Results 81 to 90 of about 1,045,341 (159)
Phylodynamics and Coat Protein Analysis of Babaco Mosaic Virus in Ecuador. [PDF]
Mosquera-Yuqui F +10 more
europepmc +1 more source
On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo [PDF]
Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetics, epidemiology and system biology.
Barnes, C +7 more
core
Valor en riesgo para un portafolio con opciones financieras
En este artículo se presentan y aplican diferentes formulaciones matemáticas, exactas y aproximadas, para el cálculo del valor en riesgo (VaR) de algunos portafolios con activos financieros, haciendo especial énfasis en aquellos que contienen opciones
Carlos Alexánder Grajales Correa +1 more
doaj
Grain boundary anisotropy on nano-polycrystalline magnetic thin films. [PDF]
Agudelo-Giraldo JD +2 more
europepmc +1 more source
Smart Monte Carlo: Various tricks using Malliavin calculus [PDF]
Current Monte Carlo pricing engines may face computational challenge for the Greeks, because of not only their time consumption but also their poor convergence when using a finite difference estimate with a brute force perturbation.
Eric Benhamou
core
SIMULACIÓN DE AVALANCHAS DE ELECTRONES EN ARGÓN
En este trabajo se presentan los estudios realizados con simulaciones de descargas de electrones en Argón bajo la influencia de un campo eléctrico uniforme aplicado, como un paso hacia la explicación del funcionamiento de los detectores proporcionales ...
C. M. Sánchez +2 more
doaj
Zero variance in Markov chain Monte Carlo with an application to credit risk estimation [PDF]
We propose a general purpose variance reduction technique for Markov Chain Monte Carlo estimators based on the Zero-Variance principle introduced in the physics lit- erature by Assaraf and Caarel ( 1999). The potential of the new idea is illustrated with
Tenconi Paolo
core
Reduction of the Cycle Time in the Biopsies Diagnosis Through a Simulation Based on the Box Müller Algorithm. [PDF]
Badilla-Murillo F +3 more
europepmc +1 more source
Monotonicity properties of the Monte Carlo EM algorithm and connections with simulated likelihood [PDF]
In this note we show that the Monte Carlo EM algorithm, appropriately constructed with importance re-weighting, monotonically increases a corresponding simulated likelihood.
Sermaidis, Giorgos +1 more
core
La evaluación de proyectos de inversión en activos reales es imprescindible para la toma de decisiones, pero es un proceso cuyos componentes tienen relaciones interdependientes que generan incertidumbres, lo que puede llevar a la aceptación o rechazo ...
Izabelle Martinez Martinez +2 more
doaj

