Results 11 to 20 of about 1,149,889 (365)

Quantum Monte Carlo simulation [PDF]

open access: yesThe Annals of Applied Statistics, 2011
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]

open access: yesWiley series in probability and mathematical statistics, 1981
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

Monte Carlo Simulations [PDF]

open access: yesEPJ Web of Conferences, 2011
17 pages, 1 figure, 42nd IFF Spring School "Macromolecular Systems in Soft and Living Matter", Forschungszentrum Juelich, 14-25 February ...
  +8 more sources

Data‐driven performance metrics for neural network learning

open access: yesInternational Journal of Adaptive Control and Signal Processing, EarlyView., 2023
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]

open access: yesJournal 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
doaj   +1 more source

ANALISIS PENGENDALIAN PERSEDIAAN BAHAN BAKU TANDAN BUAH SEGAR (TBS) DENGAN METODE SIMULASI MONTE CARLO

open access: yesJurnal 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
doaj   +1 more source

Monte Carlo Simulations [PDF]

open access: yes, 2002
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]

open access: yesPhysical 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.
openaire   +4 more sources

MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE

open access: yesE-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
doaj   +1 more source

Value at Risk dan Tail Value at Risk dari Peubah Acak Besarnya Kerugian yang Menyebar Alpha Power Pareto

open access: yesJambura 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
doaj   +1 more source

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