Results 81 to 90 of about 975,102 (190)

Simulation-based Tests that Can Use Any Number of Simulations [PDF]

open access: yes
Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a specific relationship with the level of the test.
James G. MacKinnon, Jeff Racine
core  

Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing [PDF]

open access: yesarXiv
This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional Monte Carlo techniques for evaluating expectations of derivative securities, the paper introduces quasi-Monte ...
arxiv  

Monte Carlo Simulation on Propagation of Cosmic-Rays in the Atmosphere [PDF]

open access: bronze, 1971
Y. Fujimoto   +5 more
openalex   +1 more source

The Unreasonable Effectiveness of Monte Carlo Simulations in A/B Testing [PDF]

open access: yesarXiv
This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate statistical power, implementing variance reduction techniques and examining the effects of early stopping.
arxiv  

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