight into this question. READ MORE

  3. 12. Dynamic Covariance Modelling Using Generalised Wishart Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Fredrik Nilsson; [2023]
    Keywords : Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

    Abstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE

  4. 13. Realistic Track and Event Reconstruction of the Ξ Hyperons at PANDA

    University essay from Uppsala universitet/Kärnfysik

    Author : Vitor Jose Shen; [2023]
    Keywords : Hyperon; Cascade Particle; PANDA Experiment; Tracking Algorithm; Track Evaluation; Track Reconstruction; Event Reconstruction;

    Abstract : The PANDA experiment at FAIR is an antiproton experiment and it will offer unique possibilities for the study of hadron physics including hyperon physics. With the PANDA detector, it will be possible to exclusively reconstruct hyperon-antihyperon events. READ MORE

  5. 14. Monte Carlo study of disorder in electronic tight-binding models

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Matematisk fysik

    Author : Carl Pettersson; [2023]
    Keywords : Monte Carlo; Tight-binding model; Falicov-Kimball model; Physics and Astronomy;

    Abstract : Oftentimes solids are described by uniform, periodic lattices. In reality, however, there is often some disorder on some of the sites in the lattice. This disorder may come from, for example, there being a different type of atom or tightly bound electrons resulting in a larger on-site potential, affecting the electronic properties of the lattice. READ MORE

  6. 15. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Alva Happe; Wassim Seifeddine; [2022]
    Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE