Searched for: subject%3A%22Monte%255C%252BCarlo%255C%252Bsimulation%22
(1 - 20 of 66)
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Wintermans, Marten (author)To align with the objective of the European Green Deal [46] policy of achieving net-zero greenhouse gas emissions by 2050, the construction sector must transition to a circular built environment. Most of the waste in the Netherlands is related to construction and demolition waste, with the industry accounting for approximately 35% of CO<sub>2<...master thesis 2024
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van der Kraan, Frenk (author)Gaining insights into anticipated future expenses is essential for both the planning and construction phases of a project. A significant factor in future costs, particularly over extended periods, is the variability of material and labor prices. the change in costs over time, known as ’cost escalation,’ has been the focus of numerous research...master thesis 2024
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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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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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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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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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Mast, Gijs (author)To fulfil the need in the industry for fast and accurate PFE calculations in practice, a new, semi-analytical method of calculating the PFE metric for CCR has been developed, tested and analyzed in this thesis. Herewith we focus on the calculation of PFEs for liquid IR and FX portfolios involving up to three correlated risk-factors: a domestic...master thesis 2022
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Kaneko, Kei (author)Flight envelope prediction is a challenging task where one of the difficulties is that widely used methods, like the level set methods, are impractical for systems with more than four coupled state dimensions due to the “curse of dimensionality”. Monte-Carlo simulation based approach suffers less from this, however a large number of simulations...master thesis 2022
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Manoj Philip, Adhil (author)The purpose of this graduation thesis entitled "Probabilistic restructuring of complex construction project activity linking using GERT: an alternate network distribution in mitigation controller" is to analyse the effect of project network structures when the duration of the project activities is distributed stochastically and its following...master thesis 2022
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Lok, Pieter (author)The performance of hydrostatic bearings is in part decided by their lubrication-film height shape. Imaging the shape can be done by dissolving fluorescent dyes in the layer. However, current imaging techniques are rooted in heuristics, and as such, their physics, design parameters, and error sources are not quantitively understood. To fully...master thesis 2022
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Bakker, Mathijs (author)Due to the expected increase in coastal replenishment along the Dutch coastline, and the need to decrease pollutant emissions in the Netherlands and worldwide, the Autonomous Low Energy Replenishment Dredger (ALERD) is developed. The ALERD is a sustainable and cost-effective solution to perform coastal replenishment work along the Dutch...master thesis 2022
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Herben, Bjarne (author)The breadth of theoretical results on efficient Markov Chain Monte Carlo (MCMC) sampling schemes on discrete spaces is slim when compared to the available theory for MCMC sampling schemes on continuous spaces. Nonetheless, in [Zan17] a simple framework to design Metropolis-Hastings (MH) proposal kernels that incorporate local information about...bachelor thesis 2022
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Seda, Edwin (author)Dutch Housing associations (HA’s) are responsible for producing, maintaining, and managing about 30% of all Dutch housing stock. HA’s draw up their investment forecasts yearly for the next 5 years to construct, improve or maintain homes and other real estate investments. Since 2013, the realization rate of new construction plans by HA’s, which...master thesis 2022
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Prins, Nina (author)Purpose - This development project is focused on the combination of project scheduling and risk mitigation for large infrastructure projects. The aim of this project is to develop a model that can automatically restructure the network schedule to enable that delay is mitigated as much as possible while the effects on multiple project criteria...master thesis 2022
Searched for: subject%3A%22Monte%255C%252BCarlo%255C%252Bsimulation%22
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