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Showing result 1 - 5 of 15 essays matching the above criteria.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE

  3. 2. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation

    University essay from KTH/Matematik (Avd.)

    Author : Eric Jakobsson; Thor Åhlgren; [2022]
    Keywords : Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks- Over-Threshold; Life Insurances; Generalized Pareto Distribution; Extreme-Value-Theory; Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks-Over-Threshold; Livförsäkringar; Generalized Pareto Fördelning; Extremvärdesteori;

    Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE

  4. 3. Inverse Heat Conduction problem of the Quenching a Rotary Cylinder by Multiple Water Impinging Jets

    University essay from Högskolan i Gävle/Avdelningen för byggnadsteknik, energisystem och miljövetenskap

    Author : Leticia Uriarte Sabín; [2021]
    Keywords : Quenching; Inverse solution; Unsteady heat conduction; Generalized minimum residual method; rotary cylinder;

    Abstract : The thesis deals with solving the time dependent inverse heat conduction and heat transfer problem of the quenching process of a rotary solid cylinder by multiple impinging water jets. The development of such investigation consists of two parts that complement each other. READ MORE

  5. 4. The influence of particle size distribution on bio-coal gasification rate as related to packed beds of particles

    University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Author : Markus Bäckebo; [2020]
    Keywords : Bio-coal; Particle size distributions; Reaction rate; Gasification;

    Abstract : This thesis is a part of a collaboration between Höganäs AB and Luleå University of Technology, aiming at replacing fossil process coal with bio-coal in their sponge iron process. The difference in gasification reactivity, i.e. READ MORE

  6. 5. Optimizing multigrid smoothers using GLT theory

    University essay from Lunds universitet/Matematik LTH; Lunds universitet/Matematikcentrum

    Author : Denhanh Huynh; [2020]
    Keywords : multigrid; smoothers; GLT; Mathematics and Statistics;

    Abstract : Multigrid algorithms are algorithms used to find numerical solutions to differential equations using a hierarchy of grids of different coarseness. This exploits the fact that short-wavelength components of the solutions converges at a faster rate than the long-wavelength components when using some basic iterative methods, such as the Jacobi method or the Gauss-Seidel method. READ MORE