Essays about: "Quasi Monte Carlo"
Showing result 1 - 5 of 28 essays containing the words Quasi Monte Carlo.
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1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE
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2. Option pricing with Quadratic Rough Heston Model
University essay from Uppsala universitet/Sannolikhetsteori och kombinatorikAbstract : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. READ MORE
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3. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets
University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utvecklingAbstract : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity. Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. READ MORE
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4. Backscatter Communications for 6G
University essay from Lunds universitet/Institutionen för elektro- och informationsteknikAbstract : The success of future Internet of Things (IoT) depends on, among the other things, developing energy-effcient communication techniques that can enable information exchange among billions of IoT devices with ultra-low/zero power consumption requirements. Ambient backscatter communications is an emerging technology, which utilizes the ambient Radio Frequency (RF) signal as the carrier to reduce the form-factor, and the battery requirements of low-cost small sensor type communication devices. READ MORE
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5. QRALib: A Python library for Quantitative Risk Analysis in Cybersecurity
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : The risk of cyberattacks is increasing. Companies are facing more attacks and with graver consequences. To handle the risks cybersecurity practitioners use risk analysis to prioritize handling. The de-facto standard has been qualitative analysis using ordinal scales and categories. READ MORE