Дисертації з теми "Economics – Simulation methods"
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Smith, Gregory Steven. "Applications of quantitative methods in environmental economics : econometrics, simulation modelling and experiments." Thesis, University of East Anglia, 2016. https://ueaeprints.uea.ac.uk/57421/.
Повний текст джерелаFrohwerk, Sascha. "Asymmetrien in der Neuen Ökonomischen Geographie : Modelle, Simulationsmethoden und wirtschaftspolitische Diskussion." Phd thesis, Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2011/4915/.
Повний текст джерелаThe new economic geography explains agglomerations based on a microeconomic general equilibrium model, witch is usually assumed to be symmetric in the sense, that regions are of the same size and transport costs and expenditure shares are the same. As a result, the models can explain why an agglomeration occurs, but not in witch region. This book modifies three of the most influential models of the new economic geography and assumes various asymmetries. It compares the results to the symmetric cases. Not only theoretical aspects but also methods of simulation are discussed in detail. This methods can be applied to a wide variety of models. To show the political implications of the theoretical results, one of the asymmetric models is applied to the economical development in germany after reunification. The model is able to explain the persistent difference in wages between east and west and the simultaneous incomplete agglomeration in the west.
Low, Hamish Wallace. "Simulation methods and economic analysis." Thesis, University College London (University of London), 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.392495.
Повний текст джерелаTiwisina, Johannes [Verfasser]. "Essays on simulation methods in economic dynamics / Johannes Tiwisina." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/108148781X/34.
Повний текст джерелаRozario, Jewel Augustine, and Osman Abdelkader Hamid. "A systematic approach to assess the relocation of the business centres to a logistics platform: A case study on DHL Freight AB (Sweden)." Thesis, Högskolan i Gävle, Industriell ekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-27244.
Повний текст джерелаDillon, Krystal Renee. "A simulation-optimization method for economic efficient design of net zero energy buildings." Thesis, Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/51909.
Повний текст джерелаMcFerran, Ethna. "Health economic evaluation of alternatives to current surveillance in colorectal adenoma at risk of colorectal cancer." Thesis, Queen's University Belfast, 2018. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.766286.
Повний текст джерелаDuder, Sydney. "Cards, dice and lifestyles : gaming a guaranteed annual income." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=72093.
Повний текст джерелаMrdalo, Zvonimir. "A comparison of the economic efficiency of the petroleum fiscal systems under uncertainty : a Monte Carlo simulation approach." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=189500.
Повний текст джерелаCurtis, J. Jeffrey. "Mixed structural models for decision making under uncertainty using stochastic system simulation and experimental economic methods : application to information security control choice." Thesis, University of Reading, 2016. http://centaur.reading.ac.uk/80444/.
Повний текст джерелаKurth, Andrew Hamilton. "A Stochastic Simulation of the North Dakota Ethanol Production Incentive." Thesis, North Dakota State University, 2009. https://hdl.handle.net/10365/29635.
Повний текст джерелаRauktytė, Aidana. "VaR METODOLOGIJOS ANALIZĖ IR METODŲ PRAKTINIS TAIKYMAS." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101108_095132-99409.
Повний текст джерелаIn this master‘s work analyzed one of the modern risk measurements – Value-at-Risk (VaR). The paper examined three main VaR calculation methods: variance/covariance, historical simulation and Monte Carlo generations satisfying in the terms of the assumptions, adequacy and complexity. For all three methods was carried out empirical studies to assess the risk of currency and stock markets, made comparative analysis of the obtained risk values and verified accuracy of used methods in the current market conditions. The authors formulated the hypothesis that the VaR indicator calculation methods are not suitable for use during the transitional period when the economic environment and situation is not stable partially confirmed because the results of tests performed to reject just the variance / covariance and historical simulation methods.
Marinelli, Marco Antonio. "Modelling and communicating the effects of spatial data uncertainty on spatially based decision-making." Thesis, Curtin University, 2011. http://hdl.handle.net/20.500.11937/1842.
Повний текст джерелаPopiolek, Nathalie. "Modèle prospectif de consommation d'énergie dans l'agriculture : le cas de la fertilisation azotée a l'horizon 2010." Grenoble 2, 1993. http://www.theses.fr/1993GRE21027.
