Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
Proton computed tomography (pCT) has the potential to improve the accuracy of proton treatment planning, which is currently based on x-ray computed tomography (xCT). However, at t...
Reinhard Schulte, Vladimir Bashkirov, David Willia...
We consider the validation of randomly generated patterns in a Monte-Carlo Tree Search program. Our bandit-based genetic programming (BGP) algorithm, with proved mathematical prope...
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...