Results 11 to 20 of about 1,338,709 (361)
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
doaj +1 more source
Monte Carlo Tree Search: a review of recent modifications and applications [PDF]
Artificial Intelligence Review, 2021 Monte Carlo Tree Search (MCTS) is a powerful approach to designing game-playing bots or solving sequential decision problems. The method relies on intelligent tree search that balances exploration and exploitation.
M. Świechowski +3 more
semanticscholar +1 more source
Data‐driven performance metrics for neural network learning
International Journal of Adaptive Control and Signal Processing, EarlyView., 2023 Summary Effectiveness of data‐driven neural learning in terms of both local mimima trapping and convergence rate is addressed. Such issues are investigated in a case study involving the training of one‐hidden‐layer feedforward neural networks with the extended Kalman filter, which reduces the search for the optimal network parameters to a state ...
Angelo Alessandri +2 more
wiley +1 more source
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
Exchange Monte Carlo Method and Application to Spin Glass Simulations [PDF]
, 1995 We propose an efficient Monte Carlo algorithm for simulating a “hardly-relaxing” system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchan...
K. Hukushima, K. Nemoto
semanticscholar +1 more source
TwoDimensional IsingModel ApplicationWith MONTE CARLO Method [PDF]
مجلة جامعة الانبار للعلوم الصرفة, 2014 The location of the phase transition in the two dimensional Ising model were determined using Monte Carlo simulation with importance sampling. The magnetization persite ,energy per site , magnetic susceptibility , specific heat of a Ferromagnetic ...
Dhia K. Khudier, Nabeil A. Fawaz
doaj +1 more source
Geometric integrators and the Hamiltonian Monte Carlo method [PDF]
Acta Numerica, 2017 This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as efficiently as ...
Nawaf Bou-Rabee, J. Sanz-Serna
semanticscholar +1 more source
A new method for combining NLO QCD with shower Monte Carlo algorithms [PDF]
, 2004 I show that with simple extensions of the shower algorithms in Monte Carlo programs, one can implement NLO corrections to the hardest emission that overcome the problems of negative weighted events found in previous implementations.
P. Nason
semanticscholar +1 more source
A deterministic alternative to the full configuration interaction quantum Monte Carlo method. [PDF]
Journal of Chemical Physics, 2016 Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows exact ...
N. Tubman +4 more
semanticscholar +1 more source