Essays about: "Monte-Carlo Model"

Showing result 1 - 5 of 316 essays containing the words Monte-Carlo Model.

  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. 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

  3. 3. Analytical Exponential-6 Equation of State Based on Monte Carlo Simulations

    University essay from Lunds universitet/Institutionen för Energivetenskaper

    Author : Peter Hallstadius; [2021]
    Keywords : Equation of state; exp-6; Monte Carlo; detonation; shock wave; thermochemical code; Technology and Engineering;

    Abstract : The exponential-6 (exp-6) potential is an intermolecular pair potential that is widely used to model fluids at high densities. The path from molecular interaction to equation of state (EOS) for a gas is not straightforward however. READ MORE

  4. 4. Deep learning exotic derivatives

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Gunnlaugur Geirsson; [2021]
    Keywords : deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Abstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. 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