Searched for: subject%3A%22Monte%255C%2BCarlo%255C%2Bsimulation%22
(1 - 20 of 150)
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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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Egberts, G. (author), Vermolen, F.J. (author), van Zuijlen, Paul (author)Severe burn injuries often lead to skin contraction, leading to stresses in and around the damaged skin region. If this contraction leads to impaired joint mobility, one speaks of contracture. To optimize treatment, a mathematical model, that is based on finite element methods, is developed. Since the finite element-based simulation of skin...journal article 2023
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Sakata, Dousatsu (author), Hirayama, Ryoichi (author), Shin, Wook Geun (author), Belli, Mauro (author), Tabocchini, Maria A. (author), Stewart, Robert D. (author), Brown, J.M.C. (author), Kyriakou, G.I. (author), Tran, Hoang N. (author)Purpose: Track structure Monte Carlo (MC) codes have achieved successful outcomes in the quantitative investigation of radiation-induced initial DNA damage. The aim of the present study is to extend a Geant4-DNA radiobiological application by incorporating a feature allowing for the prediction of DNA rejoining kinetics and corresponding cell...journal article 2023
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Yuan, Yiping (author), Liu, Zhou (author), Chen, Zhe (author), Hoej Jensen, Kim (author), Popov, M. (author)With the increasing penetration of converter-interfaced generators, the frequency containment reserve (FCR) from conventional generators keeps going down, leading to a potential risk of frequency instability under contingencies. Consequently, Converter-interfaced generators are required to provide FCR and participate in the corrective...journal article 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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Seyed Salehi, H. (author)In this thesis, thermodynamic and structural properties of different deep eutectic solvent (DESs), and mixtures of DESs with gases or water, were computed using the state-of-the-art molecular simulations and computational methods. Discussions were presented on the influence of the intermolecular interactions and liquid structure of DESs on...doctoral 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
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Jongeneel, Hilda (author)The growing demand for cardiovascular treatments and the need to control the ever rising health care expenditures require efficient use of expensive resources, such as cardiac catheterization laboratories (cath labs). These in cardiac catheterization specialized operating rooms are labor and capital-intensive. Therefore, a high utilization is...master thesis 2022
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