Повний текст джерелаThe first part of this thesis gives a critical overview of available forecasting methods. After this survey, the methodology chosen for the construction of the model is presented. This construction constitutes the second stage of this work. The "energy and nitrogen fertilization" system is defined (list of key variables for its evolution towards the year 2010 and analysis of their relationships) and then modelized highlighting the nitrogen fertilizers demand. The demand is determined for the year 2010 by the mean of a linear programming model (aropaj) based on farmers' cropping choices. This model, first used for short and middle terms is adapted for the long term (2010) by using peripheral models projecting the fixed factors (in the short term) of agricultural holdings and their way of producing. These projections are based on experts inquiries (delphi) constitutes the third part of this thesis. These scenarios constitute the patterns of simulation running on the linear programme to test the impact of the future common agricultural policy or the introduction of technological innovations
Madeira, Marcelo Gomes. "Comparação de tecnicas de analise de risco aplicadas ao desenvolvimento de campos de petroleo." [s.n.], 2005. http://repositorio.unicamp.br/jspui/handle/REPOSIP/263732.
Повний текст джерелаDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica, Instituto de Geociencias
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Resumo: Os processos de tomada de decisões em campos de petróleo estão associados a grandes riscos provenientes de incertezas geológicas, econômicas e tecnológicas e altos investimentos. Nas fases de avaliação e desenvolvimento dos campos, torna-se necessário modelar o processo de recuperação com confiabilidade aumentando o esforço computacional. Uma forma de acelerar o processo é através de simplificações sendo algumas discutidas neste trabalho: técnica de quantificação do risco (Monte Carlo, árvore de derivação), redução no número de atributos, tratamento simplificado de atributos e simplificação da modelagem do reservatório. Ênfase especial está sendo dada à (1) comparação entre Monte Carlo e árvore de derivação e (2) desenvolvimento de modelos rápidos através de planejamento de experimentos e superfície de resposta. Trabalhos recentes estão sendo apresentados sobre estas técnicas, mas normalmente mostrando aplicações e não comparação entre alternativas. O objetivo deste trabalho é comparar estas técnicas levando em consideração a confiabilidade, a precisão dos resultados e aceleração do processo. Estas técnicas são aplicadas a um campo marítimo e os resultados mostram que (1) é possível reduzir significativamente o número de simulações do fluxo mantendo a precisão dos resultados e que (2) algumas simplificações podem afetar o processo de decisão
Abstract: Petroleum field decision-making process is associated to high risks due to geological, economic and technological uncertainties, and high investments, mainly in the appraisal and development phases of petroleum fields where it is necessary to model the recovery process with higher precision increasing the computational time. One way to speedup the process is by simplifying the process; some simplifications are discussed in this work: technique to quantify the risk (Monte Carlo and derivative tree), reduction of number of attributes, simplification of the treatment of attributes and simplification of the reservoir modeling process. Special emphasis is given to (1) comparison between Monte Carlo and derivative tree techniques and (2) development of fast models through experimental design and response surface method. Some works are being presented about these techniques but normally they show applications and no comparison among alternatives is presented. The objective of this work is to compare these techniques taking into account the reliability, precision of the results and speedup of the process. These techniques are applied to an offshore field and the results show that it is possible to reduce significantly the number of flow simulation maintaining the precision of the results. It is also possible to show that some simplifications can yield different results affecting the decision process
Mestrado
Reservatórios e Gestão
Mestre em Ciências e Engenharia de Petróleo
Furlani, Luiz Gustavo Cassilatti. "Flutuações cambiais e política monetária no Brasil : evidências econométricas e de simulação." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2008. http://hdl.handle.net/10183/14996.
Повний текст джерелаThe literature on monetary economy has aroused growing interest in macroeconomics. Due to computational advancements, models have been increasingly more complex and accurate, allowing for the in-depth analysis of the relationships between real economic variables and nominal variables. Therefore, using a dynamic stochastic general equilibrium (DSGE) model, based on Gali and Monacelli (2005), we propose and estimate a model for the Brazilian economy by employing Bayesian methods so as to assess whether the Central Bank of Brazil takes exchange rate fluctuations into account in the conduct of monetary policy. The most striking result of the present study is that the Central Bank of Brazil does not directly change the interest rate path due to exchange rate movements. A simulation exercise is also used. Our conclusion is that the economy quickly accommodates shocks induced separately on the exchange rate, on the terms of trade, on the interest rate, and on global inflation.
Thiebaut, Sophie. "Maladies chroniques et pertes d'autonomie chez les personnes âgees : évolutions des dépenses de santé et de la prise en charge de la dépendance sous l'effet du vieillissement de la population." Thesis, Aix-Marseille 2, 2011. http://www.theses.fr/2011AIX24026.
