Essays about: "variance sensitivity analysis"

Showing result 1 - 5 of 34 essays containing the words variance sensitivity analysis.

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

    University essay from Lunds universitet/Statistiska institutionen

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

    Abstract : 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). READ MORE

  2. 2. Sensitivity of Norway Spruce (Picea abies) to inundation.

    University essay from Umeå universitet/Institutionen för ekologi, miljö och geovetenskap

    Author : Whitney Cleopatra Vlahakis; [2023]
    Keywords : Inundation; riparian zone; spruce seedlings; restoration; mortality;

    Abstract : Alteration of river flow regimes due to dams result in modifications of riparian ecosystem, with impacts on vegetation, landforms, and habitats. A key characteristic that differentiates riparian zones from adjacent aquatic and terrestrial environments is the event of periodic flooding and water logging. READ MORE

  3. 3. Comparison of Output Decoding Techniques for Spiking Neural Networks

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Hisham Ahmed; Martin Orrje; [2023]
    Keywords : ;

    Abstract : Spiking Neural Networks (SNNs) hold significant potential due to their high energy efficiency when implemented on specialized hardware. Central to SNNs is the translation of sequences of spike events to concrete outputs, like class predictions. READ MORE

  4. 4. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Max Thorendal; [2023]
    Keywords : ;

    Abstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE

  5. 5. Developing an Advanced Method for Kinship from Ancient DNA Data

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Erkin Alacamli; [2023]
    Keywords : aDNA; ancient DNA; kinship estimation;

    Abstract :  The analysis of kinship from ancient DNA (aDNA) data has the potential to provide insight into social structures of prehistoric societies. Kinship analysis is gaining popularity as optimised wet-lab methods allow for studies with sample sizes on the level of whole cemeteries. READ MORE