1530 search results - page 14 / 306 » Monte-Carlo simulation balancing |
163
Voted
WSC
1997
15 years 4 months ago
1997
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
111
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FPL
2008
Springer
15 years 5 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
106
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WSC
2004
15 years 4 months ago
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
117
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ACG
2009
Springer
15 years 10 months ago
2009
Springer
Recently, Monte-Carlo Tree Search (MCTS) has advanced the field of computer Go substantially. In the game of Lines of Action (LOA), which has been dominated in the past by αβ, M...
126
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WSC
2008
15 years 5 months ago
2008
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...