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» Dependence Modeling for Stochastic Simulation
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CISSE
2007
Springer
14 years 19 days ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
WEBI
2010
Springer
13 years 6 months ago
Stochastic Simulation of Web Users
A biologically inspired cognitive model is presented for human decision making and applied to the simulation of the web user. The model is based on the Neurophysiology description ...
Pablo E. Román, Juan D. Velásquez
WSC
2008
13 years 11 months ago
Simulation of unit loading device inventory in airline operations
Commercial airlines often encounter imbalances in their inventory of unit loading devices (ULDs). A stochastic simulation model was developed to evaluate inventory policies. The s...
Chatabush Roongrat, Jay M. Rosenberger, Brian Huff
WSC
2004
13 years 10 months ago
Modeling Tool Failures in Semiconductor Fab Simulation
In this research, we investigate how well Weibull, Gamma, and special bimodal distribution are suited as an alternative to the exponential distribution approach in the stochastic ...
Oliver Rose
CEC
2003
IEEE
14 years 2 months ago
Stochastic neural network models for gene regulatory networks
AbstractRecent advances in gene-expression profiling technologies provide large amounts of gene expression data. This raises the possibility for a functional understanding of geno...
Tianhai Tian, Kevin Burrage