Essays about: "stochastic simulation"

Showing result 21 - 25 of 171 essays containing the words stochastic simulation.

  1. 21. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Mara Kalicanin Dimitrov; [2022]
    Keywords : Almost Exact Scheme; Monte Carlo; Bermudan Options; Least Squares Monte Carlo; CIR; Heston Model; Double Heston Model; Stochastic Volatility;

    Abstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE

  3. 22. Adaptive detection of anomalies in fuel system of Saab 39 Gripen using machine learning : Investigating methods to improve anomaly detection of selected signals in the fuel system of Gripen E.

    University essay from Linköpings universitet/Fordonssystem; Linköpings universitet/Tekniska fakulteten

    Author : Ahlgren Bergström Olof; [2022]
    Keywords : Machine Learning; Adaptive anomaly detection; Modeling; Fuel system; Saab Gripen;

    Abstract : The process of flying fighter jets naturally comes with tough environments and manoeu-vres where temperatures, pressures and forces all have a large impact on the aircraft. Part degeneration and general wear and tear greatly affects functionalities of the aircraft, and it is of importance to carefully monitor the well being of an aircraft in order to avoid catastrophic accidents. READ MORE

  4. 23. Evaluation of PV and EV integration in Oskarshamn

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Sven-Magnus Lagerqvist; Mirkhani Razwia; [2022]
    Keywords : ;

    Abstract : The thesis is a technoeconomic assessment for the implantation of Photovoltaic (PV) systems of public buildings in Oskarshamn municipality. The thesis will also cover Electric vehicle (EV) charging and the integration between a PV system and an EV smart charging. READ MORE

  5. 24. Evaluation of a stochastic model of coherent turbulent structures for atmospheric particle deposition applications

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Andreas Eriksson; [2022]
    Keywords : atmospheric dispersion; particle deposition; k-epsilon; RANS; lagrangian particle model; stochastic particle model; OpenFOAM; SIMPLE algorithm; ABL; atmospheric boundary layer; neutral boundary layer; coherent turbulent structures;

    Abstract : In this thesis, we have evaluated a stochastic Lagrangian model for computing particle deposition rates with prospects to use for atmospheric deposition applications.  The model is one-dimensional and models the particle dynamics in the boundary layers near walls and obstacles by simulating the coherent turbulent structures and Brownian motion governing the wall-normal transport. READ MORE

  6. 25. Interaction Aware Decision Making for Automated Vehicles Based on Reinforcement Learning

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

    Author : Ning Wang; [2022]
    Keywords : Reinforcement Learning; Automated Vehicles; Decision-making; Rollout; Driver Behaviour Modeling; Trajectory Prediction; Förstärkningsinlärning; automatiserade fordon; beslutsfattande; utrullning; modellering av förarbeteende; banförutsägelse;

    Abstract : Decision-making is one of the key challenges blocking full autonomy of automated vehicles. In highway scenarios, automated vehicles are expected to be aware of their surroundings and make decisions by interacting with other road participants to drive safely and efficiently. READ MORE