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Horsman, Niels (author)
The pair-copula Bayesian network (PCBN) is a Bayesian network (BN) where the conditional probability functions are modeled using pair-copula constructions. By assigning bivariate conditional copulas to the arcs of the BN, one finds a proper joint density which can flexibly model all kinds of dependence structures. It is a known problem that the...
master thesis 2023
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Swanenburg, Jade (author)
This thesis aims to develop a methodology for predicting the swap spread, which is defined as the difference between the German government bond interest rate and the Euribor swap rate. Thus far, the prediction of interest rates is limited to the prediction of a single interest rate. This thesis introduces the simultaneous prediction of the...
master thesis 2023
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Villar Guardia, Amadeo (author)
Due to technological breakthrough in recent decades and the rapid increase in the availability of multidimensional data, data science has become one of the most important areas of research. Within this field, modeling dependence of random variables is gaining great interest. To cope with this task, the use of graphical models is often advocated....
master thesis 2022
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Vis, Simone (author)
Money laundering is an increasing problem for the global economy. To combat money laundering, banks use transaction monitoring models with particular thresholds to detect unusual transaction behaviour. However, it is a challenge to determine and evaluate the suitability of a threshold level to ensure that the risk of misclassification of...
master thesis 2022
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Groot Beumer, Morris (author)
Recent advancements in causal inference and machine learning research have brought forward methods to estimate effects of interventions from observational data. The augmented inverse probability weighted (AIPW) estimator is such a method, which can be used to obtain estimates of potential outcomes. Potential outcomes are defined as a...
master thesis 2022
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Wopereis, Ligaya (author)
River floods are becoming increasingly devastating because of climate change (more frequent and extreme rainfall), population growth and the increasing economic importance of river basins. This situation requires maintenance and strengthening of flood-defence systems.<br/><br/>Adding certain types of vegetation at precise locations for their...
master thesis 2021
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de Boer, S.G. (author)
This thesis showcases a rather contemporary method of solving a generalized system of stochastic differential equations (SDE's) comparable to the SABR model. The solution is derived from a stochastic-local volatility (SLV) model in which the local volatility (LV) component is kept general. This generality is maintained throughout all derivations...
master thesis 2020
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Bakker, B.J. (author)
Building models for an electric vehicles usage data set in order to simulate virtual populations of these electric vehicle users. With these simulated populations charging strategies for electric vehicle users could be developed in order to improve the use of electric vehicles. The modeling is done with copula functions, and are compared with...
bachelor thesis 2020
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Leistra, B. (author)
This research assesses if, and how, the disruption-management process of the Dutch rail infrastructure manager ProRail could be improved with better use of additional information. Through mapping the system elements in a fault tree (FT), the causes of a failure notification can be visualised. After identifying other effects for all failing...
master thesis 2017
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Dulfer, C.E. (author)
The Ecostress project has the intention to develop systems and methodologies to observe changes in urban coastal areas. Within this project, the Wadden Sea is taken as a pilot area. The goal is to produce tools to assess human, social and environmental impacts, such as the spatial risk and socio-environmental impacts of coastal urbanization. One...
master thesis 2015
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Verkade, W.J. (author)
In the Netherlands, the pension regulation consists of three pillars. The first pillar consists of the basic state pension called AOW (algemene ouderdomswet), which is meant to provide a financial foundation for every person. At the moment, the yearly AOW contribution for a retired person is somewhere between 10.000 and 15.000, depending on...
bachelor thesis 2014
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Feng, Q. (author)
Aviation financers are interested in the current/future market value of used commercial aircraft, as this information is precious knowledge for them to support collateral position in the aircraft loan. In this paper, variables from general economy, airline industry and aviation fleet are explored to find out the factors predictive for used...
master thesis 2012
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Yu, Y. (author)
With a high demand of oil, optimization of oil output in the reservoir field is urgent and significant. Practical production problems often involve large, highly complex reservoir models, with up to thousands of unknowns and many constraints. Moreover, our understanding of the reservoir is always highly uncertain, and this uncertainty can be...
master thesis 2011
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Fory?, M.B. (author)
This thesis concerns grey cast iron gas pipelines in Amsterdam managed by the regional gas and electricity grid operator Liander. Due to brittle nature and ageing process of grey cast iron, probability of explosion in this type of pipelines seems to be increasing. A model for the gas explosion probability is proposed. Multiple factors are taken...
master thesis 2010
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Lojowska, A.L. (author)
master thesis 2009
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Van de Wiel, G.F. (author)
A probabilistic model for calculating oil spill volume in sea tanker accidents is presented. Accidents are specified as either collisions or groundings. Based on existing accident data, damage size is estimated given an accident. Using damage size a probability of rupture is calculated. Finally, outflow volume is determined.
master thesis 2008
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