Relevant bibliographies by topics / Simulační metoda Monte Carlo

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  2. Dissertations / Theses

Academic literature on the topic 'Simulační metoda Monte Carlo'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Simulační metoda Monte Carlo"

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Zemke, Jerzy. "Metoda Monte Carlo w ocenie ryzyka finansowego inwestycji." Optimum Studia Ekonomiczne, no. 3(87) (2017): 48–60. http://dx.doi.org/10.15290/ose.2017.03.87.04.

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Bolibok, Leszek. "The use of Monte Carlo method in significance tests of Ripley's function outcome or how to avoid false discovery of nonrandom spatial structure of tree stand." Forest Research Papers 70, no. 1 (March 1, 2009): 59–67. http://dx.doi.org/10.2478/v10111-009-0006-1.

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Matuszak, Natalia. "Monte Carlo jako jedna z metod symulacyjnych w radioterapii." Letters in Oncology Science 16, no. 2 (June 10, 2019): 15–22. http://dx.doi.org/10.21641/los.2019.17.2.91.

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Obecnie fizyka jądrowa coraz częściej stwarza możliwości ku nowym rozwiązaniom w radioterapii. Celem udoskonalenia już istniejących metod jest poszukiwanie bardziej precyzyjnych technologii dających możliwie jak najmniejsze ryzyko błędu. Fizyczne planowanie eksperymentów nierzadko wiąże się z ograniczeniami technicznymi, dlatego dobrym rozwiązaniem staje się modelowanie komputerowe. Do celów radioterapii najczęściej wymienianą metodą jest tzw. metoda Monte Carlo.Istotą tej metody jest symulacja komputerowa procesów o charakterze losowym. W oparciu o nią, algorytm wykorzystuje obliczenia numeryczne do opisu wielkości fizycznych. Stanowi to alternatywę dla procesów zbyt złożonych, dla których podejście analityczne jest niewystarczające by osiągnąć zamierzone cele. Spośród różnych kodów bazujących na obliczeniach Monte Carlo (MCNP, MCNPX, FLUKA, EGSnrc), w radioterapii największe zastosowanie znajduje GEANT4.
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SIKORSKI, ANDRZEJ. "Method of Monte Carlo entropy sampling in polymer SYSTEMS." Polimery 45, no. 07/08 (July 2000): 514–19. http://dx.doi.org/10.14314/polimery.2000.514.

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Gustyana, Tieka Trikartika, and Andrieta Shintia Dewi. "ANALISIS PERBANDINGAN KEAKURATAN HARGA CALL OPTION DENGAN MENGGUNAKAN METODE MONTE CARLO SIMULATION DAN METODE BLACK SCHOLES PADA INDEKS HARGA SAHAM GABUNGAN (IHSG)." Jurnal Manajemen Indonesia 14, no. 3 (April 3, 2017): 259. http://dx.doi.org/10.25124/jmi.v14i3.387.

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Opsi adalah salah satu instrument derivative. Option merupakan investasi yang cukup menarik untuk dilakukan apabila volatilitasnya tinggi. Risiko dapat digambarkan dengan volatilitas. Volatilitas menggambarkan probabilitas yang terjadi pada harga saham dari waktu ke waktu. IHSG merupakan Indeks Harga Saham Gabungan yang menggambarkan harga saham di Bursa Efek Indonesia (BEI), dimana IHSG juga merupakan indikator pergerakan harga seluruh saham di BEI.Metode penelitian yang digunakan dalam penelitian ini adalah metode deskriptif. Penentuan harga premi opsi call dengan menggunakan dua metoda yaitu black scholes dan simulais monte carlo. Data yang digunakan adalah data indeks harga saham gabungan (IHSG), dengan penentuan periode waktu jatuh tempo call option 2 bulan dan Agustus 2011 sampai dengan Agustus 2013. Berdasarkan dari hasil penelitian dengan mempergunakan Nilai price absolute error dari dua Metode yaitu Black Scholes dan Monte Carlo dengan jangka waktu jatuh tempo 2 bulan yaitu untuk Metode Black Scholes sebesar 0.02%, sedangkan nilai price absolute error untuk Metode Simulasi Monte Carlo sebesar 2.55%. Berdasarkan nilai price absolute error dengan jangka waktu jatuh tempo 2 bulan, Metode Simulasi Black Scholes memiliki nilai price absolute error yang lebih kecil dibandingkan dengan Metode Monte Carlo, maka dapat disimpulkan Metode Simulasi Black Scholes lebih akurat dibandingkan Metode Monte Carlo.
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Kuncová, Martina. "Volba dodavatele elektřiny v ČR v roce 2020 z pohledu nákladů na spotřebu elektřiny pro domácnosti a pro podnikatelský maloodběr – simulační model." Trendy v podnikání 10, no. 3 (2021): 12–20. http://dx.doi.org/10.24132/jbt.2020.10.3.12_20.

