Results 11 to 20 of about 3,744,625 (291)
High performance Monte Carlo computation for finance risk data analysis [PDF]
, 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
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Crossed source-detector geometry for a novel spray diagnostic: Monte Carlo simulation and analytical results [PDF]
, 2005 Sprays and other industrially relevant turbid media can be quantitatively characterized by light scattering. However, current optical diagnostic techniques generate errors in the intermediate scattering regime where the average number of light ...
Churmakov, D. Y. +4 more
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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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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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Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics [PDF]
, 2012 We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the system to a ...
Anderson, David, Higham, Desmond
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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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Analysis of skin tissues spatial fluorescence distribution by the Monte Carlo simulation [PDF]
, 2003 A novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account the spatial distribution of fluorophores, which would arise due to the structure of
Churmakov, D. Y. +3 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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