Results 41 to 50 of about 2,168,026 (221)
Lepton–Nucleus Interactions within Microscopic Approaches
Universe, 2023 This review paper emphasizes the significance of microscopic calculations with quantified theoretical error estimates in studying lepton–nucleus interactions and their implications for electron scattering and accelerator neutrino oscillation measurements.
Alessandro Lovato +3 more
doaj +1 more source
Parameter tuning of the firefly algorithm by three tuning methods: Standard Monte Carlo, quasi-Monte Carlo and latin hypercube sampling methods [PDF]
Journal of Computer ScienceThere are many different nature-inspired algorithms in the literature, and almost all such algorithms have algorithm-dependent parameters that need to be tuned.
Geethu Joy +2 more
semanticscholar +1 more source
E-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
Quasi-Monte Carlo for finance applications [PDF]
ANZIAM Journal, 2008 Monte Carlo methods are used extensively in computational finance to estimate the price of financial derivative options. We review the use of quasi-Monte Carlo methods to obtain the same accuracy at a much lower computational cost, and focus on three key ingredients: the generation of Sobol' and lattice points, reduction of effective dimension using ...
Giles, M +3 more
openaire +3 more sources
Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Statistical Theory and Related Fields, 2017 Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
doaj +1 more source
Frontiers in Energy Research, 2023 Two different approaches are widely accepted for transient Monte Carlo (MC) simulation namely the Dynamic Monte Carlo (DMC) and the Predictor-Corrector Quasi-Static Monte Carlo (PCQS-MC).
Taesuk Oh, Inyup Kim, Yonghee Kim
doaj +1 more source
T-Comm, 2021 The article considers an approach based on the random cubature method for solving both single and multidimensional singular integral equations, Volterra and Fredholm equations of the 1st kind, for ill-posed problems in the theory of integral equations ...
A. Abas
semanticscholar +1 more source
Quasi Monte Carlo time-frequency analysis
Journal of Mathematical Analysis and Applications, 2023 We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such methods using a quasi-Monte Carlo (QMC) approach.
Levie, Ron +2 more
openaire +4 more sources
A GPU compatible quasi-Monte Carlo integrator interfaced to pySecDec [PDF]
Computer Physics Communications, 2018 The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable alternative to analytic approaches, in particular in the presence of several mass scales, provided sufficient accuracy can be achieved in an acceptable amount of time.
S. Borowka +5 more
semanticscholar +1 more source
Mean exit times and the multilevel Monte Carlo method [PDF]
, 2013 Numerical methods for stochastic differential equations are relatively inefficient when used to approximate mean exit times. In particular, although the basic Euler–Maruyama method has weak order equal to one for approximating the expected value of the ...
Roj, Mikolaj +4 more
core +4 more sources