Results 51 to 60 of about 255,160 (310)

First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo [PDF]

Risk Management Magazine
This paper addresses the challenges associated with pricing exotic options, specifically path-dependent ones, with a focus on the limitations of standard Monte Carlo simulations and the advantages provided by Conditional Monte Carlo methods, introduced
Pier Giuseppe Giribone, Federico Tropiano   +1 more
doaj   +1 more source

Risk of Non‐Arteritic Anterior Ischemic Optic Neuropathy in Idiopathic Intracranial Hypertension Patients Treated with GLP‐1 Receptor Agonists

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) have demonstrated significant weight‐reducing effects and may offer benefits in idiopathic intracranial hypertension (IIH); however, recent concerns about the risk of non‐arteritic anterior ischemic optic neuropathy (NAION) have emerged.
Faisal A. Al‐Harbi, Mohanad A. Alkuwaiti, Yazeed B. Alaql, Ahmed K. Alsaif, Ahmed A. Alessa, Meshari Ayed Alharbi, Mohammed Alfalah, Saud A. Alnaaim, Sajjad M. AlHaddad, Ahmed Y. Azzam   +9 more
wiley   +1 more source

The Phase Transition of the 2D-Ising Model By Using Monte Carlo Method [PDF]

Engineering and Technology Journal, 2011
In this project, the location of the phase transition in the two dimensional Ising model will be determined using Monte Carlo simulation with importance sampling.
Dhia'a Kudeer, Saad. Abood
doaj   +1 more source

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  

Maximum likelihood parameter estimation for latent variable models using sequential Monte Carlo [PDF]

We present a sequential Monte Carlo (SMC) method for maximum likelihood (ML) parameter estimation in latent variable models. Standard methods rely on gradient algorithms such as the Expectation- Maximization (EM) algorithm and its Monte Carlo variants.
Davy, Manuel, Johansen, Adam M., Doucet, Arnaud   +2 more
core   +1 more source

A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions

Advanced Engineering Materials, EarlyView.
This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice, Krzysztof S. Stopka, Michael D. Sangid   +2 more
wiley   +1 more source

Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization

Advanced Engineering Materials, EarlyView.
Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier, Moritz Blum, Luana Caron, Alisa Chirkova, Philipp Cimiano, Basil Ell, Inga Ennen, Michael Feige, Maik Gaerner, Thomas Hilbig, Andreas Hütten, Günter Reiss, Tapas Samanta, Sonja Schöning, Christian Schröder, Lennart Schwan, Chris Taake, Martin Wortmann   +17 more
wiley   +1 more source

Conformity assessment using Monte Carlo methods

Стандартные образцы, 2017
Conformity assessment is the activity to determine whether specified requirements relating to a product, process, system, person or body are fulfilled. Often measurements are used to show that the measurand is within (legal) tolerances.
G.M. van Jos, M. van Alex
doaj  

First Principles Methods: A Perspective from Quantum Monte Carlo

Entropy, 2013
Quantum Monte Carlo methods are among the most accurate algorithms for predicting properties of general quantum systems. We briefly introduce ground state, path integral at finite temperature and coupled electron-ion Monte Carlo methods, their merits and
Miguel A. Morales, Raymond Clay, Carlo Pierleoni, David M. Ceperley   +3 more
doaj   +1 more source

Workflow for Design of Experiments‐Based Modeling of Species Transport and Growth Kinetics in GaN Hydride Vapor Phase Epitaxy

Advanced Engineering Materials, EarlyView.
A novel workflow for investigating hydride vapor phase epitaxy for GaN bulk crystal growth is proposed. It combines Design of experiments (DoE) with physical simulations of mass transport and crystal growth kinetics, serving as an intermediate step between DoE and experiments.
J. Tomkovič, G. Lukin, H. Torkashvand, A. Kerschbaum, M. Müller, S. Besendörfer, J. Heitmann, J. Friedrich   +7 more
wiley   +1 more source