960 search results - page 10 / 192 » Optimal Monte Carlo Algorithms |
CEC
2005
IEEE
14 years 1 months ago
2005
IEEE
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
ICGA
2010
13 years 5 months ago
2010
NIPS
2008
13 years 9 months ago
2008
We propose an efficient sequential Monte Carlo inference scheme for the recently proposed coalescent clustering model [1]. Our algorithm has a quadratic runtime while those in [1]...
SEAL
2010
Springer
13 years 6 months ago
2010
Springer
In this paper, the authors compare a Monte Carlo method and an optimization-based approach using genetic algorithms for sequentially generating space-filling experimental designs....
WSC
2004
13 years 9 months ago
2004
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...