Sökning: "conditional value-at-risk"

Visar resultat 11 - 14 av 14 avhandlingar innehållade orden conditional value-at-risk.

  1. 11. Variability and variation management in a renewable electricity system -large-scale wind- and solar power deployment in Europe

    Författare :Lina Reichenberg; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; marginal cost of electricity; VRE; variability smoothing; solar power; power systems; renewable energy; wind power; energy systems modelling;

    Sammanfattning : The large-scale deployment of wind and solar power poses challenges to the electricity system by introducing variability on the generation side. To handle these variations, variation management strategies can be employed to ensure that generation meets demand. LÄS MER

  3. 12. Mathematical Optimization of HDR Brachytherapy

    Författare :Åsa Holm; Torbjörn Larsson; Åsa Carlsson Tedgren; Jeroen Beliën; Linköpings universitet; []
    Nyckelord :;

    Sammanfattning : One out of eight deaths throughout the world is due to cancer. Developing new treatments and improving existing treatments is hence of major importance. In this thesis we have studied how mathematical optimization can be used to improve an existing treatment method: high-dose-rate (HDR) brachytherapy. LÄS MER

  4. 13. Bayesian inference for high dimensional factor copula models

    Författare :Hoang Nguyen; Maria Conception Ausin Olivera; Pedro Galeano San Miguel; Universidad Carlos III de Madrid; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Copulas have been applied to many research areas as multivariate probability distributions for non-linear dependence structures. However, extending copula functions in high dimensions is challenging due to the increase of model parameters and computational intensity. LÄS MER

  5. 14. On risk-coherent input design and Bayesian methods for nonlinear system identification

    Författare :Patricio E. Valenzuela Pacheco; Cristian Rojas; Daniel Rivera; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; input design; Bayesian methods; nonlinear models; risk theory; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : System identification deals with the estimation of mathematical models from experimental data. As mathematical models are built for specific purposes, ensuring that the estimated model represents the system with sufficient accuracy is a relevant aspect in system identification. LÄS MER