Monte-Carlo simulation results
A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
... using Monte Carlo simulation. The Monte Carlo study shed some light into how well the Swamy's estimate perform in small, medium, and large samples, in cases when the regression ...
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A Comparative Study for Estimation Parameters in Panel Data Model
... Mote Carlo simulation for making comparisons between the behavior of several estimation methods, such as Random Coefficient Regression (RCR), Classical Pooling (CP), and Mean Group (MG) estimators, in the ...
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Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
... times Monte Carlo simulation results of total 20 years returns like Figure ...the results of the comparison for several cases. The ratios of simulation results, which ...
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Monte carlo simulation of the CGMY process and option pricing
... existing Monte Carlo methods of Poirot and Tankov (PT) (Poirot and Tankov, 2006), Madan and Yor (MY) (Madan and Yor, 2008), Baeumer and Meerschaert (AR) (Baeumer and Meerschaert, 2010) and Rosi´ nski (SR) ...
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A Probabilistic Monte Carlo model for pricing discrete barrier options
... or Monte Carlo (MC) ...Probabilistic Monte Carlo (PMC) model for pricing European discrete barrier equity ...MC simulation, the PMC model computes the probability of not crossing the ...
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IMPACT OF WEATHER CONDITIONS ON THE CONSTRUCTION OF THE TERMINAL - MONTE CARLO SIMULATION
... expected results of the study are: quantified probability of failure in loading operations based on certain selected inputs of the system; and probability of weather and operability ...Such results are ...
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Integral equation and simulation studies of the Heisenberg spin fluid in an external magnetic field
... lated results are then extensively compared with Monte Carlo simulation ...ensemble Monte Carlo ~ GEMC ! simulations for the spin sys- tem in the presence of external magnetic ...
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A New Approach to Monte Carlo Simulation of Operations
... Monte Carlo simulation performs risk analysis by building models of possible results by substituting a range of values—a probability distribution—for any factor that has inherent ...calculates ...
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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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Vol 10, No 7 (2019)
... A Monte Carlo simulation study was conducted to evaluate the performance of the classical estimators and different ridge ...The simulation results indicated that the ridge estimators ...
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Monte Carlo simulation as a service in the Cloud
... For a variety of reasons, financial analysts have traditionally favoured desktop solutions leading to widespread adoption of risk models which rely on Gaussian-Copula type approximations to make completion of the ...
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Download Download PDF
... the simulation. The results obtained in the applicability of the Monte Carlo simulation, through the @RISK software, were compared to the real procure- ment data for logistical support ...
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Measurement of anisotropy of dark matter velocity distribution using directional detection
... A directional detector can in principal obtain both recoil energy and direction of nuclear recoil. In this paper, the angle between the direction of nuclear recoil and the initial direction of dark matter particle motion ...
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Finite Size Scaling Features of Electric Conductivity Percolation in Nanocomposites
... The problem of a percolated material's electric conductivity rose naturally in earlier years [12] and remains a focus of intense experimental, theoretical, and simulation studies. After the 1990’s, due to the ...
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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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Pricing a European Put Option by Numerical Methods
... the Monte Carlo simulation and the Crank-Nicolson method made it easier to make a comparison of the results obtained by these numerical methods to the ex- plicit solution obtained by using the ...
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Monte Carlo simulation of expected outcomes with the AcrySof®toric intraocular lens
... the results from the on-line toric calculator mentioned ...that results can vary in both magni- tude and ...this simulation the magnitude was presumed to be truncated normal distri- bution with a ...
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Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... numerical simulation approach for finding the best refinancing strategy for mortgage borrow- ers in a stochastic interest ...payment. Results from these empirical experiments tend to suggest relatively ...
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Topological analysis in Monte Carlo simulation for uncertainty propagation
... the results of these analyses can be fed to exter- nal validation systems to reduce geological uncertainty and improve understanding of the modeled ...the results obtained from the external validation ...
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Lattice ellipsoidal statistical BGK model for thermal non-equilibrium flows
... lattice results will be evaluated by comparison with simulation results obtained using the recently developed low-variance deviational simulation Monte Carlo (LVDSMC) method ...
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