Essays about: "stochastic simulations"

Showing result 11 - 15 of 109 essays containing the words stochastic simulations.

  1. 11. Inflation and Quantitative Tightening - A theoretical assessment of contractionary monetary policy and real economic activity

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Carl Sandström; [2022]
    Keywords : Inflation; Unconventional Monetary Policy; Real Economic Activity; DSGE; The U.S Economy; Business and Economics;

    Abstract : Following the associated lockdown measures of the Covid-19 pandemic in 2020, the world economy started facing inflationary pressures from a surge in energy prices and supply chain disruptions at the end of 2021. Given the economic environment with low inflation and expansionary monetary policy following the Great Financial Crisis (GFC), central banks around the world have built up large balance sheets following the unconventional measure called Quantitative Easing (QE). READ MORE

  3. 12. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    University essay from KTH/Matematik (Avd.)

    Author : Nils Henningsson; [2022]
    Keywords : Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE

  4. 13. Impact of gradual increase in electric vehicle chargers in low voltage grids

    University essay from Uppsala universitet/Institutionen för elektroteknik

    Author : Viktor Burman Olsson; [2022]
    Keywords : ;

    Abstract : The presence of EV chargers in low voltage distribution grids increases through both public-usefacilities and at-home installations. EV charger grid impact studies are commonly focused onlarger installations such as fast-charging stations and charging pole arrays, or consider one or afew scenarios with respect to at-home EV charger amounts. READ MORE

  5. 14. A Study of Stochastic Resonance in a Climate model

    University essay from KTH/Fysik

    Author : Agnes Olsson; Ebba Jernmark Burrows; [2022]
    Keywords : Stochastic Resonance; climate cycle;

    Abstract : Historically, the earth’s fluctuation between interglacial and glacial climates has been observedto have a period of 105 years [1]. However, simulations of the global average temperature didn’tmanage to reproduce this cycle period until 1982, when Benzi et al. READ MORE

  6. 15. Risk Averse Path Planning Using Lipschitz Approximated Wasserstein Distributionally Robust Deep Q-Learning

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Cem Alptürk; [2022]
    Keywords : Technology and Engineering;

    Abstract : We investigate the problem of risk averse robot path planning using the deep reinforcement learning and distributionally robust optimization perspectives. Our problem formulation involves modelling the robot as a stochastic linear dynamical system, assuming that a collection of process noise samples is available. READ MORE