SAMMANDRAGHistorisk Simulation, Delta-Normal och RiskMetrics prestation utvärderas med hjälp av Kupiecs Backtest. Value at Risk (VaR) beräknas med tre olika konfidensnivåer utifrån Affärsvärldens Generalindex och HSBC kopparindex. Utifrån överträdelser från verkligt utfall undersöks vilken VaR-modell som estimerar marknadsrisken bäst. VaR-modellernas prestation jämförs, och i analysen utreds hur konfidensnivå och tillgångars egenskaper påverkar VaR-modellernas prestation. Resultaten visar att Historisk Simulation presterar bättre än Delta-Normal och RiskMetrics på den högsta konfidensnivån vilket troligtvis beror på att RiskMetrics och Delta-Normal antar normalfördelning.

ABB is one of the world?s leading engineering companies in power and automation technologiesand their solutions improve performance while lowering environmental impacts for energycompanies and industries. ABB FACTS designs equipment and plants for series and phasecompensation.This thesis has been performed at ABB FACTS on the Mechanical Design (DM) department inVästerås, Sweden. The purpose of the thesis was to develop and design calculations andsimulation tools for ABB FACTS?s standard series capacitor platforms.

Geothermal energy can be extracted from an aquifer, where the groundwater is used as heatexchange medium while heat and cold are stored in the surrounding material in the aquiferand to some extent in the groundwater. Application of aquifer storage for the use ofgeothermal energy is mainly used in large scale facilities and is limited to sites with suitableaquifers in the form of ridges, sandstone and limestone aquifers.Löwenströmska hospital in the municipality of Upplands Väsby, north of Stockholm, islocated nearby the northern part of the Stockholm esker. This means that it can be profitableand environmentally beneficial for the hospital to examine the possibilities of aquifer storagein the esker material next to its property.The purpose of this master thesis has been to investigate if geothermal energy storage with aseasonal storage of heat and cold can be applied within Löwenströmska hospital?s propertyarea using groundwater modeling. A hydraulic groundwater model was constructed inMODFLOW based on a simplified conceptual model of the groundwater system.

In this master?s thesis the problem of simulating conditional Bernoulli distributed stochastic variables, given the sum, is considered. Three simulation methods are considered, namely the acceptance/rejection technique, Bondesson?s method and the Markov chain Monte Carlo method.To compare the three methods the bias and the standard deviations of the simulated variables are evaluated. The results of the simulation study shows that the Markov chain Monte Carlo method is not the best method for this type of simulation.

Real estate is defined as ground, which is divided into property. Ground means every part of the surface, which is situated within the country. There is no legal definition of property to be found. Property is usually explained as every unit, which legally should be registered in the register of landed properties. To constitute a property the property must permanently be suited for its purpose.

Dimensional stability is an important aspect of fuel mechanical design and licensing of new fuel designs for nuclear power plants. Dimensional changes within the reactor can affect the safety margins against overheating of the cladding and the pellets, therefore it is crucial that the dimensional changes are kept to a minimum.The profits per produced kiloWatt hour continue to decrease for the Swedish nuclear power plants. Some reactors are even operated with a calculated loss. To reduce fuel costs and thereby improve the profit some reactors are operated with higher uranium enrichment, so that the assemblies can reach a higher average burnup. This increases the neutron fluence to the pellets, cladding an spacers.

A Monte Carlo simulation of the ELECTRA reactor using (U,Zr)N fuel and a liquid lithium coolant is performed using the Serpent simulation code. The results show a reactor with a total reactivity coefficient of the coolant, fuel and material expansion that is strongly negative. These properties make the ELECTRA reactor a good candidate for a safe space reactor that could be used for propulsion of manned and unmanned space vehicles to Mars and other parts of our solar system..

SMC is in the process of developing a micro simulation model. The existing micro simulation model developed at Cornell University for US data, CorSim, is one of the fundamental parts for the new micro simulation at SMC. To develop the Swedish model, Swedish data on all individuals in Sweden during 11 years are also available. These data are organized in a database. This paper describes the process of rebuilding the database to a more useful structure.

