Essays about: "Monte Carlo modelling"

Showing result 1 - 5 of 64 essays containing the words Monte Carlo modelling.

  1. 1. The application of financial analysis in business modelling : A case study of a public fast-charging station for electric heavy-duty vehicles in Sweden

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Ghaith Arfaoui; Thomas Leffler; [2023]
    Keywords : Financial analysis; Business model; Public fast-charging station; Electric heavy-duty vehicles;

    Abstract : Background: Climate changes and global warming call for behaviour changes from mankind and for new business models to introduce sustainable innovations. Financial analysis plays an important role in guiding the choice of these business models. READ MORE

  3. 2. Neutron Veto Inefficiency Studies with FLUKA for the LDMX Hadronic Calorimeter

    University essay from Lunds universitet/Partikel- och kärnfysik; Lunds universitet/Fysiska institutionen

    Author : Jaida Raffelsberger; [2023]
    Keywords : Physics and Astronomy;

    Abstract : Dark matter accounts for about 85% of all matter in the Universe, yet its particle nature remains unknown. The Light Dark Matter eXperiment (LDMX) is a proposed fixed-target missing-momentum experiment that intends to probe the predominantly experimentally uncharted MeV-GeV mass range for "light dark matter". READ MORE

  4. 3. 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

  5. 4. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  6. 5. Modelling Large Protein Complexes

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Ho Yeung Chim; [2023]
    Keywords : Protein Modeling; Monte Carlo Tree Search; Protein Complex;

    Abstract : AlphaFold [Jumper et al., 2021, Evans et al., 2022] is a deep learning-based method that can accurately predict the structure of single- and multiple-chain proteins. However, its accuracy decreases with an increasing number of chains, and GPU memory limits the size of protein complexes that can be predicted. READ MORE