Results 11 to 20 of about 1,149,889 (365)
Quantum Monte Carlo simulation [PDF]
Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating analytically intractable
Wang, Yazhen
core +3 more sources
Simulation and the Monte Carlo method [PDF]
From the Publisher: Provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. Contains standard material usually considered in Monte Carlo simulation as well as new material such as ...
R. Rubinstein
semanticscholar +6 more sources
17 pages, 1 figure, 42nd IFF Spring School "Macromolecular Systems in Soft and Living Matter", Forschungszentrum Juelich, 14-25 February ...
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Data‐driven performance metrics for neural network learning
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
Comparative evaluations of the Monte Carlo-based light propagation simulation packages for optical imaging [PDF]
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
doaj +1 more source
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
doaj +1 more source
Having recognized the fact that prices of financial instruments can be calculated as discounted future expectations (with respect to a risk-neutral probability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed ...
Daan Frenkel, Berend Smit
openaire +4 more sources
Parallel Monte Carlo simulations [PDF]
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.
openaire +4 more sources
MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
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
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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