What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
: We describe the implementation of a general and flexible Monte Carlo (MC) module for the program CHARMM, which is used widely for modeling biomolecular systems with empirical ene...
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
Background: An adaptive coarse-grained (kinetic) Monte Carlo (ACGMC) simulation framework is applied to reaction and diffusion dynamics in inhomogeneous domains. The presented mod...
Stuart Collins, Michail Stamatakis, Dionisios G. V...