Повний текст джерелаThis thesis addresses, using an elaborated theoretical model and two empirical applications, issues related to population ageing and health care expenditures as per the French context. In the first chapter, a method of dynamic microsimulation is developed to assess the evolution of outpatient reimbursable drugs expenditures as a result of the ageing population and the evolution of health status of chronically ill elderly people. The second chapter focuses on the ins and outs of a possible reform of the Personal Allowance for Autonomy (APA), which would seek to recover a portion of the funds paid to disabled elderly on the inheritance of their heirs. A theoretical model of intergenerational transfers is developed to study the individual decisions of a two-member family - a disabled parent and a child who can play the role of informal care giver. The final section presents an empirical evaluation of the factors affecting the demand of APA's recipients for home care. This work examines the price effects in the demand for formal care in order to anticipate possible reforms of public allowance
Горкуненко, Андрій Борисович, Андрей Борисович Горкуненко та A. B. Horkunenko. "Моделювання та методи аналізу і прогнозування циклічних економічних процесів в інформаційних системах підтримки прийняття рішень". Thesis, Тернопільський національний технічний університет ім. Івана Пулюя, 2013. http://elartu.tntu.edu.ua/handle/123456789/2033.
Повний текст джерелаДисертацію присвячено розробленню математичних моделей, методів аналізу, комп’ютерної імітації та прогнозування циклічних економічних процесів. Розроблено нову математичну модель циклічних економічних процесів у вигляді суми детермінованої поліноміальної функції та циклічного випадкового процесу. Розроблено нову математичну модель сукупності взаємопов’язаних циклічних економічних процесів у вигляді суми вектора детермінованих поліноміальних функцій та вектора циклічних ритмічно пов’язаних випадкових процесів. Обґрунтовано методи статистичного опрацювання циклічних економічних процесів на основі нових математичних моделей. Розроблено метод прогнозування циклічних економічних процесів. Досягнуто підвищення точності їх прогнозування на 25% у порівнянні з відомим методом прогнозування при заданій довірчій ймовірності прогнозування. Обґрунтовано та застосовано методи імітаційного моделювання циклічних економічних процесів на ЕОМ. Розроблено програмну систему моделювання, аналізу та прогнозування циклічних економічних процесів, що може бути складовою інформаційної системи підтримки прийняття рішень, проведено її атестацію та апробацію.
Диссертация посвящена разработке математических моделей, методов анализа, имитации и прогнозирования циклических экономических процессов с целью повышения точности, достоверности и информативности их моделирования, анализа и прогнозирования в информационных системах поддержки принятия решений. Рассмотрены существующие подходы, математические модели, методы анализа и прогнозирования циклических экономических процессов, приведены их основные недостатки. Составлено сравнительную таблицу математических моделей циклических экономических процессов. Разработана и верифицирована новая математическая модель циклических экономических процессов в виде суммы детерминированной полиномиальной функции и циклического случайного процесса, которая в результате одновременного учета трендовых составляющих, стохастичности, цикличности экономических процессов и изменчивости ритма их циклических составляющих, позволила повысить точность, достоверность методов и программных средств моделирования, анализа и прогнозирования циклических экономических процессов в системах поддержки принятия решений. Разработана и верифицирована новая математическая модель совокупности взаимосвязанных циклических экономических процессов в виде суммы вектора детерминированных полиномиальных функций и вектора циклических ритмично связанных случайных процессов, которая за счет отражения общности и изменчивости ритмической структуры их циклических составляющих, позволила обосновать информативные методы их совместного статистического анализа. Обоснованы методы статистической обработки циклических экономических процессов на основании новых математических моделей, учитывающих цикличность, изменчивость и общность ритма циклических составляющих экономических процессов. Разработан подход к статистическому анализу взаимосвязанных циклических экономических процессов на основании модели в виде суммы детерминированных функций и вектора циклических ритмично связанных случайных процессов. Обоснован метод разложения статистических оценок циклических экономических процессов в ряды Фурье (одномерные и двумерные) чем существенно уменьшено размерность пространства информативных (диагностических и прогностических) признаков в системах поддержки принятия решений. Разработан метод прогнозирования циклических экономических процессов. Достигнуто повышение точности прогнозирования циклических экономических процессов на 25% на основании нового метода прогнозирования по сравнению с известным при одинаковой доверительной вероятности прогнозирования. Обоснованы и применены методы компьютерного имитационного моделирования циклических случайных процессов и векторов для задачи имитации на ЭВМ циклических экономических процессов, которые благодаря наличию процедуры идентификации алгоритма генерирования, одновременного учета морфологических характеристик и характеристик ритма циклических составляющих имитируемых экономических процессов, повышают точность и достоверность их симуляции на ЭВМ. Разработана программная система моделирования, анализа и прогнозирования циклических экономических процессов, которая может быть составляющей информационной системы поддержки принятия решений, проведено ее аттестацию и апробацию. Установлен факт соответствия программной системы моделирования, анализа и прогнозирования циклических экономических процессов поставленным задачам и требованиям, а также на компоненты данной системы получены авторские свидетельства.
