Essays about: "stochastic simulations"

Showing result 21 - 25 of 109 essays containing the words stochastic simulations.

  1. 21. Stochastic Inventory Management

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Ardit Mehmeti; [2021]
    Keywords : Applied Mathematics; Inventory Management;

    Abstract : This bachelor thesis is about a stochastic inventory theory and how changes in different parameters affect the cost system. The inventory is based on a stochastic version of an economic quantity order (EOQ) model with planned shortages. READ MORE

  3. 22. Modern Credit Value Adjustment

    University essay from KTH/Matematik (Avd.)

    Author : Wojciech Ratusznik; [2021]
    Keywords : Credit Value Adjustment; Monte Carlo simulations; Artificial neural networks; Financial risk management; Stochastic calculus; Kreditvärdejustering; Monte Carlo simuleringar; Artificiella neurala nätverk; Riskvärdering; Stokastisk analys;

    Abstract : Counterparty risk calculations have gained importance after the latest financial crisis. The bankruptcy of Lehman Brothers showed that even large financial institutiones face a risk of default. Hence, it is important to measure the risk of default for all the contracts written between financial institutions. READ MORE

  4. 23. Power-to-Gas and zero-emission buses in Uppsala : challenges and Opportunities from a techno-economic perspective

    University essay from SLU/Dept. of Energy and Technology

    Author : Mårten Rosell; [2021]
    Keywords : Power-to-gas; bränsleceller; medicinsk syrgas; modellering; lönsamhet;

    Abstract : This thesis has explored the use of power-to-gas technology as a means to produce hydrogen for fuel cell electric buses. The municipal council of Uppsala are looking at options to electrify the local city and regional bus fleet but have been faced with power capacity constraints on the local electrical grid. READ MORE

  5. 24. Do we have a feasible case for an economy-wide UBI policy that is a Pareto Improvement over the status-quo?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Pratanu Mitra; Mattias Windahl; [2021]
    Keywords : Universal Basic Income; Social Welfare; Financial Inter-mediation; Household Finance; Normative implications of UBI;

    Abstract : The question, merits and normative underpinnings of a Universal Basic Income policy have a long-standing genealogy in the various schools of thought that straddle economic reasoning. The demand for an exercise in dynamic general equilibrium macroeconomics, with microeconomic foundations, has been expressed by Ghatak and Maniquet (2019), Banerjee et al. READ MORE

  6. 25. Scenario Reduction in Debt Simulations Using Recurrent Autoencoders : Finding Meaningful Patterns in Stochastic Processes

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

    Author : Love Eklund; [2021]
    Keywords : ;

    Abstract : This thesis studies how improvements can be made to a simulation model used to analyse debt portfolios. Today, the simulation model needs to evaluate a portfolio over a large sample of scenarios to get accurate results. This can be time-consuming if the portfolios consist of many different and complex securities. READ MORE