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PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE

open access: yesE-Jurnal Matematika, 2017
Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI   +2 more
doaj   +1 more source

Conversion of Monte Carlo Steps to Real Time for Grain Growth Simulation

open access: yesAdvances in Mathematical Physics, 2017
Monte Carlo (MC) technique is becoming a very effective simulation method for prediction and analysis of the grain growth kinetics at mesoscopic level.
N. Maazi
doaj   +1 more source

Monte Carlo Simulation and Applications

open access: yesJournal of Kufa for Mathematics and Computer, 2012
The Monte Carlo simulation technique is one of the common computational tools used to imitate and follow up complex real life systems and their development with time. Variables of a disease problem were defined and the mathematical model for this problem
Abd Al Kareem I Sheet, Nadia Adeel Saeed
doaj   +1 more source

Improved neural network Monte Carlo simulation

open access: yesSciPost Physics, 2021
The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay.
I-Kai Chen, Matthew D. Klimek, Maxim Perelstein
doaj   +1 more source

Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]

open access: yes, 2014
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel   +5 more
core   +1 more source

Monte Carlo-Based Reliability Estimation Methods for Power Devices in Power Electronics Systems

open access: yesIEEE Open Journal of Power Electronics, 2021
Monte Carlo simulation has been widely used for reliability assessment of power electronic systems. In this approach, multiple simulations are carried out during the lifetime estimation of the components in power converter, e.g., power devices, where the
M. Novak   +2 more
doaj   +1 more source

Performance Analysis of Conventional Beamforming Algorithm for Angle-of-Arrival Estimation under Measurement Uncertainty

open access: yesInternational Journal of Antennas and Propagation, 2020
The performance of the conventional beamforming for angle-of-arrival (AOA) estimation algorithm under measurement uncertainty is analyzed. Gaussian random variables are used for modeling measurement noises.
Eun-Kyung Lee, Joon-Ho Lee
doaj   +1 more source

High performance Monte Carlo computation for finance risk data analysis [PDF]

open access: yes, 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  

Geodesic Monte Carlo on Embedded Manifolds [PDF]

open access: yes, 2013
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows
Simon Byrne   +5 more
core   +1 more source

How Monte Carlo heuristics aid to identify the physical processes of drug release kinetics

open access: yesMethodsX, 2018
We implement a Monte Carlo heuristic algorithm to model drug release from a solid dosage form. We show that with Monte Carlo simulations it is possible to identify and explain the causes of the unsatisfactory predictive power of current drug release ...
Paola Lecca
doaj   +1 more source

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