The thesis is devoted to development of mathematical models and methods of analysis, computer simulation and forecasting of cyclical economic processes. A new mathematical model of cyclical economic processes as a sum of deterministic polynomial functions and cyclic stochastic process is created. A new mathematical model is a set of interrelated cyclical economic processes as a sum vector of deterministic polynomial functions and vector cyclic rhythmically related random processes is created. Methods of statistical processing of cyclical economic processes based on new mathematical models are proved. The method of forecasting of cyclical economic processes is developed. An increase of their forecasting accuracy by 25% compared with the known method of predicting a given confidence level forecasting. Methods of simulation of cyclical economic processes on the computer are proved and applied. The software system for modeling, analysis and forecasting of cyclical economic processes is developed and tested. It may be a part of an information system decision support.
Pérgola, Gabriel Campos. "Seguro contra risco de downside de uma carteira: uma proposta híbrida frequentista-Bayesiana com uso de derivativos." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/10468.
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Portfolio insurance allows a manager to limit downside risk while allowing participation in upside markets. The purpose of this dissertation is to introduce a framework to portfolio insurance optimization from a hybrid frequentist-Bayesian approach. We obtain the joint distribution of regular returns from a frequentist statistical method, once the outliers have been identified and removed from the data sample. The joint distribution of extreme returns, in its turn, is modelled by a Bayesian network, whose topology reflects the events that can significantly impact the portfolio performance. Once we link the regular and extreme distributions of returns, we simulate future scenarios for the portfolio value. The insurance subportfolio is then optimized by the Differential Evolution algorithm. We show the framework in a step by step example for a long portfolio including stocks participating in the Bovespa Index (Ibovespa), using market data from 2008 to 2012.
Seguros de carteiras proporcionam aos gestores limitar o risco de downside sem renunciar a movimentos de upside. Nesta dissertação, propomos um arcabouço de otimização de seguro de carteira a partir de um modelo híbrido frequentista-Bayesiano com uso de derivativos. Obtemos a distribuição conjunta de retornos regulares através de uma abordagem estatística frequentista, uma vez removidos os outliers da amostra. A distribuição conjunta dos retornos extremos, por sua vez, é modelada através de Redes Bayesianas, cuja topologia contempla os eventos que o gestor considera crítico ao desempenho da carteira. Unindo as distribuições de retornos regulares e extremos, simulamos cenários futuros para a carteira. O seguro é, então, otimizado através do algoritmo Evolução Diferencial. Mostramos uma aplicação passo a passo para uma carteira comprada em ações do Ibovespa, utilizando dados de mercado entre 2008 e 2012.
Bilha, Vitor Meira. "Análise do processo de retificação interna aplicado à fabricação de bicos injetores diesel." Universidade Tecnológica Federal do Paraná, 2015. http://repositorio.utfpr.edu.br/jspui/handle/1/1889.
Повний текст джерелаIndustries of manufactured products have increased their efficiency optimizing the natural resources usage and Diesel commercial vehicles are included in this scenario. For Diesel engines, one of the most important components of the injection system is the nozzle injector. In Brazil, EURO5 legislation was recently introduced, bringing new emission limits for Diesel engines. Because of this, the nozzle injector design has changed and some manufacturing tolerances were reduced, in special the body seat geometry. This also changed the nozzle opening pressure. In this new process, the body seat grinded conical surface impacts on this functional parameter and consequently the Diesel engine performance. This study has as target to analyze a recurrent defect in the internal conic grinding process of the nozzle body seat. A trial was performed in this process according to Taguchi method and signal / noise ratio for 2D topographic parameters were defined. The body seat surface was also analyzed using 3D topographic analysis. The results of this study include the possible cause of the recurrent failure, characterization of the ground surface, process main elements integrity assessment and optimization of the grinding process parameters.
