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Showing result 1 - 5 of 90 essays matching the above criteria.

  1. 1. Simulated molecular adder circuits on a surface of DNA : Studying the scalability of surface chemical reaction network digital logic circuits

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

    Author : Jakob Arvidsson; [2023]
    Keywords : Surface chemical reaction networks; Molecular computing; DNA computing; Circuit simulation; Adders; Ytbundna kemiska reaktionsnätverk; Molekylär beräkning; DNA-beräkning; Kretssimulering; Additionskretsar;

    Abstract : The behavior of the Deoxyribonucleic Acid (DNA) molecule can be exploited to perform useful computation. It can also be ”programmed” using the language of Chemical Reaction Networks (CRNs). One specialized CRN construct is the Surface Chemical Reaction Network (SCRN). READ MORE

  2. 2. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  3. 3. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  4. 4. A numerical comparison of the thermoacoustics for different equivalence ratios for n-dodecane using LES

    University essay from Lunds universitet/Institutionen för energivetenskaper

    Author : Björn Jarfors; [2023]
    Keywords : Computational Fluid Dynamics; Bluff-body stabilised flames; Large Eddy Simulation; Thermoacoustics; Acoustics; NEUMANN Project; Jet engines; Aero engines; Airplanes; Combustion; Numerics; Technology and Engineering;

    Abstract : Klimatförändringarna påverkar vår värld och det behövs ett mer hållbart samhälle. Flygindustrin är i behov av förändring, men flygmotorer är mycket komplexa och tar tid att utveckla. Termoakustiska instabiliteter har kraften att förstöra en motor, men också att minska miljöpåverkan. READ MORE

  5. 5. Nowcasting U.S. inflation using mixed frequency real-time data

    University essay from Lunds universitet/Matematisk statistik

    Author : Gustaf Lundgren; Nils Wicktor; [2023]
    Keywords : Inflation; Machine Learning; Nowcasting; MIDAS; Almon distributed lag models; Real-Time data; Random Forest; XGBoost; Mathematics and Statistics;

    Abstract : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. READ MORE