Essays about: "Monte Carlo-simuleringar"

Showing result 1 - 5 of 43 essays containing the words Monte Carlo-simuleringar.

1. 1. 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

3. 2. Utilizing logistic regression to apply the ELO system in forecasting Premier League odds

   University essay from KTH/Matematisk statistik

   Author : Claudio Thegelström; [2023]
   Keywords : Premier League; ELO system; Historical odds; Logistic regression; Unbiased prediction; Premier League; ELO systemet; Historiska odds; Logistisk regression; Opartiska prediktioner;

   Abstract : This thesis provides insights into the creation of a model for predicting odds in the Premier League. It illustrates how the ELO system and historical odds, in combination with Monte Carlo simulations, can be implemented through logistic regression to predict odds in an unbiased way. READ MORE

4. 3. A Journey Through the World of Compression with IRS Contracts

   University essay from Umeå universitet/Institutionen för fysik

   Author : Karl Hjalmarsson; [2023]
   Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

   Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE

5. 4. Towards a Stochastic Operation of Switzerland’s Power Grid

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

   Author : Alban Maury; [2023]
   Keywords : Monte-Carlo simulations; probabilistic forecasting; copula theory; power flow analysis; Monte Carlo-simuleringar; probabilistiska prognoser; kopulateori; analys av energiflöden;

   Abstract : As Europe’s power production becomes increasingly reliant on intermittent renewable energy sources, uncertainties are likely to arise in power generation plans. Similarly, with the growing prevalence of electric vehicles, electric demand is also becoming more uncertain. READ MORE

6. 5. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

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

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE