Essays about: "stokastiska modeller"
Showing result 1 - 5 of 29 essays containing the words stokastiska modeller.
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1. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach
University essay from KTH/Matematik (Avd.)Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE
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2. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE
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3. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
University essay from KTH/Matematik (Avd.)Abstract : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. READ MORE
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4. BERT Language Modelling on Network Log Data for Generalized Unsupervised Intrusion Detection
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Intrusion detection is the most prominent topic of modern computer network security. The potential attack surface is growing exponentially every year. To cope with the amounts of data which accrue, automated methods for detecting undesired network activity are the only feasible solution. READ MORE
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5. Modelling Parallel Stochastic-Time Systems Using Timed and Synchronous Layers : Introducing the Parallel Stochastic Timed State Machine
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In the development phase of real-world cyper-physical systems, modelling and analysis often plays a vital role. For instance, before a new system is produced and deployed, questions such as ‘what is the probability that the system will fail within its lifetime?’ must be answered. READ MORE