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Showing result 1 - 5 of 21 essays matching the above criteria.

1. 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 institutionen

   Author : Marcus Stolz; Jonathan Christopher; [2024]
   Keywords : Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

   Abstract : 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

3. 2. Option pricing with Quadratic Rough Heston Model

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Marina Dushkina; [2023]
   Keywords : option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

   Abstract : 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

4. 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 utveckling

   Author : Anton Zackrisson; [2023]
   Keywords : electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

   Abstract : 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

5. 4. QRALib: A Python library for Quantitative Risk Analysis in Cybersecurity

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Sam Löthén; [2021]
   Keywords : ;

   Abstract : 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

6. 5. Birds' Flight Range. : Sensitivity Analysis.

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Brian Masinde; [2020]
   Keywords : Flight; Sensitivity Analysis; Sobol indices; meta-modelling; quasi-Monte Carlo method;

   Abstract : ’Flight’ is a program that uses flight mechanics to estimate the flight range of birds. This program, used by ornithologists, is only available for Windows OS. It requires manual imputation of body measurements and constants (one observation at a time) and this is time-consuming. READ MORE