Results 91 to 100 of about 213,445 (314)

The valuation of exotic barrier options and American options using Monte Carlo simulation [PDF]

Monte Carlo simulation is a widely used numerical method for valuing financial derivatives. It can be used to value high-dimensional options or complex path-dependent options.
Chirayukool, Pokpong
core  

Efficiency comparison of Markov Chain Monte Carlo simulation with subset simulation (MCMC/ss) to standard Monte Carlo Simulation (sMC) for extreme event scenarios

, 2011
Standard Monte Carlo (sMC) simulation models have been widely used in AEC industry research to address system uncertainties. Although the benefits of probabilistic simulation analyses over deterministic methods are well documented, the sMC simulation ...
Duzgun Agdas, Davidson, Michael T., Ralph D. Ellis, Michael T. Davidson, Ellis, Ralph D., Agdas, Duzgun   +5 more
core   +1 more source

Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles

Advanced Materials, EarlyView.
Thermally drawn multimaterial fibers are rapidly advancing as intelligent structural units for next‐generation smart textiles. Integrating multimaterial architectures with neuromorphic and spiking‐neural‐network principles enables fabrics that can sense, compute, and adapt autonomously.
Vuong Dinh Trung, Jiaxiang Yi, Hieu Nguyen‐Duc, Tien Nu Hoang Lo, Weili Zhao, Chaoqun Dong, Fabien Sorin, Baris Caglar, Lei Wei, Tung Nguyen‐Dang   +9 more
wiley   +1 more source

Direct Monte Carlo simulation of nanoscale mixed gas bearings

Advances in Mechanical Engineering, 2015
The conception of sealed hard drives with helium gas mixture has been recently suggested over the current hard drives for achieving higher reliability and less position error.
Kyaw Sett Myo, Weidong Zhou, Kok Leong Lee, Shengkai Yu, Wei Hua   +4 more
doaj   +1 more source

PENENTUAN HARGA KONTRAK OPSI TIPE ASIA MENGGUNAKAN MODEL SIMULASI NORMAL INVERSE GAUSSIAN (NIG)

E-Jurnal Matematika, 2014
The aim to determine of the simulation results and to calculate the stock price of Asian Option with Normal Inverse Gaussian (NIG) method and Monte Carlo method using MATLAB program. Results of both models are compared and selected a fair price.
I PUTU OKA PARAMARTHA, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI   +2 more
doaj   +1 more source

Super‐Resolution Ultrasound Based Cell Tracking With Polymeric Nanobubbles

Advanced Materials, EarlyView.
This study presents a super‐resolution ultrasound platform for tracking cells in vivo. Biocompatible polymeric nanobubbles are used as highly echogenic intracellular labels. Following the injection of cells and microbubbles, ultrasound localization microscopy (ULM) can dynamically match the microvascular architecture and individual cell trajectories ...
Junlin Chen, Xiaoyu Wang, Jilin Fan, Bi Wang, Hanghang Fang, Yurui Wang, Hao Cui, Mohammad Roufarshbaf, Ekaterina Savina, Alexandra Valeske, Quim Peña, Yang Shi, Andreas Herrmann, Twan Lammers, Mathias Hornef, Roman Barmin, Thomas Lisson, Georg Schmitz, Anne Rix, Fabian Kiessling   +19 more
wiley   +1 more source

Monte Carlo Simulation in Reactor Physics

Journal of Nuclear Engineering
With the increasing demand for high-fidelity neutronics analysis and the development of computer technology, the Monte Carlo method is becoming increasingly important, especially in the critical analysis of initial core and shielding calculations [...]
Shichang Liu, Binji Wang
doaj   +1 more source

Adaptive Memory Saving Strategy in Shielding Calculation of RMC [PDF]

EPJ Web of Conferences
RMC(Reactor Monte Carlo) is a Monte Carlo simulation software used in reactor design and has been verified by different benchmarks. The former data structure and algorithm have been optimized for criticality and burn-up calculation making it inconvenient
Hu Yingzhe, Huang Shanfang, Li Zeguang, Liu Zhaoyuan, Wang Kan, Ma Tao   +5 more
doaj   +1 more source

Markov chain Monte Carlo methods for state-space models with point process observations [PDF]

, 2012
This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations.
Niranjan, Mahesan, Girolami, Mark, Yuan, Ke   +2 more
core   +1 more source

Scalable Task Planning via Large Language Models and Structured World Representations

Advanced Robotics Research, EarlyView.
This work efficiently combines graph‐based world representations with the commonsense knowledge in Large Language Models to enhance planning techniques for the large‐scale environments that modern robots will need to face. Planning methods often struggle with computational intractability when solving task‐level problems in large‐scale environments ...
Rodrigo Pérez‐Dattari, Zhaoting Li, Robert Babuška, Jens Kober, Cosimo Della Santina   +4 more
wiley   +1 more source