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Comparative evaluations of the Monte Carlo-based light propagation simulation packages for optical imaging [PDF]
Journal of Innovative Optical Health Sciences, 2018 Monte Carlo simulation of light propagation in turbid medium has been studied for years. A number of software packages have been developed to handle with such issue.
Lin Wang, Shenghan Ren, Xueli Chen
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Jurnal Lebesgue, 2023 The development of palm oil production is quite rapid in Indonesia. The method used to estimate inventory costs in this study is the Monte Carlo Simulation method. Monte Carlo simulation is used in structuring optimal raw material policies.
Cindy Artika +2 more
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Parallel Monte Carlo simulations [PDF]
Physical Review E, 1995 The Monte Carlo (MC) method is an important tool in sampling the state space of a chosen statistical ensemble. It allows the study of thermodynamic averages of configurational properties by generating ``moves'' in a system and accepting or rejecting the thus generated new state depending on the energy of the new system and/or a random choice.
Esselink, K., Loyens, L.D.J.C., Smit, B.
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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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Jambura Journal of Mathematics, 2023 Value at Risk (VaR) and Tail Value at Risk (TVaR) are two measures that are commonly used to quantify the risk associated with a loss severity distribution.
Ruhiyat Ruhiyat +2 more
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Optimal Control Methods of Experiment Times in System-of-Systems Combat Computer Simulation [PDF]
ITM Web of Conferences, 2019 In the process of scheme optimization, in order to eliminate the influence of random factor, it needs to conduct computer simulation of Monte Carlo. Therefore, it is proposed to introduce confidence interval into systemof-systems combat simulation, and ...
Zhao Zhiqiang, Zhou Feiyue
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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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Efficient Monte Carlo Calculations of the One-Body Density [PDF]
, 2006 An alternative Monte Carlo estimator for the one-body density rho(r) is presented. This estimator has a simple form and can be readily used in any type of Monte Carlo simulation.
Assaraf, Roland +2 more
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E-Jurnal Matematika, 2017 Vasicek is one of the stochastic interest rate model that can capture interest rates movement. The aim of this research was to get the comparison of the level premium for an endowment life insurance under stochastic interest rate without and by using ...
DESI KURNIA SARI +2 more
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Accelerated Quantum Monte Carlo with Mitigated Error on Noisy Quantum Computer
PRX Quantum, 2021 Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems and real-time
Yongdan Yang, Bing-Nan Lu, Ying Li
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