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WSC
2004
14 years 6 months 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 6 months 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 6 months 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 6 months 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 6 months 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 6 months 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 6 months 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 6 months 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 6 months 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