Monte Carlo simulation result
Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... We observe that for all 6 scenarios, the trend of the plot becomes flat after, say, 13-15 years, which means the total present value of payment roughly keeps constant after certain years. This is a strong hint that early ...
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Monte Carlo simulation as a service in the Cloud
... Gaussian copula models are used in financial modelling and many banks’ mathematical models assume normal (Gaussian) distributions of events and may underestimate risks in real financial markets (Birge and Massart, 2001). ...
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Implementation of Board Games Using Monte Carlo Simulation
... ABSTRACT: Monte Carlo simulation is a problem solving technique that is used to approximate the probability of certain outcomes based on running simulations multiple ...A Monte Carlo ...
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Estimation Of Minimum Counts For An Acceptable Pulse Shape Using Scintillation Detector From 200To 2000 Kev Energy
... GEANT4 Monte Carlo simulation with real and modeled FJ374 NaI(Tl) ...this result, (count vs energy), shows linear relation as a plot of energy vs channel ...
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Monte Carlo Simulation for Statistical Decay of Compound Nucleus
... The MCHF technique allows us to study relationship between the emitted neutrons and γ -rays. These correlations are often the result of energy and angular momentum conversations. They sometimes show a nuclear ...
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Exact Monte Carlo simulation of killed diffusions
... The problem of determining the two-sided crossing probability of the Brownian bridge is more challenging than the one-sided problem. Although it has been ex- tensively studied in literature (see e.g. Bertoin and Pitman, ...
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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 ...the result of back testing method we can find out which method is most suitable for the perticular ...
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Monte Carlo Simulation in Radionuclide Therapy Dosimetry
... could result in a significant improvement in the accuracy of dose calculations ...EGS4 Monte Carlo radiation transport codes for internal sources has been demonstrated in ...MC simulation of ...
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MONTE CARLO SIMULATION IN INTERNAL RADIOTHERAPY OF THYROID CANCER
... The simulation used to determine the interaction of radiation particles and matter is a Monte Carlo ...of Monte Carlo software is MCNPX (Monte Carlo N-Particle) made by a ...
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... Table 1. Output factors comparison between monte carlo simulation and measurements Table 2 shows the results for an elongated fields. This is known as the collimator exchange effect. The collimator ...
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Topological analysis in Monte Carlo simulation for uncertainty propagation
... As ignoring plausible model suite topological heterogeneity may lead to an unknown amount of knowledge degradation, the need to distinguish and classify plausible models that express distinct topologies becomes apparent. ...
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Variance in system dynamics and agent based modelling using the SIR model of infectious diseases
... single result based on a fixed set of input parameters with no variance between ...using Monte-Carlo methods, to understand how changes in the input parameters affect the spread of results for the ...
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Building Process Improvement Business Cases Using Bayesian Belief Networks and Monte Carlo Simulation
... People who were to be involved in the agile pilot project were interviewed regarding require- ments. The expectation was that agile practices such as the “planning game” (the primary plan- ning process in extreme ...
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Monte Carlo Simulation and Improvement of Variance Reduction Techniques
... The transverse axis indicates the probability of falling within the 1/4 circle, and the longitudinal axis represents the frequency within each small probability interval. From the graph we can see obviously that the ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... Many of the existing variance reduction methods built upon pseudo-random sequences, e.g. MLMC, are focused on reducing the overall computational cost of a numerical simulation. QMC methods aim to accelerate the ...
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Analyze Monte Carlo Simulation Applications for Project Management
... the Monte Carlo simulation method and its uses in various fields, focusing primarily on its use in the field of project ...management. Monte Carlo simulation becomes more popular ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... Monte Carlo experiment. From the perspective of a confidence interval width, this error is O(1/ √ N ) [5]. Overall, we may regard µ as giving an accuracy of O(h) + O(1/ √ N ). To achieve a target accuracy ...
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Monte carlo simulation of the CGMY process and option pricing
... trary truncation rules. In addition, we study the representation of the CGMY process as subordinated Brownian motion of Madan and Yor (2008), which also admits a closed form expression for the characteristic function of ...
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Life-cycle risk (damage stability) management of passenger ships
... a result, industry and academia’s endeavour to improve safety of passenger ships never stops and much of it targets the inadequate damage stability, the Achilles heel of passenger ...
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Probing the dynamic response of dense matter with x ray Thomson scattering
... • For partially ionized plasmas, it was shown that the DSF can be decomposed to recover the well-known expression of Chihara. The multicomponent generalisation of this model was adopted as the basic framework in order to ...
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