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Bangerter, Felix (author)This thesis presents a comprehensive exploration of the rough Heston model as a means to enhance financial derivative pricing and calibration in the context of the complex behavior of market volatility. Recognizing the limitations of classical models, such as the Black-Scholes and the standard Heston model, which assume constant or mean...master thesis 2023
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de Gruijl, David (author)Much like wearable devices today, ingestible devices have emerged as a promising platform for continuous health monitoring, and potentially even intervention. Recent research has demonstrated the feasibility of ingestible devices with a retention mechanism, enabling them to remain in the stomach for weeks. Equipping these devices with sensors...master thesis 2023
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Kortbeek, V. (author)The Internet of Things (IoT) is taking the world by storm, from smart lights to smart plant monitoring. This revolution is not only present in consumers’ homes, but companies are also looking for more and more ways to monitor every aspect of their production process. This transition to ubiquitous monitoring is made possible by extremely low...doctoral 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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Shooshtari, M. (author), Vollebregt, S. (author), Vaseghi, Yas (author), Rajati, Mahshid (author), Pahlavan, Saeideh (author)Detection of hazardous toxic gases for air pollution monitoring and medical diagnosis has attracted the attention of researchers in order to realize sufficiently sensitive gas sensors. In this paper, we fabricated and characterized a Titanium dioxide (TiO2)-based gas sensor enhanced using the gold nanoparticles. Thermal oxidation and sputter...journal article 2023
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van der Sar, Iris G. (author), van Jaarsveld, Nynke (author), Spiekerman, Imme A. (author), Toxopeus, Floor J. (author), Langens, Quint L. (author), Wijsenbeek, Marlies S. (author), Dauwels, J.H.G. (author), Moor, Catharina C. (author)Electronic nose (eNose) technology is an emerging diagnostic application, using artificial intelligence to classify human breath patterns. These patterns can be used to diagnose medical conditions. Sarcoidosis is an often difficult to diagnose disease, as no standard procedure or conclusive test exists. An accurate diagnostic model based on...journal article 2023
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Chang, Xiwen (author), Long, Yongshuang (author), Yi, Mingwei (author), Wang, C. (author), Xiao, Yue (author)Due to the complex organic properties of asphalt materials, the heating process during asphalt pavement construction will lead to the release of asphalt VOCs‧ Asphalt VOCs volatilization will cause irreversible harm to both the environment and health of construction workers‧ Researchers in the field of road construction have carried out...review 2023
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Deng, Z. (author), Ferreira, Ana Lucia Morgado (author), Spanjers, H. (author), van Lier, J.B. (author)Bovine serum albumin (BSA) and casein (CAS) were used in batch tests to compare the protein degradation in the presence and absence of carbohydrates and volatile fatty acids (VFAs). The modified Gompertz model was applied to estimate reaction rates. The results showed that deamination was the rate-limiting step, with a rate ranging between 2...journal article 2023
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Zeng, Shangheng (author), Mao, Sanpeng (author), Xu, S. (author), He, Yanheng (author), Yu, Jianying (author)Asphalt fumes released during pavement construction posed a threat to human health and environment. In this study, 9,10-dihydro-9-oxa-10-phosphorophenanthrene-10-oxide (DOPO) was used as a reactive fumes suppressant to reduce the asphalt fumes emission. The volatilization behavior of DOPO modified asphalt (DOPO-Asphalt) was investigated...journal article 2023
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van Gisbergen, Bart (author)Since the introduction of rough volatility there have been numerous attempts at combining it with existing models in order to better approximate the volatility surface with a low number of parameters. The drawback of rough volatility is usually the time needed to compute a volatility surface. We compare three major rough volatility models and...master thesis 2022
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Chakraborty, S.T. (author)With increasing renewable energy and cross-sectoral electrification price volatility is increasing. Flexibility through demand-side management and electric storage has the potential for reducing price volatility. In this thesis, using duality theory the flexibility required for constraining price to a maximum limit is quantified. <br/...doctoral thesis 2022
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Zha, Qinying (author)Palm oil is a popular ingredient in domestic products. The palm oil industry has been growing rapidly over the past decades, so that the amount of palm oil mill effluent (POME) generated from the palm oil production has been increasing as well. The anaerobic membrane bioreactor (AnMBR) is a treatment solution that can remove organic pollutants...student report 2022
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Ren, S. (author), Liu, X. (author), Lin, P. (author), Erkens, S. (author)This study investigated the effects of swelling-degradation degree on the rheological properties and thermal pyrolysis behaviors of crumb rubber modified bitumen (CRMB). The equilibrium viscosity of CRMB in 160 ◦Cswelling process is 10.5 Pa·s at 8 h. During the 200℃-degradation procedure, the viscosity increased to a maximum value of 20.58 Pa·s...journal article 2022
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Khakdaman, M. (author), Rezaei, J. (author), Tavasszy, Lorant (author)Factors driving the choice of shipper firms for services of logistics service providers have long been recognized in the freight transportation literature. However, the willingness among shippers to choose flexible transportation services, where the service package can be adapted during planning and execution, has received less attention. In...journal article 2022
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Bernardi, P. (author), Cantoro, R. (author), Coyette, A. (author), Dobbeleare, W. (author), Fieback, M. (author), Floridia, A. (author), Gielenk, G. (author), Guerriero, A. M. (author), Hamdioui, S. (author)Electronics employed in modern safety-critical systems require severe qualification during the manufacturing process and in the field, to prevent fault effects from manifesting themselves as critical failures during mission operations. Traditional fault models are not sufficient anymore to guarantee the required quality levels for chips...conference paper 2022
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Ochalhi, Redouan (author)In this research, different models are used to construct volatility surfaces and these models are compared with each other in terms of accuracy. The models range from the SSVI to neural networks. Specifically, we look at the SSVI, the feedforward neural network and the gated neural network. Attention is also paid to the incorporation of...master thesis 2021
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Fang, Wei (author), Zhang, Xuedong (author), Spanjers, H. (author), Zhang, Tao (author)Persulfates ((peroxymonosulfate (PMS) and peroxydisulfate (PDS)) can disintegrate waste activated sludge (WAS), but their influence on volatile fatty acid (VFA) production during anaerobic fermentation is largely unclear. Particularly, it is unknown whether persulfates can improve fermentation without any preactivation. This study...journal article 2021
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Teweldebrihan, M.D. (author), Lyu, H. (author), Pande, S. (author), McClain, M.E. (author)Ethiopia depends on rain-fed agriculture with limited use of irrigation for agricultural production. More than 90% of the food supply in the country comes from low productivity rain-fed smallholder agriculture. Since the livelihoods of many farmers depend on rainfed agriculture, this paper investigates how smallholders adapt to climate...journal article 2021
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Carver, Lindsey (author)Pre-fermentation of influent has been proposed as a method to improve phosphorus removal capacity, granulation, and simultaneous nitrification denitrification for aerobic granular sludge plants. This thesis sought to determine the influence of increasing VFA concentrations on performance of aerobic granular sludge plants and key considerations...master thesis 2020
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Erkan, K.E. (author)This thesis is about pricing European options using a Fourier-based numerical method called the COS method under the rough Heston model. Besides examining the efficiency and accuracy of the COS method for pricing options under the rough Heston model, it is also investigated if the rough Heston model produces the advantages of the so-called rough...master thesis 2020