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WSC
2004
14 years 28 days ago
Simulation, a Framework for Analysing SME Supply Chains
The following paper briefly presents the formulation and development of a case study supply chain simulation model as developed for an industrial company. The case study company i...
P. J. Byrne, Cathal Heavey
WSC
2001
14 years 28 days ago
A crowd of little man computers: visual computer simulator teaching tools
This paper describes the use of a particular type of computer simulator as a tool for teaching computer architecture. The Little Man Computer (LMC) paradigm was developed by Stuar...
William Yurcik, Hugh Osborne
WSC
2004
14 years 28 days ago
Joint Modeling and Analysis Using XMSF Web Services
This paper describes the creation of a new analytical modeling capability by bringing together the Naval Simulation System (NSS) for sea strike and COMBATXXI for littoral and land...
Arnold H. Buss, John Ruck
WSC
2004
14 years 28 days ago
The Potential Coupling Interface: Metadata for Model Coupling
Model coupling is a nontrivial task that is not adequately supported in existing frameworks. Our long term goal is to support the fast-prototyping of model couplings, enabling sci...
Tom Bulatewicz, Janice E. Cuny, Maureen Warman
WSC
2001
14 years 28 days ago
On the MSE robustness of batching estimators
Variance is a classical measure of a point estimator's sampling error. In steady-state simulation experiments, many estimators of this variance--or its square root, the stand...
Yingchieh Yeh, Bruce W. Schmeiser
WSC
2004
14 years 28 days ago
An Automatic Distributed Simulation Environment
Developing a sequential simulation program is not an easy task. Developing a distributed simulation program is harder than a sequential one because it is necessary to deal with ma...
Sarita Mazzini Bruschi, Regina Helena Carlucci San...
WSC
2004
14 years 28 days ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
14 years 28 days ago
Poly-Functional Intelligent Agents for Computer Generated Forces
The authors present the requirement definition and methodological approach for developing a new generation of Computer Generated Forces (CGF) based on Intelligent Agents. The anal...
Matteo Brandolini, Attilio Rocca, Agostino G. Bruz...
WSC
2004
14 years 28 days ago
Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models
Global likelihood maximization is an important aspect of many statistical analyses. Often the likelihood function is highly multi-extremal. This presents a significant challenge t...
Zdravko I. Botev, Dirk P. Kroese