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Data-Centric Engineering, 2021 Monte Carlo algorithms simulates some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, which results in the number of ...
Lawrence M. Murray +2 more
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Quantum-Assisted Variational Monte Carlo [PDF]
Precision ChemistryLongfei Chang, Zhendong Li, Wei-Hai Fang
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Frontiers in Sustainability, 2021 This systematic scoping review presents evidence from 52 primary research articles for the beneficial, and sustainable, use of coffee in personal care products.
Dão Pedro de Carvalho Neto +2 more
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Antithetic Magnetic and Shadow Hamiltonian Monte Carlo
IEEE Access, 2021 Hamiltonian Monte Carlo is a Markov Chain Monte Carlo method that has been widely applied to numerous posterior inference problems within the machine learning literature. Markov Chain Monte Carlo estimators have higher variance than classical Monte Carlo
Wilson Tsakane Mongwe +2 more
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MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
E-Jurnal Matematika, 2021 An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the ...
PUTU WIDYA ASTUTI +2 more
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GENERALIZED SENSITIVITY ANALYSIS CAPABILITY WITH THE DIFFERENTIAL OPERATOR METHOD IN RMC CODE [PDF]
EPJ Web of Conferences, 2021 Sensitivity analysis is an important way for us to know how the input parameters will affect the output of a system. Therefore, recently, there is an increased interest in developing sensitivity analysis methods in continuous-energy Monte Carlo Code due ...
Shi Guanlin +3 more
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Quasi Monte Carlo for Periodic Review in Inventory Systems [PDF]
E3S Web of Conferences, 2023 Periodic Review as a method is widely used especially in inventory system. In this paper Quasi Monte Carlo is used for simulating Periodic Review. The problem: How to implement Quasi Monte Carlo simulation in Periodic Review for inventory system of MSMEs
Sugiharti Endang +4 more
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E-Jurnal Matematika, 2022 Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence.
PUTU SAVITRI DEVI +2 more
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IMPLEMENTATION OF MONTE CARLO MOMENT MATCHING METHOD FOR PRICING LOOKBACK FLOATING STRIKE OPTION
Barekeng, 2022 Monte Carlo method was a numerical method that was popular in finance. This method had disadvantages at convergences, so the moment matching was used to improve the efficiency from Monte Carlo method.
Komang Nonik Afsari Dewi +2 more
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Adaptive Monte Carlo augmented with normalizing flows [PDF]
Proceedings of the National Academy of Sciences of the United States of America, 2021 Significance Monte Carlo methods, tools for sampling data from probability distributions, are widely used in the physical sciences, applied mathematics, and Bayesian statistics.
Marylou Gabri'e +2 more
semanticscholar +1 more source