Monte Carlo methods

Results: 695



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611Financial economics / Mathematical sciences / Options / Stochastic volatility / Fractional Brownian motion / Geometric Brownian motion / Brownian motion / Volatility / Long-range dependency / Statistics / Mathematical finance / Stochastic processes

Monte Carlo Methods for Derivative Pricing of Stochastic Volatility Models Wes Devauld Apr 23, 2013

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Source URL: blog.devauld.ca

Language: English - Date: 2013-04-23 01:06:28
612Quantum mechanics / Normal distribution / Differential equation / Integral / Ordinary differential equations / Operator theory / Gaussian function / Differential entropy / Heat equation / Mathematical analysis / Mathematics / Physics

Stationary Phase Monte Carlo Methods Daniel Doro Ferrante∗ G. S. Guralnik, J. D. Doll and D. Sabo HET  Physics Dept, Brown University, USA†.

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Source URL: chep.het.brown.edu

Language: English - Date: 2003-07-25 10:20:31
613Optics / Quantum optics / Quantum mechanics / Photon / Electron / Redshift / Laser / Coherence / Maser / Physics / Quantum electrodynamics / Acronyms

Comparison of Monte-Carlo and Einstein methods in the light-gas interactions. Jacques Moret-Bailly∗ (Dated: January 18, 2010) To study the propagation of light in nebulae, many astrophysicists use a Monte-Carlo computa

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Source URL: jean.moretbailly.free.fr

Language: English - Date: 2010-02-03 05:15:08
614Monte Carlo methods / Computer programming / Procedural generation / Random number generation / Electronic test equipment / Electric generator / Generator / Fisher–Yates shuffle / Gameplay / Randomness / Mathematics / Computing

A procedural procedural level generator generator Manuel Kerssemakers, Jeppe Tuxen, Julian Togelius and Georgios N. Yannakakis Abstract—Procedural content generation (PCG) is concerned with automatically generating gam

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Source URL: julian.togelius.com

Language: English - Date: 2013-08-26 11:58:52
615Numerical analysis / Mathematical analysis / Mathematics / Simulated annealing / Markov chain Monte Carlo / Maxwell–Boltzmann distribution / Metropolis–Hastings algorithm / Partition function / Quantum annealing / Monte Carlo methods / Adaptive simulated annealing / Mathematical optimization

%A L. Ingber %T Adaptive simulated annealing (ASA): Lessons learned %J Control and Cybernetics %D 1995 %P (to be published) This is an invited paper to a special issue of the Polish Journal Control and Cybernetics on “

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Source URL: www.ingber.com

Language: English - Date: 2002-01-14 20:39:05
616Monte Carlo methods / Stochastic optimization / Cybernetics / Genetic algorithm / Simulated annealing / Adaptive simulated annealing / Quantum annealing / Numerical analysis / Mathematical optimization / Applied mathematics

Mathematical and Computer Modelling, [removed], [removed]GENETIC ALGORITHMS AND VERY FAST SIMULATED REANNEALING: A COMPARISON LESTER INGBER Lester Ingber Research, P.O. Box 857, McLean, VA 22101, U.S.A. [removed]

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Source URL: www.ingber.com

Language: English - Date: 2002-01-14 20:39:05
617Bayesian inference / Bayes factor / Markov chain Monte Carlo / Hidden Markov model / Expectation–maximization algorithm / Generalized linear model / Regression analysis / Variational Bayesian methods / Bayesian probability / Statistics / Bayesian statistics / Bayesian network

BAYESIAN STATISTICS 7 Proceedings of the Seventh Valencia International Meeting Dedicated to Dennis V. Lindley June 2–6, 2002

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Source URL: www.uv.es

Language: English - Date: 2004-11-05 07:32:55
618Adaptive simulated annealing / Mathematical optimization / Mathematics / Simulated annealing / Stochastic optimization / Maxwell–Boltzmann distribution / Metropolis–Hastings algorithm / Partition function / Annealing / Monte Carlo methods / Numerical analysis / Mathematical analysis

ASA OPTIONS Lester Ingber Abstract Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robus

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Source URL: www.ingber.com

Language: English - Date: 2011-06-15 18:00:58
619Markov models / Applied mathematics / Estimation theory / Monte Carlo methods / Linear filters / Particle filter / Hidden Markov model / Kalman filter / Importance sampling / Statistics / Probability and statistics / Robot control

A Tutorial on Particle Filtering and Smoothing: Fifteen years later Arnaud Doucet The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, Tokyo[removed], Japan.

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Source URL: www.cs.ubc.ca

Language: English - Date: 2008-12-21 20:26:11
620Monte Carlo methods / Physics / Computational statistics / Markov processes / Markov chain Monte Carlo / Markov chain / Theoretical computer science / Coupling from the past / Algorithm / Statistics / Probability and statistics / Markov models

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Source URL: web.warwick.ac.uk

Language: English - Date: 2004-05-19 11:04:08
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