Essays about: "simulation market"

Showing result 1 - 5 of 323 essays containing the words simulation market.

  1. 1. Virtual Commissioning of an industrialwood cutter machine : A software in the loop simulation

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Montero Vera Edgar Alexander; [2020]
    Keywords : Virtual commissioning; PLCSIM advanced; digital twin; mechatronics concept designer; SIMIT; TIA Portal; PLC; HMI; software in the loop.;

    Abstract : The methods used today for the commissioning and validation of industrial machines requires theconstruction of physical prototypes. Those prototypes help the engineers to e.g. validate if theprogram code meant to control a machine works as intended. READ MORE

  2. 2. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    University essay from KTH/Matematisk statistik

    Author : Andreas Prastorfer; [2020]
    Keywords : Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Abstract : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. READ MORE

  3. 3. Fire Safety of Facades

    University essay from Lunds universitet/Avdelningen för Brandteknik

    Author : Bogdan-Grigore Branisteanu-Albulescu; [2019]
    Keywords : polystyrene; graphene; façade; pyrolysis; Technology and Engineering;

    Abstract : Façade fires are a big concern due to past incidents and the large number of victims encountered. Vertical flame spread mechanism specific to this type of fires is a complex phenomenon with parameters that are often difficult to be coupled. READ MORE

  4. 4. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rostislav Sibirtsev; [2019]
    Keywords : Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Abstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE

  5. 5. Estimation methods for Asian Quanto Basket options

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : David Adolfsson; Tom Claesson; [2019]
    Keywords : Monte Carlo simulation; Estimation; Option; Taylor expansion; Sensitivities; Price interpolation; Grid;

    Abstract : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. READ MORE