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Stochastic Numerics Research Group

STOCHNUM

Stochastic Numerics Research Group

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KAUST Master Theses From Stochastic Numerics Research Group

KAUST Master Theses from Stochastic Numerics Research Group

Overview

‌List of completed Master Theses

Ons Chaabene, "Supply Chain Modeling Under Uncertainty", MS-thesis, KAUST, October 2024.
Eya Ben Amar, "Stochastic differential equations for performance analysis of wireless communication systems", MS-thesis, KAUST, October 2023.
Michael Samet, "Hierarchical Adaptive Quadrature and Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options", MS-thesis, KAUST, July 2023.
Saifeddine Ben Naamia, "Data driven UQ for wind and solar production using SDE models with generalized diffusion coefficient and stochastic optimization", MS-thesis, KAUST, June 2023.
Eliza Rezvanova, “Optimal policies for battery operation and design via stochastic optimal control of jump diffusions”, MS-Thesis, KAUST, April 2021.
Renzo Caballero, “Stochastic Optimal Control of Renewable Energy”, MS-Thesis, KAUST, June 2019.
Soumaya Elkantassi, "Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models", MS-Thesis, KAUST, April 2017.
Chaouki Ben Issaid, "Bayesian Optimal Experimental Design Using Multilevel Monte Carlo", MS Thesis, KAUST, April 2015.
Chiheb Ben Hammouda, "Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks", MS Thesis, KAUST, April 2015.
Nadhir Ben Rached, "Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itoˆ Stochastic Differential Equations", Master Thesis, KAUST, November 2013.
Abdul-Lateef Haji-Ali, "Pedestrian Flow in the Mean Field Limit", MS-thesis, KAUST, November 2012.

Related People

Alumni

Ons Chaabene

Ph.D. Student, Applied Mathematics and Computational Science

Eya Ben Amar

Ph.D. Student, Applied Mathematics and Computational Science

Michael Samet

Ph.D. Student, Applied Mathematics and Computational Science

Saifeddine Ben Naamia

Ph.D. Student, Applied Mathematics and Computational Science

Eliza Rezvanova

Ph.D. Student, Applied Mathematics and Computational Science

Soumaya Elkantassi

M.S., Applied Mathematics and Computational Science

Stochastic processes Computational finance

Chaouki ben Issaid

Ph.D., Statistics

Rare wireless commnucation events

Chiheb Ben Hammouda

Ph.D., Applied Mathematics and Computational Science

Numerical simulation and analysis Quantitative finance Computational biology Stochastic Modeling

Nadhir Ben Rached

Ph.D., Applied Mathematics and Computational Science

wireless communication Monte Carlo

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Stochastic Numerics Research Group (STOCHNUM)

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