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JORS
2010
189views more  JORS 2010»
13 years 3 months ago
Monte Carlo scenario generation for retail loan portfolios
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...
J. L. Breeden, D. Ingram
ISBI
2004
IEEE
14 years 9 months ago
Nanoparticle-Enhanced Proton Computed Tomography: A Monte Carlo Simulation Study
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...
EUROGP
2010
Springer
330views Optimization» more  EUROGP 2010»
14 years 3 months ago
Bandit-Based Genetic Programming
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...
Jean-Baptiste Hoock, Olivier Teytaud
MOC
2002
86views more  MOC 2002»
13 years 8 months ago
On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weight
We develop and justify an algorithm for the construction of quasi
Ian H. Sloan, Frances Y. Kuo, Stephen Joe
WSC
2007
13 years 11 months 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