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» Dependence Modeling for Stochastic Simulation
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HASE
2007
IEEE
14 years 1 months ago
Simulation Models and Implementation of a Simulator for the Performability Analysis of Electric Power Systems Considering Interd
Electric Power Systems (EPS) become more and more critical for our society, since they provide vital services for the human activities. At the same time, obtaining dependable beha...
Francesco Romani, Silvano Chiaradonna, Felicita Di...
IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
BMCBI
2007
202views more  BMCBI 2007»
13 years 7 months ago
ProtNet: a tool for stochastic simulations of protein interaction networks dynamics
Background: Protein interactions support cell organization and mediate its response to any specific stimulus. Recent technological advances have produced large data-sets that aim ...
Massimo Bernaschi, Filippo Castiglione, Alessandra...
CIBCB
2006
IEEE
14 years 1 months ago
A Stochastic model to estimate the time taken for Protein-Ligand Docking
Abstract— Quantum mechanics and molecular dynamic simulation provide important insights into structural configurations and molecular interaction data today. To extend this atomi...
Preetam Ghosh, Samik Ghosh, Kalyan Basu, Sajal K. ...
WSC
2004
13 years 8 months ago
Optimization by Simulation Metamodelling Methods
We consider how simulation metamodels can be used to optimize the performance of a system that depends on a number of factors. We focus on the situation where the number of simula...
Russell C. H. Cheng, Christine S. M. Currie