Essays about: "Monte Carlo Simulation"

Showing result 1 - 5 of 273 essays containing the words Monte Carlo Simulation.

  1. 1. Understanding Rt using two-particle correlations by simulating proton-proton collisions in a Monte-Carlo model

    University essay from Lunds universitet/Partikelfysik; Lunds universitet/Fysiska institutionen

    Author : Johan Leygonie; [2021]
    Keywords : QGP; Quark-Gluon-Plasma; Rt; Particle Physics; Proton-proton Collisions; Pythia; Monte-Carlo Model; Bachelor s Thesis; Heavy-ion Collisions; ALICE; CERN; Relative Transverse Activity; Jets; Two-Particles Correlations; Quantum Physics; Physics and Astronomy;

    Abstract : The observable Rt is investigated in the Monte Carlo Model Pythia in order to better understand results from experimental data obtained in the ALICE detector at CERN. The purpose is to reproduce the experiment in a simulation and use the features proposed by Pythia to dig into the unexpected outcomes. READ MORE

  2. 2. Impact of different primary particles on Geant4 simulation execution time - study on protons and pions

    University essay from Lunds universitet/Partikelfysik; Lunds universitet/Fysiska institutionen

    Author : Rebecca Jigström Madeira; [2021]
    Keywords : Geant4; Monte Carlo method; Large Hadron Collider; simulation time; collider experiment; Physics and Astronomy;

    Abstract : The High Luminosity Large Hadron Collider (HL-LHC) at CERN, an improvement to the LHC, scheduled to be operating in 2027, will further the potential for scientific breakthroughs in High Energy Physics. The project’s demand in computational resources, however, is predicted to exceed what will be available then. READ MORE

  3. 3. Generative Neural Network for Portfolio Optimization

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Mengxin Liu; [2021]
    Keywords : GAN; Portfolio Optimization; Neural Networks;

    Abstract : This thesis aims to overcome the drawbacks of traditional portfolio optimization by employing Generative Deep Neural Networks on real stock data. The proposed framework is capable of generating return data that have similar statistical characteristics as the original stock data. READ MORE

  4. 4. The potential of wind power on the Swedish ancillary service markets

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

    Author : Hannes Wiklund; [2021]
    Keywords : ;

    Abstract : An increasing proportion of variable renewable energy in the Swedish power system is leading to greater needs of system flexibility. A key aspect of handling this is frequency flexibility where actors can either increase or decrease their production or consumption when required. READ MORE

  5. 5. Option pricing under Black-Scholes model using stochastic Runge-Kutta method.

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation; Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Ali Saleh; Ahmad Al-Kadri; [2021]
    Keywords : Runge–Kutta methods; Black–Scholes model; Monte Carlo simulation.;

    Abstract : The purpose of this paper is solving the European option pricing problem under the Black–Scholes model. Our approach is to use the so-called stochastic Runge–Kutta (SRK) numericalscheme to find the corresponding expectation of the functional to the stochastic differentialequation under the Black–Scholes model. READ MORE