Results 11 to 20 of about 11,939,645 (246)
High performance Monte Carlo computation for finance risk data analysis [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Finance risk management has been playing an increasingly important role in the finance sector, to analyse finance data and to prevent any potential crisis ...
Zhao, Yu
core +7 more sources
Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]
, 2005 Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y. +4 more
core +7 more sources
Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics [PDF]
, 2012 We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the system to a ...
Anderson, David, Higham, Desmond
core +4 more sources
Mean exit times and the multilevel Monte Carlo method [PDF]
, 2013 Numerical methods for stochastic differential equations are relatively inefficient when used to approximate mean exit times. In particular, although the basic Euler–Maruyama method has weak order equal to one for approximating the expected value of the ...
Roj, Mikolaj +4 more
core +4 more sources
Methods of workspace generation for parallel kinematic manipulators [PDF]
MATEC Web of Conferences, 2023 This paper presents the geometric, discretization and Monte Carlo method to generate the workspace for Parallel Kinematic Manipulators (PKMs). The geometric method does not require the solution to the inverse kinematics as opposed to the Monte Carlo and ...
Dharmalingum Wesley, Padaychee Jared
doaj +1 more source
Why Monte Carlo Simulations are Inferences and not Experiments [PDF]
, 2012 Monte Carlo Simulations arrive at their results by introducing randomness, sometimes derived from a physical randomizing device. Nonetheless, we argue, they open no new epistemic channels beyond that already employed by traditional simulations: the ...
John D. Norton +3 more
core +2 more sources
EFFECT OF THE UNIFORM FISSION SOURCE METHOD ON LOCAL POWER VARIANCE IN FULL CORE SERPENT CALCULATION [PDF]
EPJ Web of Conferences, 2021 One of challenges of the Monte Carlo full core simulations is to obtain acceptable statistical variance of local parameters throughout the whole reactor core at a reasonable computation cost.
Bilodid Yurii, Leppänen Jaakko
doaj +1 more source
E-Jurnal Matematika, 2017 Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI +2 more
doaj +1 more source
Simulação do equilíbrio: o método de Monte Carlo Equilibrium simulation: Monte Carlo method
Química Nova, 2007 We make several simulations using the Monte Carlo method in order to obtain the chemical equilibrium for several first-order reactions and one second-order reaction. We study several direct, reverse and consecutive reactions.
Alejandro López-Castillo +1 more
doaj +1 more source
Optimal Monte Carlo method in estimating areas
Results in Applied Mathematics, 2021 It is well known that Monte Carlo method can be used to estimate the area of a region which cannot be computed directly. There are a lot of ways to choose a larger region whose area is computable when one performs Monte Carlo method, but which region is ...
Zhenxia Liu
doaj +1 more source