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The situation on the Czech electricity market from the point of view of small customers or households is confusing every year. Although information on electricity consumption prices for households and small businesses is already freely available on the Internet (web pages of the Electricity Regulation Office), understanding the rules for calculating electricity consumption costs is still not easy for ordinary small consumers. For small entrepreneurs, the question often arises as to whether tariffs intended for households can be used for the electricity consumption, or whether it is necessary or appropriate to switch to tariffs for small business consumption. This article is focused on the analysis of the offer of electricity suppliers for the year 2020 in the Czech Republic from the point of view of the distribution rate D25d for households, resp. C25d for entrepreneurs in order to assess differences in the cost of electricity consumption and to select those products and suppliers for which the annual cost of electricity consumption is minimal. Monte Carlo simulation, where the monthly electricity consumption is generated (normal probability distribution), is used for the analysis together with the basics of multicriteria decision making, especially the non-dominance testing principle. The results show that the differences in the annual electricity consumption costs can be around 15% and the tariff rates for households are cheaper than the tariff rates for the entrepreneurs (also here the difference in annual costs can be around 15-20%).
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Dissertations / Theses on the topic "Simulační metoda Monte Carlo"

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Zárubová, Radka. "Simulační model vývoje penzijního připojištění." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-73034.

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First, this thesis introduces the system of pension insurance with state contribution including its proposed amendment made in 2009. Its aim is to forecast and to analyse expected development in pension insurance with state contribution. The main part of the thesis is focused on the simulation model of this insurance product. Within this model, annual interest on contributions is randomly generated and the amount of money a client of a hypothetical pension fund would receive is calculated. To facilitate this simulation, I programmed and attached (as a part of the thesis) an application in VBA language which enables to run this simulation in the preset number of replications. The thesis gives four examples of simulation experiments -- a simulation of pension insurance, and a simulation of pension saving, both versions both with and without contributions made by client's employer. The comparison of the expected efficiency of the both systems from the point of view of the government and a client is drawn at the end of the thesis.
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Šemnická, Eliška. "Simulační metody a řízení rizika ve firmě." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-81884.

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Project management is a field in which risk management can be applied. There must be a business case for any project to recognize its benefits for the company. A business case generally uses point estimation of input parameters and evaluates financial criteria for individual variants such as the net present value, pay-back period or internal rate of return. A simulation enables to design a model for the business case analysis while making use of the probability distribution. The model then turns from a deterministic into a stochastic one. The Monte Carlo simulation method, calculating a large number of variants, is employed in projects. The simulation can identify major risk factors, assess their probability and the significance of the impact on the evaluated financial criterion. The analysis outputs suggested by the simulation are the fundamentals of proper risk management. The Crystal Ball simulation software was employed for the calculation in this thesis.
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Pospíšilová, Barbora. "Modelování a simulace rizik investičních záměrů." Doctoral thesis, Vysoké učení technické v Brně. Fakulta stavební, 2015. http://www.nusl.cz/ntk/nusl-234563.

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This doctoral thesis deals with modelling and simulation of investment projects and linking risk management with new trends in construction industry. Process of balancing of acceptable risk level and investment costs is really complex and is influenced by several uncertainties. Simulation methods are able to model future scenarios of project development and quantify impact of risk factors. The aim of the doctoral thesis is to find an optimal methodology for risk analysis during decision-making process using simulation methods. The methodology links modeling by simulation method Monte Carlo with CBA, with risk analysis respectively. The aim is to reach more effective process of planning of investment projects. An accurate project plan in preinvestment phase will influence effectiveness of life cycle costs significantly. This is proved also by BIM methodology which works on base of transfer and storage of actual and complete information about investment plan within its whole lifecycle. Expected output of the thesis is effective application of simulation methods in risk prediction for modeling of outputs of investment project. Data from model are useful for decision making process, risk management, controlling and postaudit of investments. Projects can be evaluated by their complex benefits and quality with respect to sustainability.
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Paseka, Stanislav. "Analýza nejistot hydrologických a provozních parametrů na vodohospodářské řešení zásobní funkce nádrže." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240316.

