414 search results - page 20 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
EUROCAST
2005
Springer
14 years 1 months ago
2005
Springer
After having designed control systems for real autonomous cars in an urban environment using straight lines as reference [2], we are now trying to build a fuzzy control system base...
MOR
2007
13 years 7 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
SAC
2008
ACM
13 years 7 months ago
2008
ACM
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
ICCV
2005
IEEE
14 years 1 months ago
2005
IEEE
Our goal is to detect and track moving vehicles on a road observed from cameras placed on poles or buildings. Inter-vehicle occlusion is significant under these conditions and tra...
WSC
2000
13 years 9 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...