3 search results - page 1 / 1 » Generating "dependent" quasi-random numbers |
WSC
2000
14 years 7 days ago
2000
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
IPPS
2008
IEEE
14 years 5 months ago
2008
IEEE
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
CEC
2008
IEEE
14 years 5 months ago
2008
IEEE
— Quasirandom or low discrepancy sequences, such as the Van der Corput, Sobol, Faure, Halton (named after their inventors) etc. are less random than a pseudorandom number sequenc...