Results 11 to 20 of about 223,388 (265)
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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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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JTCVS Open, 2021 Objectives: Despite coherent guidelines, management of functional tricuspid regurgitation (FTR) consequences on outcome in the context of degenerative mitral regurgitation (DMR) remains controversial due to lacking series of large magnitude with rigorous
Gilles D. Dreyfus, MD, PhD +7 more
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Error in Monte Carlo, quasi-error in Quasi-Monte Carlo [PDF]
Computer Physics Communications, 2006 While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of ...
Kleiss, R.H.P., Lazopoulos, A.
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Density Estimation by Monte Carlo and Quasi-Monte Carlo
, 2022 Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods include histograms and kernel density estimators.
L'Ecuyer, P., Puchhammer, F.
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A HYBRID MONTE-CARLO-DETERMINISTIC METHOD FOR AP1000 EX-CORE DETECTOR RESPONSE SIMULATION [PDF]
EPJ Web of Conferences, 2021 The ex-core detector-response calculation is a typical deep-penetration problem, which is challenging for the Monte Carlo method. The response of the ex-core detector is an important parameter for the safe operation of the nuclear power plants. Meanwhile,
Zheng Qi +6 more
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PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
E-Jurnal Matematika, 2012 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
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Quantum-Assisted Variational Monte Carlo [PDF]
Precision ChemistryLongfei Chang, Zhendong Li, Wei-Hai Fang
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Journal of Turbulence, 2020 This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning experiments to test hypotheses can be substituted by `blind' randomised experiments, and notes that the increased ...
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