Puigoriol, Forcada Josep Maria. "Una metodología para caracterización elastoplástica cuasi-estática simplificada de materiales termoplásticos inyectados en proceso industrial para simulación estructural." Doctoral thesis, Universitat Ramon Llull, 2013. http://hdl.handle.net/10803/121469.
Повний текст джерелаEn esta investigación se plantea una metodología de caracterización de materiales para alimentar el modelo constitutivo elastoplástico clásico de von Mises con endurecimiento isotrópico, para una mejor respuesta en simulaciones computacionales estáticas (CAE) de piezas fabricadas con termoplásticos. Esta estrategia de caracterización debe resultar simple en cuanto a aplicación, para facilitar el uso en el ejercicio habitual en industria. Se presentan los modelos constitutivos usualmente utilizados en el sector industrial para dar respuesta a problemas de no linealidad de material en estática, para este tipo de polímeros, que requieran tan solo del ensayo de tracción en máquina universal. Se acompaña de una declaración de las variables más influyentes en la respuesta computacional. La metodología propone el uso de un Factor de Escala Máster que permita la reducción de la curva elastoplástica para una familia de materiales. Este factor de reducción se utiliza, a su vez, para la definición del límite de fluencia y del módulo secante elástico de cálculo. Se ha procedido a evaluar el comportamiento mecánico de una selección de cuatro materiales, representativos de familias utilizadas en sistemas de interior de automóviles, mediante muestras recortadas de componentes reales. De esta forma, se comprueba el descenso de las propiedades mecánicas de estos materiales en un contexto de inyección usual en proceso industrial. La nueva estrategia de caracterización se alimenta de esta información hallada mediante el ensayo de tracción. Se realiza la validación de la metodología a través de un ensayo híbrido test-simulación sobre pieza real inyectada. Finalmente se lleva a cabo un ejercicio de verificación de la estrategia de caracterización sobre un conjunto real Módulo Panel Puerta, mediante correlación experimental.
This research project proposes a methodology for characterization of materials to feed the traditional elasto-plastic model with Von Mises isotropic hardening criterion. This is to achieve a better response in static computer simulations (CAE) for thermoplastic parts. This characterization strategy must be simple in application to facilitate regular use in industry. The models normally used in industry are presented to address issues of static material non-alignment for this class of polymers, only requiring the universal tensile strength machine test. It is accompanied by a statement of the most influential variables in the computational response. The methodology proposes the use of a Master Scale Factor that allows the reduction of the elasto-plastic curve for a class of materials. This reduction factor is used in turn to define the yield stress and the young modules. An evaluation of the mechanical behaviour from a selection of four materials is undertaken, representative classes of materials used in automotive interior systems. This was done by using samples cut from real components. Thus, the decrease of the mechanical properties of these materials in the context of the usual industrial injection process was evaluated. The new strategy characterization is fed by this information gained by the tensile strength test. A validation of the methodology is undertaken through a simulated hybrid test on an actual injected part. Finally, a verification exercise of the characterization strategy is conducted on a real door panel module assembly, through experimental correlation.
Beisler, Matthias Werner. "Modelling of input data uncertainty based on random set theory for evaluation of the financial feasibility for hydropower projects." Doctoral thesis, Technische Universitaet Bergakademie Freiberg Universitaetsbibliothek "Georgius Agricola", 2011. http://nbn-resolving.de/urn:nbn:de:bsz:105-qucosa-71564.