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The aim of the thesis is to introduce the concept of Monte Carlo method for incorporating the uncertainties into the all hydrological and operational data inputs, which are needed to design and operation of large open water reservoir. Incorporating uncertainties into data inputs during calculation of reservoir storage capacity, then the consequent active conservation storage capacity is loaded by uncertainties. In the same way the values of outflow water from reservoir and hydrological reliability are affected by these uncertainties as well. For these kind of calculations the reservoir simulation model has been used, which simulate behavior operation of reservoir and is able to evaluate the results of simulations and help to reduction risk of storage capacity failure, respectively reduction of water shortages during reservoirs operation during low water and dry periods.
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Adámek, Ondřej. "Ukazatele spolehlivosti v podmínkách různých typů distribučních sítí vn." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2012. http://www.nusl.cz/ntk/nusl-219387.

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The aim of my thesis was to clarify the basic concepts and calculations in the area of reliability of power distribution, as an important element for increase the quality of supplied electric power, this issue we examined in Chapter 3. In the previous chapter, we explained the fundamental solution of MV networks in the Czech Republic and Germany. In Chapter 4 we explained the difficulties in evaluating their values and comparisons between distributional companies, which follows that there should be a uniform procedure for the storage and collection of data for power outages. And the individual distribution companies should follow this standard.
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Špaček, Miroslav. "Scénářové a simulační přístupy v analýze rizika investičních projektů." Doctoral thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-77858.

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Dissertation deals with the analysis of investment projects. Specifically it is focused on the utilization of probability approaches to analysis of investment projects. These approaches are represented by scenario analysis and Monte Carlo simulation.The treatis contains critical comparison of both approaches and offers the set of recommendation to the application of both methods. The inherent part of this work is postaudits analysis which are accompanied by the set of recommendation as well.
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Appel, Martin. "Využití optimalizačních metod pro odhad parametrů simulačních modelů." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-254435.

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This thesis deals with parameters estimation search problematics. Newly-made software is proposed within a frame of this work and it replaces and supplements the Parameter Estimation tool, which is a part of Matlab toolbox. New software proposes suitable visualisation and new functions, which may lead to better solutions than build-in tools in Matlab.
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Felcman, Adam. "Value at Risk: Historická simulace, variančně kovarianční metoda a Monte Carlo simulace." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124888.

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The diploma thesis "Value at Risk: Historical simulation, variance covariance method and Monte Carlo" aims to value the risk which real bond portfolio bears. The thesis is decomposed into two major chapters: Theoretical and Practical chapters. The first one speaks about VaR and conditional VaR theory including their advantages and disadvantages. Moreover, there are described three basic methods to calculate VaR and CVaR with adjustments to each method in order to increase the reliability of results. The last chapter brings results of VaR and CVaR computation. Many graphs, tables and images are added to the result section in order to make the outputs more visible and well-arranged.
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Kučírek, Vojtěch. "Analýza spolehlivosti systémů metodou Monte Carlo." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2018. http://www.nusl.cz/ntk/nusl-376990.

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Master’s thesis is focused on the technical systems reliability analysis. The first part of the thesis contains the description of the most commonly used reliability parameters and random variable probability distributions. Reliability of a human operator is described in the separate chapter. In the next part of the thesis are mentioned different types of reliability diagrams and methods of reliability analysis. Reliability analysis using Monte Carlo approach is described in the extra chapter. In the thesis are described several software tools, which can be used for systems reliability analysis. Design of PLC system with a human operator is done in the thesis. Reliability analysis using Monte Carlo approach is done on the designed PLC system. Results of Monte Carlo approach are compared with analytically calculated values and with values from reliability software.
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Gerold, Petr. "Zhodnocení investic s využitím metody Monte Carlo v programu Lumina Analytica." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-193755.

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This thesis focuses on investment, especially on the development of individual investments. It is concerned with stocks, bonds, mutual funds, saving accounts, real estates, commodities. The main objective is to create a model in Lumina Analytica. Interactive model should provides users (according to their filled values) the most likeliest appreciation of the selected portfolio investments. Supportive part of this thesis is an investment questionnaire. It obtains simplifield investment profile to potential investor and also a recommendation to which types of investments should investor invest. The purpose is to connect the subjective inestor view (the relationship of risk, return and liquidity) on investments with the real behavior of the individual investments with the help of analytical tools.
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