414 search results - page 15 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
RC
2007
13 years 7 months ago
2007
Abstract. In engineering applications, we need to make decisions under uncertainty. Traditionally, in engineering, statistical methods are used, methods assuming that we know the p...
CIG
2006
IEEE
14 years 1 months ago
2006
IEEE
Abstract— This paper describes experiments using reinforcement learning techniques to compute pattern urgencies used during simulations performed in a Monte-Carlo Go architecture...
WSC
2008
13 years 10 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...
SIGGRAPH
1995
ACM
13 years 11 months ago
1995
ACM
Monte Carlo integration is a powerful technique for the evaluation of difficult integrals. Applications in rendering include distribution ray tracing, Monte Carlo path tracing, a...
ICPR
2004
IEEE
14 years 8 months ago
2004
IEEE
This paper presents an algorithm for tracking the articulate hand motion in monocular video sequences. The task is challenging due to the high degrees of freedom involved in the h...