Browsing NTNU Open by Author "Næss, Arvid"
Now showing items 41-60 of 65
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Prediction of large price changes in the energy market using extreme value statistics
Le, Minxian (Master thesis, 2011)In this project we have first and foremost been comparing the performance of the ACER method with the POT method in the prediction of extreme values from the heavy tailed distributions; especially for data from the energy ... -
Prediction of long-term extreme load effects due to wave and wind actions for cable-supported bridges with floating pylons
Xu, Yuwang; Øiseth, Ole; Moan, Torgeir; Næss, Arvid (Journal article; Peer reviewed, 2018)The characteristic values of the extreme environmental load effects should correspond to a specified annual probability of exceedance. These load effects can be calculated using short-term or long-term methods. The full ... -
Prediction of long-term extreme load effects due to wind for cable-supported bridges using time-domain simulations
Xu, Yuwang; Øiseth, Ole; Næss, Arvid; Moan, Torgeir (Journal article, 2017)Many long-span bridges that are slender and susceptible to wind-induced vibrations are currently under construction all over the world. As nonlinear structural behavior and nonlinear displacement-dependent wind loads become ... -
Pricing Asian Options by Numerical Path Integration with Advanced Lévy Dynamics
Urfjell, Markus Brabrand (Master thesis, 2018)In this thesis I combine the strengths of the Path Integration method and the Fast Fourier transform to price discretely monitored, path dependent, fixed strike Asian options in a fast and accurate manner. The presented ... -
Pricing Exotic Options with the Normal Inverse Gaussian Market Model using Numerical Path Integration
Sæbø, Karsten Krog (Master thesis, 2009)Compare the Normal Inverse Gaussian market model against empirical financial market data, and price exotic options using the numerical path integration approach. -
Pricing of Lookback Options with NIG and VG Dynamics, using the Numerical Path Integration Method.
Østreim, John Hauge (Master thesis, 2009)In this thesis we explore the use of the Normal Inverse Gaussian (NIG) and the Variance Gamma (VG) distribution to model stock returns. We compare the NIG market model and the VG market model with historical financial data, ... -
Probabilistic assessment of first-year ice ridge loads on offshore structures
Samardžija, Ilija (Doctoral theses at NTNU;2024:45, Doctoral thesis, 2024)Advancements in technological capabilities, growing energy demands, and climate change are making offshore regions with floating sea ice increasingly attractive for infrastructure development. Notable examples include the ... -
Probabilistic Assessment of Ice Environment and Ridge Loads for the Norströmsgrund Lighthouse
Samardžija, Ilija; Høyland, Knut Vilhelm; Leira, Bernt Johan; Næss, Arvid (Chapter, 2018)Structural reliability analysis requires statistical distribution of the loads. One such case is ice load calculation for offshore structures. Ice-structure interaction is a highly stochastic phenomenon due to the natural ... -
Probabilistic assessment of ice rose diagrams for ice drift in the beaufort sea
Sinsabvarodom, Chana; Chai, Wei; Leira, Bernt Johan; Høyland, Knut Vilhelm; Næss, Arvid (Journal article; Peer reviewed, 2019)The intention of this paper is to introduce the ice rose diagram, which is a graphical tool that makes it possible to display the ice drift speed, the occurrence frequency, and the drift direction at a particular location ... -
Probabilistic methods for estimation of the extreme value statistics of ship ice loads
Chai, Wei; Leira, Bernt Johan; Næss, Arvid (Journal article; Peer reviewed, 2017)It is well known that when a ship sails in ice-covered regions, the ship-ice interaction process is complex and the associated ice loads on the hull is a stochastic process. Therefore, statistical models and methods should ... -
Probabilistic Modelling of Icedrift and Ice Loading on Fixed and Floating Offshore Structures
Sinsabvarodom, Chana (Doctoral theses at NTNU;2023:29, Doctoral thesis, 2023) -
Probabilistic, Non-probabilistic, and Distributionally Robust Approaches to Reliability Assessments: With a Focus on the Design of Arctic Offshore Structures
Faridafshin, Farzad (Doctoral theses at NTNU;2017:161, Doctoral thesis, 2017) -
Realized GARCH: Evidence in ICE Brent Crude Oil Futures Front Month Contracts
Solibakke, Sindre (Master thesis, 2012)This paper extends standard GARCH models of volatility with realized measures for the realized GARCH framework. A key feature of the realized GARCH framework is the measurement equation that relates the observed realized ... -
Reliability of Technical Systems Estimated by Enhanced Monte Carlo Simulation
Næss, Arvid; Bo, Harald Svandal (Journal article; Peer reviewed, 2018)Computation of the reliability of large technical systems is usually a very difficult problem for realistic systems, and it is generally not possible to calculate the exact reliability. There are many techniques for ... -
Rotating shaft's non-linear response statistics under biaxial random excitation, by path integration
Gaidai, Oleg; Dimentberg, Michael; Næss, Arvid (Journal article; Peer reviewed, 2018)The response of rotating shaft to random excitations is of practical concern for various rotor type engine design applications, with high level of potential external forces of stochastic nature. Authors have studied ... -
Short-term extreme ice loads prediction and fatigue damage evaluation for an icebreaker
Chai, Wei; Leira, Bernt Johan; Næss, Arvid (Journal article; Peer reviewed, 2018)In this paper, the short-term extreme value statistics of the ice loads acting on ship hull and the fatigue damage due to ice loads actions are studied. Due to the stochastic nature of the ice-induced loads and randomness ... -
Statistics of extreme hydroelastic response for large ships
Gaidai, Oleg; Storhaug, Gaute; Næss, Arvid (Journal article; Peer reviewed, 2018)For the safety of crew, ship and cargo, it is essential to assess all aspects of the wave loading to ensure that ships are designed to endure extreme events. This paper describes a practical method for prediction of extreme ... -
Statistikk av ekstreme vannføringer i norske vassdrag ved bruk av ACER metoden
Chawla, Arvind Pedersen (Master thesis, 2016)Denne masteren brukte tre forskjellige extremverdimetoder for å kalkulere vannføringsdata fra seks forskjellige vassdrag i Norge. De tre metodene var annual maxima metoden, peaks-over-threshold metoden og average conditional ... -
Stochastic dynamic analysis and reliability evaluation of the roll motion for ships in random seas
Chai, Wei (Doctoral thesis at NTNU;2016:224, Doctoral thesis, 2016)Large amplitude roll motion in realistic seas is a serious threat to ship stability because it can lead to damage or even capsizing of the vessel. For the excessive roll motion in random seas, the nonlinear effects and ... -
Tension during parametric excitation in submerged vertical taut tethers
Cantero, Daniel; Rønnquist, Anders; Næss, Arvid (Journal article; Peer reviewed, 2017)The construction of a suspension bridge with floating pylons or a submerged floating tunnel requires the installation of a mooring system. The option of taut vertical tethers, similar to those used in tension-leg platforms, ...