Simulation of different systems can be done using a graphical model description of the system based on block diagrams. The simulation software Matlab/Simulink offers a lot of possibilities to describe a huge number of systems, which can be linear as well as nonlinear. The simulation using Matlab/Simulink is done by integration based on different kinds of numerical methods.When nonlinear Simulink-models are simulated, it is often interesting to apply a Kalman filter to handle the noise that may occur within the process as well as corrupting the measurement. However, application of such a filter leads to an extensive time-consumption despite using fast computers. The reason is that the existing Matlab functions are not constructed for time optimal evaluation.

At the department of Electronic Warfare Assessments at the Swedish Defence Research Agency in Linköping one of the activities is modelling and simulation of the duel between a robot and a target. The aim with this Master's thesis is to develop a simulation model of an hovering helicopter. First a theoretical description of the forces and moments acting on an helicopter is given. Then the equations of motion are derived. These equations are simplified to be valid only for a hovering helicopter and the result is a mathematical model.

The predominant forestry harvesting method is based on the harvester-forwarder method, theharvester folds, branches and cuts trees, and sorts the logs into piles, while a forwarder transportsthe logs to a landing area.This master thesis work is about realization of a dynamic forwarder simulation model, and itspurpose is to provide an integrated forwarder simulation model in MATLAB/SimMechanicswhere the forwarder is based on a concept using pendulum arms to connect wheels and chassis.Active suspension control is developed and implemented into the simulation model, and finallycompared in simulation with passive suspension.In a first step, an integrated forwarder simulation model is developed, containing a simplifiedforwarder model, a tire-to-ground interaction model and a test track model. The simplifiedforwarder model is based a rigid multi-body system with a spring-damper suspension of thependulum arms. The tire-to-ground interaction model calculates the reaction forces, friction fromthe ground and applies the propulsion force. The test track model is a simplified version of thereal test track in Skogforsk. The propulsion wheel torque control is used to regulate theforwarder speed.

A piezoelectric injector was modeled, in this Master Thesis Project which was carried out at Scania CV AB in Södertälje, in GT-Fuel. GT-Fuel is simulation program from Gamma Technology.The simulation model for the piezo injector was divided into a hydro-mechanical system and an electrical system (Piezoelectric element). First the hydro-mechanic model was duplicated from Advance Continuous Simulation Language model (ACSL). The simulation results were then compared to the ACSL, to verify that the hydro-mechanical system was modeled correctly. The simulation results for the electrical model were also compared with a Simulink model.

ITT Flygt is a world leading company that mainly manufactures submersible pumps. A problem of ITT Flygt is that product development projects rarely manage to hold the estimated project time. It shows that something unexpected occurs in projects quite often, which results in delays. The delays can both be due to an optimistic time plan of projects and risks in product development projects which are not discovered at an early stage. This added with unforeseen delays makes it difficult for ITT Flygt to estimate the duration of their projects.The goal with the Master thesis is to examine a suitable method for simulation of project time.

Hydropower is the largest renewable energy source available in today's society. Operation and production is handled by high-tech electronics. This thesis is done on behalf of Statkraft Sweden AB who wants to explore the possibility of replacing the hydraulic cylinder with an electric actuator, generally as well as a case of a small power station on the river Nissan. Whether it is the chaplain or francis turbine vanes are actuated by hydraulic cylinders. Because of Gustavsberg hydropower is inconstant operation, this report is based on power calculations, which are read and computed according to the available hydraulic diagram.

This thesis of 15 hp has been implemented at Halmstad University, in collaboration with Saab Dynamics in Linköping. Saab Dynamics is a company operating in the defence industry where competition is tough. This necessitates new ways to increase efficiency in the company, which is the basis for this thesis. Saab Dynamics wants to introduce simulation driven design. Since Saab Dynamics engineers have little experience of simulation, required a user methodology with clear guidelines.