1530 search results - page 30 / 306 » Monte-Carlo simulation balancing |
WSC
2008
14 years 5 days ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
WSC
2000
13 years 11 months ago
2000
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...
WSC
1997
13 years 11 months ago
1997
This paper presents a general approach to modeling VBR (variable bit rate) compressed full-motion video. The salient feature of such video is the existence of scenes. Scene struct...
SIAMJO
2002
13 years 9 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
IPPS
2008
IEEE
14 years 4 months ago
2008
IEEE
The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov Chain Mont...