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» Introduction to Monte Carlo simulation
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WSC
2007
14 years 3 days ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
WSC
2000
13 years 11 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Michael G. Hilgers
BMCBI
2011
13 years 4 months ago
PhyloSim - Monte Carlo simulation of sequence evolution in the R statistical computing environment
Background: The Monte Carlo simulation of sequence evolution is routinely used to assess the performance of phylogenetic inference methods and sequence alignment algorithms. Progr...
Botond Sipos, Tim Massingham, Gregory E. Jordan, N...
IPPS
2010
IEEE
13 years 7 months ago
Parallelization of tau-leap coarse-grained Monte Carlo simulations on GPUs
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
Lifan Xu, Michela Taufer, Stuart Collins, Dionisio...
CG
2010
Springer
13 years 7 months ago
Monte-Carlo Simulation Balancing in Practice
Simulation balancing is a new technique to tune parameters of a playout policy for a Monte-Carlo game-playing program. So far, this algorithm had only been tested in a very artific...
Shih-Chieh Huang, Rémi Coulom, Shun-Shii Li...