Essays about: "Newton Raphson"

Showing result 1 - 5 of 19 essays containing the words Newton Raphson.

  1. 1. Reverse Stress Test Optimization : A study on how to optimize an algorithm for reverse stress testing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Sarah Marklund; [2018]
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    Abstract : In this thesis we investigate how to optimize an algorithm that determines a scenario multiplier for a reverse stress test with a method where predefined scenarios are scaled. The scenarios are composed by different risk factors that represents market events. READ MORE

  2. 2. Calibrating the Hull-White model using Adjoint Algorithmic Differentiation

    University essay from KTH/Matematisk statistik

    Author : Simon Carmelid; [2017]
    Keywords : ;

    Abstract : This thesis includes a brief introduction to Adjoint Algorithmic Differentiation (AAD), accompanied by numerical examples, step-by-step explanations and runtime comparisons to a finite difference method. In order to show the applicability of AAD in a stochastic setting, it is also applied in the calculation of the arbitrage free price and partial derivatives of a European call option, where the underlying stock has Geometric Brownian motion dynamics. READ MORE

  3. 3. An Empirical Investigation of the Merits of a Class of Analytically Tractable Matern Covariance Structures in Spatial Data Analysis

    University essay from Högskolan Dalarna/Mikrodataanalys

    Author : Ross May; [2017]
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    Abstract : I investigate, using the R package spaMM, the effect of misspecification of the smoothing parameter, Q, of the Matern covariance structure on the mean part of hierarchical generalised linear models (HGLMs) with spatially correlated Gaussian Matern random effects. In particular, by restricting Q to the set {0.5, 1.5, 2. READ MORE

  4. 4. Microgeneration of PV power and its impact on power quality in the distribution grid

    University essay from Uppsala universitet/Institutionen för teknikvetenskaper; Uppsala universitet/Institutionen för teknikvetenskaper; Uppsala universitet/Institutionen för teknikvetenskaper

    Author : Idah Orebrand; Max Rosvall; Melissa Eklund; [2017]
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    Abstract : This bachelor thesis examines the impacts of installed microgeneration of PV power in the distribution grid. The thesis examines the selected distribution grids power quality and how it is affected in terms of exceeding currents, voltages and reverse power flows and how the future trend of microgeneration of PV power will develop. READ MORE

  5. 5. Numerical modelling of district heating networks

    University essay from Umeå universitet/Institutionen för fysik

    Author : Jonas Lindgren; [2017]
    Keywords : ;

    Abstract : District heating is today, in Sweden, the most common method used for heating buildings in cities. More than half of all the buildings, both commercial and residential, are heated using district heating. READ MORE