Monte Carlo Simulation Method
Monte Carlo Simulation Method To Predict The Charging Load Curve
... The paper focus on analyzing charging characteristics of different types EV, which includes the charging time, initial charge capacity and initial charging time, predicting the quantity of different EV types in the ...
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Study on the Education Investment Risk of Enterprise Human Capital Based on Monte Carlo Simulation Method
... and simulation procedure of Monte Carlo Method, and then, with relevant case studies, probes into the employee efficiency development risk of that investment, the result of which shows that ...
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Simulation for Callable Convertible Discount Bonds with Monte Carlo Method
... At present, there are many methods to price convertible bonds. It mainly includes analytical solution method, partial differential equation based on solution analysis method and monte carlo ...
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A Methodology for Product Performance Analysis under Effects of Multi-Physical Phenomena
... and Monte-Carlo simulation method, the product designer can determine the relationship between the performance of product and the parameters of variation sources during the product life ...the ...
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Pricing a European Put Option by Numerical Methods
... the Monte-Carlo simulation and the Crank-Nicolson finite difference ...the Monte-Carlo simulation method, the concept of a random walk is used in the simulation of ...
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COMPARATIVE STUDY OF PARAMETRIC AND NON-PERAMETRIC VALUE AT RISK (VaR) METHODS
... Historical Simulation and Monte Carlo Simulation method on that ...VaR method I am using Back-Testing ...testing method we can find out which method is most ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... QMC method yields sometimes non-accurate and biased ...QMC method to an extremely high-dimensional problem with log-Gaussian distributed inputs and present numerical evidence of the acceleration of the MC ...
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Stochastic free vibration analysis of RC buildings
... present work an effort is made to obtain the random natural frequency of a symmetric RC bare framed building using different Response Surface Methods (RSM). The natural frequency of a building is an important response ...
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The Propagation of Probabilistic and Possibilistic Uncertainty in a Life Cycle Assessment: A Case Study of a Naphtha Cracking Plant in Taiwan
... the Monte Carlo simulation, in order to obtain a smoothe curve; while the vertex method for possibilistic method only uses 11 α-cuts (intervals) to produce a smooth ...
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On quantifying uncertainty for project selection : the case of a renewable energy sources investment
... selection method among the various alternatives is, therefore, highlighted and, in this context, the paper proposes the NPV function as one of possible criteria for the selection of a RES ...through Monte ...
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Evaluation and Stochastic Simulation of Storm Precipitation for City Underground Utilities in Condition of Climate Change
... special method of Monte-Carlo for simulation of scenarios of dangerous storm precipitation is adequate in respect to observation data for Moscow city ...
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Generation of data with specific marginal risk difference
... this method, the problem of using Monte Carlo integration was solved in order to calculate marginal probabilities, and in case of large simulation studies with this method, time is ...
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PFM Analysis of Embedded Crack in RPV
... work[5], Monte Carlo simulation was carried out considering embedded crack ...integration method[6] proposed by JSME-PFM research committee instead of Monte Carlo ...the ...
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EXTERNAL RADIATION SIMULATION OF LINAC TO DETERMINE EFFECTIVE DOSE IN ORGANS USING MONTE CARLO METHOD
... through simulation of LINAC and phantom radiation processes. Simulation and calculation using Monte Carlo ...the simulation results of traces of radical particles shows that radiation ...
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MONTE-CARLO SIMULATION OF ROAD TRANSPORT EMISSION
... between model categories of methodological perspectives. The first category is the bottom-up sector analysis where the microscopic data are available (Johansson, 1995; Bellasio et al., 2007; Junevičius et al., 2011; ...
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Valuation of Asian American Option Using a Modified Path Simulation Method
... using simulation. However, many literatures found that simulation such as Monte Carlo simulation, cannot determine the price of the American option effi- ciently (see Dyer and Jacob ...
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Torsional path-integral Monte Carlo method for the quantum simulation of molecular systems
... Figure (6.1) displays the numerical results for the internal energy at 273.15K obtained with the various methods. For the analytical potential, the variational result was easily obtained to high accuracy, and the ...
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A Probabilistic Monte Carlo model for pricing discrete barrier options
... Probabilistic Monte Carlo (PMC) model for pricing European discrete barrier ...on Monte Carlo simulation, the PMC model computes the probability of not crossing the barrier for ...
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Simulation of neutron flux in silicon, cadmium and plumbum using Monte Carlo method
... Monte Carlo is a computer programming for solution to radiation transports ...sampling method to solve the mathematical diffusion theory and give the answers in mean of statistical ...the ...
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POINT ESTIMATES OF THE SEISMIC RESPONSE OF A BURIED RC BOX CULVERT
... this, Monte-Carlo simulation is the most capable and accurate method, but generally involves high computational ...A method to reduce the computation efficiently while maintaining ...
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