Results 11 to 20 of about 2,317,544 (334)
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
, 2015 We review and apply Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques to pricing and risk management (greeks) of representative financial instruments of increasing complexity.
Marco Bianchetti +2 more
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Energies, 2021 Power systems are increasingly affected by various sources of uncertainty at all levels. The investigation of their effects thus becomes a critical challenge for their design and operation.
Mirko Ginocchi +2 more
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Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models [PDF]
, 2021 Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a unique ...
Sudret, B., Zhu, X.
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Global sensitivity analysis of COVID-19 mathematical model
Alexandria Engineering Journal, 2021 In this paper, we applied the Sobol’s method on an already existing mathematical model of coronavirus disease 2019 (covid-19). The objectives of this research work are to study the individual effects of involved parameters as well as combine (mutual ...
Zizhen Zhang, Raheem Gul, Anwar Zeb
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Global sensitivity analysis for Building-Stock Energy Models: Application of three global approaches [PDF]
E3S Web of Conferences, 2022 Buildings-Stock Energy Models (BSEMs) recently gained vast momentum in battling the climate emergency. They allow for quick evaluation of competing policy solutions for determining effective energy reduction recommendations in the building sector.
Van Hove Matthias Y.C. +2 more
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A Global Sensitivity Analysis Framework for Hybrid Simulation [PDF]
Mechanical Systems and Signal Processing, 2021 Hybrid Simulation is a dynamic response simulation paradigm that merges physical experiments and computational models into a hybrid model. In earthquake engineering, it is used to investigate the response of structures to earthquake excitation. In the context of response to extreme loads, the structure, its boundary conditions, damping, and the ground ...
Stojadinovic, Bozidar +4 more
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A Surrogate Model for Rapidly Assessing the Size of a Wildfire over Time
Fire, 2021 Rapid estimates of the risk from potential wildfires are necessary for operational management and mitigation efforts. Computational models can provide risk metrics, but are typically deterministic and may neglect uncertainties inherent in factors driving
Ujjwal KC +3 more
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Fairness seen as global sensitivity analysis
Machine Learning, 2022 Ensuring that a predictor is not biased against a sensible feature is the key of Fairness learning. Conversely, Global Sensitivity Analysis is used in numerous contexts to monitor the influence of any feature on an output variable. We reconcile these two domains by showing how Fairness can be seen as a special framework of Global Sensitivity Analysis ...
Bénesse, Clément +3 more
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Global sensitivity analysis of the single particle lithium-ion battery model with electrolyte [PDF]
, 2020 The importance of global sensitivity analysis (GSA) has been well established in many scientific areas. However, despite its critical role in evaluating a model’s plausibility and relevance, most lithium ion battery models are published without any ...
Grandjean, Thomas R. B. +3 more
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