Searched for: subject%3A%22Monte%255C+Carlo%22
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Oza, Jimeet (author)
Atrial fibrillation is a cardiac arrhythmia resulting from abnormal electrical conduction and impulse formation within the atria. To address this condition, a minimally invasive procedure called cardiac ablation is performed. Real-time visual feedback during this procedure plays a critical role in determining its success.<br/><br/>Photoacoustic...
master thesis 2023
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Marques da Rocha Feliciano Pereira, Sofia (author)
Barrier options, although highly liquid financial derivatives, present notable pricing challenges. In this thesis, we present a novel pricing approach for valuing continuously-monitored knock-out barrier options within the framework of stochastic volatility models.<br/><br/>The underlying process is firstly modelled under geometric Brownian...
master thesis 2023
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van Heurn, Ferdinand (author)
With the energy transition taking up speed and strong decarbonisation ambitions offshore wind is becoming a major source of green electricity. European countries are among the leading drivers of the offshore wind expansion on both the wind turbine as well as the vessels side. It is expected that until 2030 170 GW of capacity can be installed,...
master thesis 2023
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Duinkerken, Elwin (author)
When trains are not actively traveling on the main rail network, they to be parked and prepared for their next journey. This is a complex problem, involving several interconnected subproblems. Additionally, there is uncertainty in this environment which can render initial plans infeasible during their execution. To ensure trains are able to...
master thesis 2023
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Egberts, G. (author)
Burns can make patients’ lives quite miserable. Apart from prominent and thickened, or hypertrophic, scars, the skin may be characterized by contraction. When this contraction is so severe that the patient loses joint mobility, it is called contracture. Then a patient may have difficulties with sports or other daily activities. The consequence...
doctoral thesis 2023
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Davidov, Lyuben (author)
There is a growing demand for precision and high-quality optical objectives and lenses due to their numerous advantages and uses. The market for high precision objective lenses has tremendous potential for development and is a sector that is expanding quickly. <br/><br/>Measuring the aberrations of optical systems is an essential step in the...
master thesis 2023
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Kaffa, Lauren (author)
Loss of control (LOC) is the primary cause of failure of Unmanned Aerial Vehicles (UAV). The safety of these systems can be largely improved by facilitating techniques to prevent LOC to occur, such as Flight Envelope Protection, enabling controllers to keep the system within the Safe Flight Envelope (SFE).<br/>The aim of this work is to examine...
master thesis 2023
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Blankenzee, Regino (author)
The planning of railway operations is a very complex process, in which timetables and other logistical plans need to be both reliable and robust to effectively prevent and cope with disturbances. However, research in the robustness of initial stabling plans, designed in an earlier planning phase, during the following planning phases, has been...
master thesis 2023
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Filius, Bas (author)
Machine learning pipelines encompass various sequential steps involved in tasks such as data extraction, preprocessing, model training, and deployment. Manual construction of these pipelines demands expert knowledge and can be time-consuming. To address this challenge, program synthesis offers an automated approach to generate computer programs...
bachelor thesis 2023
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Keer, Pim (author)
Every time one counts the number of occurrences of a pair of values for two categorical variables, one obtains a contingency table. These tables are one of the simplest representations of data in order to statistically test for the presence of some association between the two variables under consideration. Although naturally occurring in so many...
master thesis 2023
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Brands, Marnix (author)
The computation of multivariate expectations is a common task in various fields related to probability theory. This thesis aims to develop a generic and efficient solver for multivariate expectation problems, with a focus on its application in the field of quantitative finance, specifically for the quantification of Counterparty Credit Risk (CCR...
master thesis 2023
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Amini Hounejani, R. (author)
The past decades have seen the rapid development of many aspects of synthetic biology. For example, attempts to build synthetic cells under controlled conditions in the laboratory have led to significant achievements. Following a bottom-up approach, scientists aim at building a self-reproducing synthetic cell with a minimum number of biological...
doctoral thesis 2023
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Ticheler, Annouk (author)
In the global energy transition where the shift from fossil fuels to renewable energy is needed, wind energy is a growing industry. In the offshore wind industry, Service Operation Vessels (SOVs) are needed to operate and maintain wind farms. To reduce the environmental footprint of SOVs at offshore wind farms, the possibility of battery...
master thesis 2023
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van Dulken, Floris (author)
With the current focus on climate change, the shipping industry is forced to decarbonise its fleet. The need for decarbonisation is not only fuelled by the aspirations of the sector but also by laws and regulations from countries and organisations. As these laws are gradually tightening and there is not one clear technical or operational...
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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Chen, Qianqian (author)
American option pricing has been an active research area in financial engineering over the past few decades. Since no analytic closed-form solution exists, various numerical approaches have been developed. Among all proposed methods, the least square Monte Carlo(LSMC) approach is the most successful and popular. The LSMC utilizes linear...
master thesis 2023
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Vergara Barrios, P.P. (author), Giraldo, Juan S. (author), Salazar, Mauricio (author), Panda, Nanda Kishor (author), Nguyen, Phuong H. (author)
A photovoltaic (PV)-rich low-voltage (LV) distribution network poses a limit on the export power of PVs due to the voltage magnitude constraints. By defining a customer export limit, switching off the PV inverters can be avoided, and thus reducing power curtailment. Based on this, this paper proposes a mixed-integer nonlinear programming (MINLP)...
journal article 2023
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Tseremoglou, I. (author), van Kessel, Paul J. (author), Santos, Bruno F. (author)
Condition-based maintenance (CBM) scheduling of an aircraft fleet in a disruptive environment while considering health prognostics for a set of systems is a very complex combinatorial problem, which is becoming more challenging in light of the uncertainty included in health prognostics. This type of problem falls under the broad category of...
journal article 2023
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Werker, A. (author), Pei, R. (author), Kim, Kevin (author), Moretto, Giulia (author), Estevez Alonso, A. (author), Vermeer, C.M. (author), Arcos-Hernandez, Monica (author), Dijkstra, Jelmer (author), de Vries, Erik (author)
Past studies have repeatedly demonstrated the technical feasibility to produce polyhydroxyalkanoate (PHA) using bacterial biomass of mixed microbial cultures (MMCs). Commercial quality grades of poly(3-hydroxybutyrate-co-3-hydroxyvalerate), PHBV, can be produced with control of average monomer composition. However, demonstration of PHBV...
journal article 2023
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Bierkens, G.N.J.C. (author), Grazzi, S. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)
We construct a new class of efficient Monte Carlo methods based on continuous-time piecewise deterministic Markov processes (PDMPs) suitable for inference in high dimensional sparse models, i.e. models for which there is prior knowledge that many coordinates are likely to be exactly 0. This is achieved with the fairly simple idea of endowing...
journal article 2023
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