Results 11 to 20 of about 266,738 (314)
Balancing the maintenance strategies to making decisions using Monte Carlo method [PDF]
This study aims to develop comprehensive maintenance strategies tailored to enhance the dependability, performance, and lifespan of critical assets within industrial and organizational settings.
Khamiss Cheikh +3 more
doaj +2 more sources
Why Monte Carlo Simulations are Inferences and not Experiments [PDF]
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 +1 more source
Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics [PDF]
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 +3 more
core +1 more source
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
EFFECT OF THE UNIFORM FISSION SOURCE METHOD ON LOCAL POWER VARIANCE IN FULL CORE SERPENT CALCULATION [PDF]
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
SMCTC : sequential Monte Carlo in C++ [PDF]
Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature.
Johansen, Adam M., Adam M. Johansen
core +1 more source
AbstractWe give here a detailed technical description of a Monte Carlo scheme for the dynamical evolution of spherical stellar systems. The philosophy of the method, as well as a few illustrative results, are given elsewhere (Hénon, 1971, hereafter called I).
openaire +1 more source
Simulação do equilíbrio: o método de Monte Carlo Equilibrium simulation: Monte Carlo method
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
PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
Value at Risk (VaR) is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data.
WAYAN ARTHINI +2 more
doaj +1 more source
Optimal Monte Carlo method in estimating areas
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

