Results 21 to 30 of about 3,744,625 (291)
PERHITUNGAN VaR PORTOFOLIO SAHAM MENGGUNAKAN DATA HISTORIS DAN DATA SIMULASI MONTE CARLO
E-Jurnal Matematika, 2012 Value at Risk (VaR) is the maximum potential loss on a portfolio based on the probability at a certain time. In this research, portfolio VaR values calculated from historical data and Monte Carlo simulation data.
WAYAN ARTHINI +2 more
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Introduction to Monte Carlo Simulation [PDF]
AIP Conference Proceedings, 2010 This paper reviews the history and principles of Monte Carlo simulation, emphasizing techniques commonly used in the simulation of medical imaging.
Robert L. Harrison +2 more
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E-Jurnal Matematika, 2017 Vasicek is one of the stochastic interest rate model that can capture interest rates movement. The aim of this research was to get the comparison of the level premium for an endowment life insurance under stochastic interest rate without and by using ...
DESI KURNIA SARI +2 more
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Accelerated Quantum Monte Carlo with Mitigated Error on Noisy Quantum Computer
PRX Quantum, 2021 Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems and real-time
Yongdan Yang, Bing-Nan Lu, Ying Li
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Examining the Value of Monte Carlo Simulation for Project Time Management
Management, 2019 Research Question: This paper investigates whether the Monte Carlo simulation can be widely used as a practicable method for the analysis of the risks that impact project duration.
Goran Avlijas
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Teaching Monte Carlo Simulation with Python
Journal of Statistics and Data Science Education, 2022 It has become increasingly important for future business professionals to understand statistical computing methods as data science has gained widespread use in contemporary organizational decision processes in recent years.
Justin O. Holman, Allie Hacherl
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Simulation and the Monte Carlo Method [PDF]
, 2007 Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While
Rubinstein, Reuven Y., Kroese, Dirk P.
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Fast Simulation Study of Muon Absorption Radiography Based on Energy Loss Calculation
Yuanzineng kexue jishu, 2022 Using natural cosmic ray muon as radiation source, muon absorption radiography can realize nondestructive detection of large-scale geological objects. Simulation analysis is an important step in the application of muon absorption radiography.
DING Wenwan;LIU Yuanyuan;WANG Li;SU Ning;CHENG Jianping;HAN Jianwu;ZHEN Gang
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INLINE THERMAL AND XENON FEEDBACK ITERATIONS IN MONTE CARLO REACTOR CALCULATIONS [PDF]
EPJ Web of Conferences, 2021 In this work, we describe a method for converging nonlinear feedback during the convergence of the neutron fission source in a Monte Carlo reactor simulation.
Gill Daniel F.
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Quasi Monte Carlo for Periodic Review in Inventory Systems [PDF]
E3S Web of Conferences, 2023 Periodic Review as a method is widely used especially in inventory system. In this paper Quasi Monte Carlo is used for simulating Periodic Review. The problem: How to implement Quasi Monte Carlo simulation in Periodic Review for inventory system of MSMEs
Sugiharti Endang +4 more
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