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dc.contributorBarceló Bugeda, Jaime
dc.contributor.authorSigel, Sarah Nadine
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.description.abstractIn this work we will simulate the voyage of one vessel, servicing three instal- lations before returning to the base. This will be done by using a discrete event simulation, with a submodel for the stochastic component, the significant wave height. To account for the volatility in the weather data, the weather submodel is based on univariate Garch models, and a multivariate DCC model, both paired with an Ornstein-Uhlenbeck process.
dc.publisherUniversitat Politècnica de Catalunya
dc.publisherUniversitat de Barcelona
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització
dc.subject.lcshManagement science
dc.subject.lcshOperations research
dc.subject.otherDynamic Conditional Correlation
dc.subject.otherVolatility Models
dc.subject.otherOffshore Routing
dc.subject.otherArena Models
dc.titleSimulation of off-shore oil operations accounting for weather incidences
dc.typeMaster thesis
dc.subject.lemacAdministració--Models matemàtics
dc.subject.lemacInvestigació operativa
dc.subject.amsClassificació AMS::90 Operations research, mathematical programming::90B Operations research and management science
dc.rights.accessOpen Access
dc.audience.mediatorUniversitat Politècnica de Catalunya. Facultat de Matemàtiques i Estadística

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