Повний текст джерелаDie Auslegung von Wasserkraftanlagen stellt einen komplexen Planungsablauf dar, mit dem Ziel das vorhandene Wasserkraftpotential möglichst vollständig zu nutzen und künftige, wirtschaftliche Erträge der Kraftanlage zu maximieren. Um dies zu erreichen und gleichzeitig die Genehmigungsfähigkeit eines komplexen Wasserkraftprojektes zu gewährleisten, besteht hierbei die zwingende Notwendigkeit eine Vielzahl für die Konzepterstellung relevanter Einflussfaktoren zu erfassen und in der Projektplanungsphase hinreichend zu berücksichtigen. In frühen Planungsstadien kann ein Großteil der für die Detailplanung entscheidenden, technischen und wirtschaftlichen Parameter meist nicht exakt bestimmt werden, wodurch maßgebende Designparameter der Wasserkraftanlage, wie Durchfluss und Fallhöhe, einen umfangreichen Optimierungsprozess durchlaufen müssen. Ein Nachteil gebräuchlicher, deterministischer Berechnungsansätze besteht in der zumeist unzureichenden Objektivität bei der Bestimmung der Eingangsparameter, sowie der Tatsache, dass die Erfassung der Parameter in ihrer gesamten Streubreite und sämtlichen, maßgeblichen Parameterkombinationen nicht sichergestellt werden kann. Probabilistische Verfahren verwenden Eingangsparameter in ihrer statistischen Verteilung bzw. in Form von Bandbreiten, mit dem Ziel, Unsicherheiten, die sich aus dem in der Planungsphase unausweichlichen Informationsdefizit ergeben, durch Anwendung einer alternativen Berechnungsmethode mathematisch zu erfassen und in die Berechnung einzubeziehen. Die untersuchte Vorgehensweise trägt dazu bei, aus einem Informationsdefizit resultierende Unschärfen bei der wirtschaftlichen Beurteilung komplexer Infrastrukturprojekte objektiv bzw. mathematisch zu erfassen und in den Planungsprozess einzubeziehen. Es erfolgt eine Beurteilung und beispielhafte Überprüfung, inwiefern die Random Set Methode bei Bestimmung der für den Optimierungsprozess von Wasserkraftanlagen relevanten Eingangsgrößen Anwendung finden kann und in wieweit sich hieraus Verbesserungen hinsichtlich Genauigkeit und Aussagekraft der Berechnungsergebnisse ergeben
Forneron, Jean-Jacques Mitchell. "Essays on Simulation-Based Estimation." Thesis, 2018. https://doi.org/10.7916/D8PZ6RXC.
Повний текст джерелаMichael, Beeler. "The Use of Simulation Methods to Understand and Control Pandemic Influenza." Thesis, 2012. http://hdl.handle.net/1807/33335.
Повний текст джерелаMohsen, Fadi. "Internetbasierte Lehr-/Lernmethoden für die wirtschaftswissenschaftliche Hochschulausbildung." Doctoral thesis, 2002. http://hdl.handle.net/11858/00-1735-0000-000D-F265-A.
Повний текст джерелаParandvash, G. Hossein. "On the incorporation of nonnumeric information into the estimation of economic relationships in the presence of multicollinearity." Thesis, 1987. http://hdl.handle.net/1957/26851.
Повний текст джерелаOh, Young-Soo. "Optimal fiscal policy for the provision of local public services : some simulation results for the case of elementary education in Korea." Thesis, 1990. http://hdl.handle.net/10125/9625.
Повний текст джерелаRobinson, Robert Howard. "An economic model of an open pit mine." Thesis, 2015. http://hdl.handle.net/10539/18256.
Повний текст джерела"A prototype of collaborative virtual geographic environments to facilitate air pollution simulation." Thesis, 2009. http://library.cuhk.edu.hk/record=b6074966.
Повний текст джерелаThe air pollution that is associated with global economic growth is a global problem. Scientists, governmental officials and the public are focusing on improving understanding, accurately predicting and efficiently controlling levels of air pollution. Air pollution simulation is one method used to achieve these goals. This research will consider a computer supported simulation.
The contributions can be drawn from two aspects---CVGE and practice of air pollution simulation. Regarding CVGE, thesis 1 develops the conceptual framework of CVGE; 2 designs the architecture of a CVGE prototype in order to facilitate air pollution simulation; 3 proposes the concept of a "fuzzy boundary volume object", and designs a solution composed of a particle system wrapped in pollution boxes; and 4 examines the levels of geo-collaboration for air pollution simulation. For air pollution simulation, thesis 1 integrates air pollution sources, geo-data, an atmospheric circulation model, an air pollution dispersion model, geo-visualization and analysis into a collaborative virtual geographic environment, which is able to supply a new research methodology and platform for air pollution simulation; in 2, the new platform is scalable and able to free the restrictions of operations on visualization, which paves the way for further extension; 3 couples air pollution dispersion models with geo-information, opening up opportunities for cross studies between air pollution and other research areas, such as the economy, public health and urban planning.
The focus of this thesis is two-fold: one is on the development of a conceptual framework and prototype of CVGE from practice of air pollution simulation; the other is on applying this framework to facilitate air pollution simulation. The work of this thesis can be summarized as follows. (1) Defining the concept of CVGE, developing a conceptual framework for CVGE and discussing primary theories of CVGE. (2) Designing the architecture of a CVGE prototype to facilitate air pollution simulation. (3) Integration and computation of a complex atmospheric circulation model and an air pollution dispersion model based on high performance computation. (4) Geo-visualization of air pollution distribution and dispersion based on calculations using air pollution dispersion models. (5) Geo-collaboration for air pollution simulation. And finally (6) CVGE prototype based air pollution simulation.
