Searched for: subject%3A%22Copula%22
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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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DIAKOMOPOULOS, FAIDON (author)
The projected increase in sea level is expected to increase the intensity of coastal flooding threatening communities living along the coast. This, in combination with population growth and urban expansion, calls for a better understanding of Extreme Water Levels (EWLs), the mechanisms generating them, and their components, i.e., astronomical...
master thesis 2023
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Pouliasis, George (author)
Wave overtopping of coastal structures is generally expressed in terms of average discharge and maximum overtopping volume. While substantial research can be found on the relationship of such variables with incident spectral characteristics and other geometrical dimensions, limited research has been done to identify the conditions for which...
master thesis 2023
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Veldman, Chris (author)
The uncertainty paired with the effects of climate change impacts the design aspects of hydraulic structures. To comprehend the uncertainty of the evolving conditions, methods and models that differ from the traditional ones could provide a better understanding of the uncertainty and potential risks associated with a design.<br/>Hydraulic...
master thesis 2023
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Draisma, Max (author)
Understanding the factors that drive extreme water levels is key to an accurate assessment of flood hazard. The city of Venice has always been affected by flooding due to extreme water levels. In this study, we examine the factors driving and influencing extreme water levels in the Venice lagoon, aiming at deriving accurate extreme water level...
master thesis 2023
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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
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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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Theodorakopoulos, Dimitris (author)
In the field of Information Retrieval (IR), the reliable evaluation of systems is a key component in order to progress the state-of-the-art. Much of IR research focuses on optimizing the various aspects of evaluation. Stochastic simulation is one technique that can be used to assist this kind of research. It allows researchers to overcome...
master thesis 2022
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Fonseca Cerda, María (author)
Floods are among the most common and devastating natural hazards worldwide. A key challenge is to select and implement efficient measures to reduce the flood risk, within limitations of budget, time, space, and societal acceptance. Interactions between joining rivers in flood plains and cities lead to several challenges in flood risk studies....
master thesis 2022
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Backers, Frederiek (author)
Out of Home advertising is traditional outdoor advertising. Over the last decade the digital Out of Home advertising possibilities have grown substantially. These possibilities include hour-based advertisement schedules, rapidly implemented changes to advertisements and obtaining location data from consumers being exposed to advertisements....
bachelor thesis 2022
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van Dam, Menno (author)
The authorities of the Port of Genoa have requested the construction of a new vertical breakwater for the Sampierdarena canal, as well as the subsequent demolition of part of the existing breakwater. The reason for this project is the need to expand the size of the canal, to allow larger vessels to safely use it. A choice is made for a vertical...
master thesis 2022
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Ye, Ni (author)
In this thesis, sensitivity analysis is used to study the influences of parameters on specific outputs in the hydrodynamic model 3D DCSM-FM of the North Sea. The sensitivity analysis is the study of how uncertainty in the outputs of a model can be divided and allocated to different sources of uncertainty in its inputs. The software Delft3D FM is...
master thesis 2021
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Timmermans, Mike (author)
Offshore and coastal infrastructure must be designed to withstand loading conditions that among others arise from extreme environmental conditions. Physical processes such as storm surges, tides, currents, and waves play an important role in the design of these structures. Several variables characterize the relevant physical processes (e.g....
master thesis 2021
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Felix Orlin, Felix (author)
PIANC has published several working group reports related to the design of fender systems. The work of PIANC WG33 is widely accepted by the industry and has been used to design marine structures worldwide. However, the existing design approach does not distinguish uncertainties in fender engineering, e.g. uncertainties related to vessel sizes,...
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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Draijer, M.J. (author)
Wrong-way risk (WWR), which is the dependence between the probability of default (PD) and the exposure at default of a counterparty, is an aspect of credit risk that can lead to high losses. This thesis aims firstly to quantify WWR in interest rate swaps (IRSs) using a copula model, where a copula is used to couple the PD implied by credit...
master thesis 2020
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van der Kooij, Len (author)
The design of offshore and coastal hydraulic structures is very much dependent on the hydraulic boundary conditions, such as significant wave height, mean wave period and wave direction, among other parameters. A proper design value of these parameters is required during the design process, based on the corresponding safety philosophy and the...
master thesis 2020
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Sellés Valls, Susana (author)
The design of offshore and coastal infrastructures, sand nourishment and other ’soft’ coastal interventions require the analysis of environmental variables (e.g. wind, waves, rainfall) that can potentially cause the failure of such structures. Processes such as overtopping, beach erosion, and coastal flooding can result from a combined action of...
master thesis 2019
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Bader, Daan (author)
Hurricanes impose great threats on coastal communities in terms of hazard and impact. Recent hurricanes like Harvey (Texas, 2017) and Idai (Mozambique, 2019) emphasize the global character of this threat. In the U.S., Hurricane Harvey tied with 2005's Hurricane Katrina as the costliest tropical cyclone on record, inflicting $125 billion in...
master thesis 2019
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van Beek, Rutger (author)
The Morris method is a widely used screening method in sensitivity analysis. The method assumes that the input parameters are independent of each other. To overcome the assumption a copula-based Morris method is proposed. In this report the results of taking the dependencies into account are analyzed for the Morris method. For two examples...
bachelor thesis 2019
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