statistical Monte Carlo simulation
Monte Carlo Simulation for Statistical Decay of Compound Nucleus
... A Monte Carlo simulation of the nuclear reaction process will be able to provide fully correlated information, ...the statistical Hauser- Feshbach theory [1] by means of a stochastic method, ...
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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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Bandwidth simulation as a Monte Carlo queuing system
... 4. To guess distribution of the first to third categories, considering the category’s histogram, since δ < 1, one can guess the chi-square and gamma distributions with the parameter α > 1. Therefore, according to ...
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Computer simulation of fir forest dynamics in the Bieszczady Mountains in response to climate change
... The simulation demonstrated beech domination when mean annual temperature increases by 2°C while with a decrease in temperature by 2°C fir becomes dominant in the examined ...one simulation run and ...
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Building Process Improvement Business Cases Using Bayesian Belief Networks and Monte Carlo Simulation
... Bayesian belief networks are probabilistic models with sets of nodes connected with arrows that represent relationships of one of the following forms: a) cause and effect b) leading indicator without a confirmed cause ...
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Statistical analysis of weibull estimation uncertainty for crack initiation testing through Monte Carlo simulation
... To obtain the model parameters of SCC initiation (i.e., Weibull parameters in this case), a cracking test must be performed. The typical procedure of a cracking test involves an interval-censored reliability test. This ...
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Tensor CP Decomposition with Structured Factor Matrices: Algorithms and Performance
... improvement. Monte Carlo simulation results are presented in Section V, where we assess the statistical performance of proposed estimators by comparing their BMSE with the ECRB, both in the ...
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Portfolio Optimization & Monte Carlo Simulation
... use statistical analysis of past asset returns adjusted with the probability beliefs of expert financial ...using Monte Carlo simulation of the equity growth model by Pedersen [3] which ...
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Analytic Method for Probabilistic Cost. and Schedule Risk Analysis. Final Report
... though statistical simulation. Statistical simulation ...(i.e., Monte Carlo and Latin Hypercube sampling) techniques are widely used in cost and schedule risk analysis, but they ...
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Research on cold chain in food industry in China
... Monte Carlo analysis has played an important role for many years in the investigation of statistical estimators whose properties cannot be adequately determined through mathematical techniques ...
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TAKING THE GUESSWORK OUT OF FEASIBILITY ASSESSMENT IN ONCOLOGY TRIALS Data Drives Greater Predictability, Speed and Savings for Sponsors
... a statistical model designed to forecast enrollment rates based on different ...specific statistical technique, Monte Carlo Simulation (MCS), calculates the probability that a ...
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Adapted design of experiments for dimension decomposition-based meta-model in structural reliability analysis
... When performance evaluation of a structure is compu- tationally expensive, the number of simulation-based function evaluations required for reliability analysis must be carefully controlled. To that end, ...
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Life-cycle risk (damage stability) management of passenger ships
... on Monte Carlo (MC) sampling in conjunction with numerical flooding simulations (referred to subsequently as MC ...MC simulation is a viable technique for stability assessment in accordance with ...
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Monte carlo simulation of the CGMY process and option pricing
... a Monte Carlo simulation method for the CGMY process based on sampling from CDF obtained by Fourier transform ...the simulation of the CGMY using its Brownian subordination represen- ...
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COMPARATIVE STUDY OF PARAMETRIC AND NON-PERAMETRIC VALUE AT RISK (VaR) METHODS
... Investment nowadays is become a very hectic task. Most of the time people think about how much they can lose on their investment. Value at Risk is a way to give answer of these questions, at least within a reasonable ...
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OPTION PRICING USING MONTE CARLO SIMULATION
... (2009), simulation is a statistics-based behavioural approach that applies predetermined probability distributions and random numbers to es- timate risky ...that simulation is the imitation of a real world ...
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MONTE-CARLO SIMULATION OF ROAD TRANSPORT EMISSION
... variables. Monte-Carlo simulation were used to generate individual mileage and fuel consumption data for every vehicle. The mentioned two vector variables (for mileage and for fuel consumption) were ...
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A New Approach to Monte Carlo Simulation of Operations
... Monte Carlo methods have been developed into a technique called Monte Carlo tree search [2] that is useful for searching for the best move in a ...moves. Monte Carlo Tree ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... (Multilevel Monte Carlo path simulation Operations Research, 2008; 56: 607–617) introduced a multi-level Monte Carlo method for approximating the expected value of a function of a ...
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Probing the dynamic response of dense matter with x ray Thomson scattering
... scheme. Statistical analysis was performed on synthetic data created using the calculations to assess the feasibility of using XRTS as a tem- perature and ionization ...
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