The motivation for future research has two main aspects again---CVGE and practice of air pollution simulation. For the aspect of CVGE, possibilities for future research include: 1 more detailed research on the CVGE concept, primary theories and methodologies; 2 the efficient integration and management of heterogeneous geo-models with CVGE in standardization; and 3 the efficient rendering of a complex structured object in CVGE. Regarding practice, future research can be conducted into: 1 extending air pollution dispersion models; and 2 improving the efficiency of air pollutant rendering with a particle system wrapped in pollution boxes.
Xu, Bingli
Adviser: Hui Lin.
Source: Dissertation Abstracts International, Volume: 72-11, Section: A, page: .
Thesis (Ph.D.)--Chinese University of Hong Kong, 2009.
Includes bibliographical references (leaves 251-264).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [201-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstract also in Chinese.
Okeke, Tobenna. "Simulation and Economic Screening of Improved Oil Recovery Methods with Emphasis on Injection Profile Control Including Waterflooding, Polymer Flooding and a Thermally Activated Deep Diverting Gel." Thesis, 2012. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10765.
Повний текст джерелаGomes, Diogo Filipe Meireles. "A comparative evaluation of VaR models using Monte Carlo simulations." Master's thesis, 2020. http://hdl.handle.net/10071/21164.
Повний текст джерелаOs modelos de regressão de quantis surgem como uma metodologia "Value-at-Risk" (VaR) alternativa que não requer nenhum pressuposto específico quanto à distribuição dos retornos. Esta dissertação descreve e testa um modelo recente, proposto por Zheng et al. (2018), para estimação do VaR através da regressão de quantis e introduz uma transformação não trivial que permite o uso de modelos "Generalized Autoregressive Conditional Heteroskedasticity" (GARCH). O estudo desenvolvido por este investigador apresenta resultados promissores relativamente ao uso desta abordagem de estimação do quantil condicional para um modelo GARCH(1,1). Testamos este novo modelo comparando-o com um grupo de "benchmarks" compostos por metodologias VaR tradicionais e outros modelos VaR de regressão de quantis. De modo a avaliar o desempenho deste novo modelo VaR, geramos retornos através de simulações de Monte Carlo que seguem um processo GARCH(1,1) idêntico ao que foi utilizado por Zheng et al. (2018). Depois, mudamos os parâmetros do processo gerador de retornos para, na nossa opinião, suposições mais realistas quanto à volatilidade diária no longo prazo. Confirmamos a superioridade do desempenho deste novo modelo quando os parâmetros do processo gerador de retornos é o mesmo do que o que foi definido por Zheng et al. (2018), no entanto, o mesmo não acontece quando utilizamos parâmetros mais realistas. Os novos resultados mostram que a parametrização de Zheng et al. (2018) penaliza bastante o desempenho dos "benchmarks".
Magagula, Sibusiso Vusi. "Jump-diffusion based-simulated expected shortfall (SES) method of correcting value-at-risk (VaR) under-prediction tendencies in stressed economic climate." Diss., 2014. http://hdl.handle.net/10500/18801.
Повний текст джерелаStatistics
M.Sc. (Statistics)
Sulistyawati, Endah. "An agent-based simulation of land-use in a swidden agricultural landscape of the Kantu' in Kalimantan, Indonesia." Phd thesis, 2001. http://hdl.handle.net/1885/146045.
Повний текст джерелаNelson, Mark E. "An analysis of calving season strategies." 1986. http://hdl.handle.net/2097/22123.
Повний текст джерела(8800949), Patrick N. Maier. "A Bioeconomic Model of Indoor Pacific Whiteleg Shrimp (Litopenaeus Vannamei) Farms With Low-Cost Salt Mixtures." Thesis, 2020.
Знайти повний текст джерелаCorreia, Jorge Filipe Almeida. "A decision support tool for retail product assortment." Master's thesis, 2011. http://hdl.handle.net/10071/4293.
