Searched for: contributor%3A%22Vuik%2C+Cornelis+%28mentor%29%22
(1 - 20 of 58)

Pages

document
Yuan, Zibo (author)
Implied volatility is critical in financial markets, especially for option pricing. Traditional methods for its calculation sometimes are not well suited to some scenarios. Recent developments in neural networks have provided more efficient alternatives.<br/><br/>Leveraging advances in quantum computing, our research introduces quantum neural...
master thesis 2024
document
Rutten, Jurriaan (author)
This thesis presents a novel approach to the pricing of green bonds, a growing segment in financial markets with an emphasis on environmental sustainability. Unlike traditional financial instruments, green bonds uniquely incorporate environmental considerations, particularly carbon price (c_t), along with traditional factors like the short rate ...
master thesis 2024
document
Ma, XIaochan (author)
Implied volatility surfaces are integral to option pricing and risk management but often display missing data. Prior research has typically engaged mathematical models or data-driven methods for generating or completing these surfaces. Given the similarity between implied volatility surfaces and images, our paper introduces the Denoising...
master thesis 2023
document
Buis, Kilian (author)
After the financial crisis, the standards for the valuation of financial derivatives were reviewed and several adjustments were made to these valuations, of which Credit Value Adjustment (CVA) is the most important one. CVA represents the price of counterparty credit risk that should be added to the default-free fair price of a financial...
master thesis 2023
document
Voskamp, Rodney (author)
PDEs, like HJB-equations, can be solved using grid-based methods. These methods are inefficient for solving high-dimensional HJB-equation, because they suffer from the Curse of Dimensionality. Neural networks may overcome this problem. In this research, we solve high dimensional Partial Integro Differential Equations (PIDE) using neural networks...
master thesis 2023
document
Sindy, Ferhat (author)
Computational Fluid Dynamics (CFD) offers numerous benefits, notably the ability to study flows that are challenging or costly to investigate using experiments. A central challenge in CFD lies in simulating fluid flow around complex geometries. Additionally, the governing equations follow conservation laws. This thesis aims to establish the...
master thesis 2023
document
Agnihotri, Nisha (author)
Erasmus MC is conducting a study on the increased risk of cardiovascular disease in women who have migraine. For this purpose, 50 healthy women and 50 women with migraine in age category of 40-60 years were compared using measurements of their dermal blood flow.<br/>These measurements are done using two different imaging devices: Laser Speckle...
bachelor thesis 2023
document
Vertregt, Tom (author)
Although energy commodity price forecasting has been around for quite some time, up until recently, especially in Europe, it mostly concerned other energy commodities than gas. That is why in this work, a forecasting model is presented for the single day forecast of the daily VWAP price of the TTF month-ahead gas contract from 2020/01/02 until...
master thesis 2023
document
Groen, Stan (author)
This thesis investigates the behaviour of one-dimensional blood flow in the human arterial tree. It focuses on modeling the change in velocity, cross-sectional area, and concentration. The equations governing this flow are derived using the physical laws of conservation of mass, conservation of momentum, and the<br/>advection-diffusion equation....
bachelor thesis 2023
document
van Lieshout, Ana (author)
Prisons serve as amplifiers of Tuberculosis (TB) transmission due to overpopulation, lack of hygiene, and bad ventilation [Mabud et al., 2019] [Baussano et al., 2010]. The risk of TB is elevated during and after incarceration, only returning to the general population’s risk seven years after liberation. This is an indication that formerly...
bachelor thesis 2023
document
Wever, Teun (author)
In this research a new method for pricing continuous Arithmetic averaged Asian options is proposed. The computation is based on Fourier-cosine expansion, namely the COS method. Therefore, we derive the characteristic function of Integrated Geometric Brownian Motion based on Bougerol's identity. <br/><br/>Extensive numerical error analysis on the...
master thesis 2023
document
Heijnders, Tom (author)
The EAD metric is widely used in the calculations for the capital requirements concerning Counterparty Credit Risk (CCR). In this thesis we compare several methods for calculating this EAD. Basel III gives us two methods, the Standardized Approach for CCR (SA-CCR) and the Internal Model Method (IMM). Furthermore, we introduce an integrated...
master thesis 2023
document
Sitaldin, Dewwret (author)
In the open world, machine learning (ML) models can encounter a multitude of unknown or novel classes. In a surveillance, safety, or security use case, unknown samples can pose potential threats that are hard to detect since those samples have never been trained on. At the same time, most of the unknowns that will be encountered by a...
master thesis 2022
document
Kemna, Mirko (author)
The goal of this work is to evaluate the aptness of generative adversarial networks (GANs) for use as surrogate reduced order fluid models. In contrast to previously published work, the focus is placed on analyzing the specific effect of adversarial training, by comparing GAN outcomes with those from an identical generator network trained...
master thesis 2022
document
Crossman, Genya (author)
Scientific computing and applied mathematics enable the exploration of and, sometimes even, the simplification of complex systems through various optimized modeling and simulation methods. These fields create and utilize computational resources to do so. Many problems, however, are still unsolvable or very difficult to solve with current well...
master thesis 2022
document
de Heus, Yfke (author)
The COVID-19 pandemic has infected millions of people worldwide and many countries have suffered one of the worst recessions in history. While there are numerous studies of mathematical models trying to predict and understand the evolution of the pandemic, research into the effects of the coronavirus on the economy remained in the background....
bachelor thesis 2022
document
Everingham, Dylan (author)
The development of optical metamaterials in recent years has enabled the design of novel optical devices with exciting properties and applications ranging across many fields, including in scientific instrumentation for space missions. This in<br/>turn has led to demand for computational methods which can produce efficient device designs....
master thesis 2022
document
van Tegelen, Eva (author)
A big proportion of hospital-associated infections caused by Staphylococcus aureus can be attributed to Methicillin-resistant S. aureus (MRSA). Many countries take interventions to try and minimise the spread of MRSA. Interventions, such as a search-and-destroy policy and restrictive antibiotics use, have proven to be effective. Different...
master thesis 2022
document
Perrenet, Joris (author)
The goal of seismic imaging is to create a model of the subsurface from samples of a transmitted wavefield that is reflected in soil layers.<br/>The created model can be used to locate storage possibilities for CO2 or H2 or to find oil and gas reservoirs or other natural resources.<br/>Seismic imaging relies on the propagation of wavefields,...
bachelor thesis 2022
document
Frank, Abel (author)
The level-set approach in the field of topology optimisation has been studied thoroughly the last two decennia, but there is a lack of challenging standard benchmark problems. Besides two standard benchmark problems, this master's thesis tackles one difficult benchmark problem in particular: the inverter. For every benchmark the minimum...
master thesis 2022
Searched for: contributor%3A%22Vuik%2C+Cornelis+%28mentor%29%22
(1 - 20 of 58)

Pages