1530 search results - page 16 / 306 » Monte-Carlo simulation balancing |
SIAMSC
2010
13 years 4 months ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
ISQED
2007
IEEE
14 years 4 months ago
2007
IEEE
Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accura...
AAAI
2012
12 years 6 days ago
2012
General Game Playing (GGP) agents must be capable of playing a wide variety of games skillfully. Monte-Carlo Tree Search (MCTS) has proven an effective reasoning mechanism for thi...
ENGL
2008
13 years 10 months ago
2008
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
ICCS
2001
Springer
14 years 2 months ago
2001
Springer
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...