Повний текст джерелаA gestão de uma gama de produtos é uma das áreas mais importantes para o retalho e para os gestores de categoria. A criação de uma gama de produtos exige a análise de um vasto número de artigos e variáveis. Daqui resulta a necessidade de criar uma ferramenta informática que auxilie o gestor na criação de gamas de produtos. Assim, foi desenvolvido um modelo de simulação com base num problema de programação não linear inteira mista, cuja resolução, recorrendo ao software Solver, conduz a uma proposta para a gama de produtos. Este modelo foi aplicado numa grande rede de retalho em Portugal. As principais variáveis do modelo são as vendas, o lucro e as dimensões dos artigos e das lojas. Adicionalmente o modelo utiliza a segmentação de clientes para poder direccionar a gama para um ou vários segmentos e utiliza o parâmetro de substituição de procura para produzir uma solução mais realista. Em termos gerais a ferramenta produz uma solução admissível em menos de dois minutos e os resultados obtidos, comparando com os da solução actualmente adoptada, revelam uma melhoria significativa na performance do lucro da categoria mantendo os níveis de vendas. A discrepância entre resultados é tanto maior quanto maior o número de hipóteses de gamas, o qual aumenta à medida que o espaço disponível nas prateleiras diminui. Uma vez que o aumento do número de gamas conduz a um acréscimo de possibilidades para o gestor analisar, a probabilidade da solução produzida não ser óptima tem tendência a aumentar.
The assortment planning is one of the most important areas for retail and for category managers. The creation of a single assortment requires the analysis of an enormous amount of variables and products. Therefore there is a need to create an informatics tool to assist managers in the creation of product assortments. In this sense, it was developed a simulation model based on a mixed integer nonlinear programming problem that with the help of software Solver can produce a proposal to the product assortment. This model was applied at a big retailer network in Portugal. The principal model variables are the sales, the profit and product and store dimensions. Additionally the model uses the customer segmentation to be able to direct the assortment, and also uses the demand substitution parameter in order to produce a more realistic solution. In general terms the tool produces a feasible solution within two minutes, and the results compared with the currently adopted solution, show a significant improvement in profit performance category, while maintaining the sales levels. The discrepancy between results is greater the larger the number of assortment possibilities, which increases as the available space on the shelves decreases. Since the increase in the number of assortments leads to an increase in possibilities that the manager needs to analyze, the probability that the solution produced is not the optimum tends to augment.
Beisler, Matthias Werner. "Modelling of input data uncertainty based on random set theory for evaluation of the financial feasibility for hydropower projects." Doctoral thesis, 2010. https://tubaf.qucosa.de/id/qucosa%3A22775.
Повний текст джерелаDie Auslegung von Wasserkraftanlagen stellt einen komplexen Planungsablauf dar, mit dem Ziel das vorhandene Wasserkraftpotential möglichst vollständig zu nutzen und künftige, wirtschaftliche Erträge der Kraftanlage zu maximieren. Um dies zu erreichen und gleichzeitig die Genehmigungsfähigkeit eines komplexen Wasserkraftprojektes zu gewährleisten, besteht hierbei die zwingende Notwendigkeit eine Vielzahl für die Konzepterstellung relevanter Einflussfaktoren zu erfassen und in der Projektplanungsphase hinreichend zu berücksichtigen. In frühen Planungsstadien kann ein Großteil der für die Detailplanung entscheidenden, technischen und wirtschaftlichen Parameter meist nicht exakt bestimmt werden, wodurch maßgebende Designparameter der Wasserkraftanlage, wie Durchfluss und Fallhöhe, einen umfangreichen Optimierungsprozess durchlaufen müssen. Ein Nachteil gebräuchlicher, deterministischer Berechnungsansätze besteht in der zumeist unzureichenden Objektivität bei der Bestimmung der Eingangsparameter, sowie der Tatsache, dass die Erfassung der Parameter in ihrer gesamten Streubreite und sämtlichen, maßgeblichen Parameterkombinationen nicht sichergestellt werden kann. Probabilistische Verfahren verwenden Eingangsparameter in ihrer statistischen Verteilung bzw. in Form von Bandbreiten, mit dem Ziel, Unsicherheiten, die sich aus dem in der Planungsphase unausweichlichen Informationsdefizit ergeben, durch Anwendung einer alternativen Berechnungsmethode mathematisch zu erfassen und in die Berechnung einzubeziehen. Die untersuchte Vorgehensweise trägt dazu bei, aus einem Informationsdefizit resultierende Unschärfen bei der wirtschaftlichen Beurteilung komplexer Infrastrukturprojekte objektiv bzw. mathematisch zu erfassen und in den Planungsprozess einzubeziehen. Es erfolgt eine Beurteilung und beispielhafte Überprüfung, inwiefern die Random Set Methode bei Bestimmung der für den Optimierungsprozess von Wasserkraftanlagen relevanten Eingangsgrößen Anwendung finden kann und in wieweit sich hieraus Verbesserungen hinsichtlich Genauigkeit und Aussagekraft der Berechnungsergebnisse ergeben.