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Stochastic simulation
Results: 239

#	Item
211	Microsoft Word - Tetlow_Ironside_slides_s.doc Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-05-25 04:41:18 Simulation Macroeconomic model Stochastic Optimal control Mathematics Control theory Knowledge Cognition Macroeconomics Statistical randomness Economic model
212	Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models Kenneth L. Judd, Lilia Maliar and Serguei Maliar QUANTITATIVE ECONOMICS (forthcoming) July 1, 2011 Add to Reading List Source URL: stanford.edu Language: English - Date: 2011-09-01 00:19:52 Ergodic theory Maliar Stochastic simulation Statistics Asia Demographics of Pakistan Stochastic processes Operations research Simulation
213	Supplement to "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models": Appendices Add to Reading List Source URL: stanford.edu Language: English - Date: 2011-08-31 23:52:19 Normal distribution Quantum mechanics
214	NBER WORKING PAPER SERIES MERGING SIMULATION AND PROJECTION APPROACHES TO SOLVE HIGH-DIMENSIONAL PROBLEMS Kenneth L. Judd Lilia Maliar Add to Reading List Source URL: stanford.edu Language: English - Date: 2012-11-08 22:51:46 Markov chain Invariant measure Stochastic process Algorithm Ergodicity Economic model Alexandra Bellow Statistics Mathematical analysis Ergodic theory
215	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:37 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
216	L. Ingber, “Statistical mechanics of combat and extensions,” in Toward a Science of Command, Control, and Communications, ed. by C. Jones (American Institute of Aeronautics and Astronautics Washington, D.C., 1993, pp Add to Reading List Source URL: www.ingber.com Language: English - Date: 2002-01-14 20:39:05 Mathematical modeling Operations research Collective intelligence Mathematical model Economic model Stochastic differential equation Computer simulation Chaos theory Differential equation Mathematics Statistics Mathematical sciences
217	Positive Stochastic Volatility Simulation Simon J.A. Malham & Anke Wiese Heriot–Watt University, Edinburgh Seminar at King’s College, London 30th November 2010 Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2010-12-17 09:57:10 Markov chain Heston model Symbol Statistics Probability and statistics Normal distribution
218	34 CP1 Eﬃcient Parallel Simulation for Stochastic Simulation of Biochemical Systems on the Graphics Processing Unit The small populations of some reactant species in biological systems formed by living cells can resul Add to Reading List Source URL: www.siam.org Language: English - Date: 2008-02-26 08:41:19 Numerical linear algebra Computational science Parallel computing Numerical analysis Portable Extensible Toolkit for Scientific Computation Message Passing Interface Molecular dynamics Lis Monte Carlo method Mathematics Science Software
219	Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models Kenneth L. Judd, Lilia Maliar and Serguei Maliar QUANTITATIVE ECONOMICS (forthcoming) July 1, 2011 Add to Reading List Source URL: stanford.edu Language: English - Date: 2011-09-01 00:19:52 Ergodic theory Maliar Stochastic simulation Statistics Asia Demographics of Pakistan Stochastic processes Operations research Simulation
220	NBER WORKING PAPER SERIES MERGING SIMULATION AND PROJECTION APPROACHES TO SOLVE HIGH-DIMENSIONAL PROBLEMS Kenneth L. Judd Lilia Maliar Add to Reading List Source URL: stanford.edu Language: English - Date: 2012-11-08 22:51:21 Markov chain Invariant measure Stochastic process Algorithm Ergodicity Economic model Alexandra Bellow Statistics Mathematical analysis Ergodic theory

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