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PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE

open access: yesE-Jurnal Matematika, 2017
Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI   +2 more
doaj   +1 more source

Improved neural network Monte Carlo simulation

open access: yesSciPost Physics, 2021
The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay.
I-Kai Chen, Matthew D. Klimek, Maxim Perelstein
doaj   +1 more source

Monte Carlo Simulation and Applications

open access: yesJournal of Kufa for Mathematics and Computer, 2012
The Monte Carlo simulation technique is one of the common computational tools used to imitate and follow up complex real life systems and their development with time. Variables of a disease problem were defined and the mathematical model for this problem
Abd Al Kareem I Sheet, Nadia Adeel Saeed
doaj   +1 more source

Direct simulation Monte Carlo on petaflop supercomputers and beyond

open access: yesThe Physics of Fluids, 2019
The gold-standard definition of the Direct Simulation Monte Carlo (DSMC) method is given in the 1994 book by Bird [Molecular Gas Dynamics and the Direct Simulation of Gas Flows (Clarendon Press, Oxford, UK, 1994)], which refined his pioneering earlier ...
S. Plimpton   +6 more
semanticscholar   +1 more source

Monte-Carlo Simulations [PDF]

open access: yesSymposium - International Astronomical Union, 1996
The revision of the Stodółkiewicz's Monte-Carlo code is presented. It treats each superstar as a single star and follows the evolution and motion of all individual stellar objects. The first calculations, for equalmass N-body systems with three-body energy generation accordingly to Spitzer's formulae, show good agreement with the direct N-body ...
openaire   +2 more sources

Monte Carlo-Based Reliability Estimation Methods for Power Devices in Power Electronics Systems

open access: yesIEEE Open Journal of Power Electronics, 2021
Monte Carlo simulation has been widely used for reliability assessment of power electronic systems. In this approach, multiple simulations are carried out during the lifetime estimation of the components in power converter, e.g., power devices, where the
M. Novak   +2 more
doaj   +1 more source

Monte Carlo simulations

open access: yesClassical and Quantum Dynamics in Condensed Phase Simulations, 1990
Monte Carlo simulation techniques are discussed, with special emphasis on those technical aspects that are important for the simulation of dense liquids and solids. In these notes, the Metropolis sampling scheme is introduced as a special case of importance sampling.
openaire   +4 more sources

Information-geometric Markov Chain Monte Carlo methods using Diffusions [PDF]

open access: yes, 2014
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond Statistics. A full exposition of Markov chains and their use in Monte Carlo
Girolami, Mark, Livingstone, Samuel
core   +5 more sources

Metropolis Methods for Quantum Monte Carlo Simulations [PDF]

open access: yes, 2003
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems.
Ceperley, D. M.
core   +3 more sources

Performance Analysis of Conventional Beamforming Algorithm for Angle-of-Arrival Estimation under Measurement Uncertainty

open access: yesInternational Journal of Antennas and Propagation, 2020
The performance of the conventional beamforming for angle-of-arrival (AOA) estimation algorithm under measurement uncertainty is analyzed. Gaussian random variables are used for modeling measurement noises.
Eun-Kyung Lee, Joon-Ho Lee
doaj   +1 more source

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