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...
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...
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...
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...
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...
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...
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...
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...
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...