Stochastic simulation

Results: 239



#Item
81Financial risk / Economics / Mathematical sciences / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / RiskMetrics / Stochastic volatility / Value at risk / Statistics / Mathematical finance / Actuarial science

Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. MODELLING AND FORECASTING DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULAT

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:01:18
82Statistical randomness / Precipitation / Rain / Climate / Stochastic / Physical geography / Hydrology / Simulation software / Climate of Australia / Meteorology / Atmospheric sciences

Reliability of Daily and Annual Stochastic Rainfall Data Generated from Different Data Lengths and Data Characteristics

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:48:58
83Dynamic programming / Stochastic control / Monte Carlo methods / Statistical mechanics / Partially observable Markov decision process / Markov decision process / Automated planning and scheduling / Simulation / Markov chain / Statistics / Probability and statistics / Markov processes

Monte-Carlo Planning in Large POMDPs Joel Veness UNSW, Sydney, Australia

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Source URL: jveness.info

Language: English - Date: 2010-11-08 17:46:22
84Covariance and correlation / Regression analysis / Stochastic processes / Normal distribution / Long-range dependency / Volatility / Stochastic volatility / Time series / CIR process / Statistics / Time series analysis / Mathematical finance

Proceedings of the 2005 International Conference on Simulation and Modeling V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas, eds. 1 MODELING FINANCIAL DATA

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:04:20
85CUDA / GPGPU / Nvidia / Video game hardware / Stochastic simulation / Simulation / Lattice constant / Statistics / Computer hardware / Graphics hardware / Video cards

Lattice Microbes Problem Solving Environment User’s Guide LM Version 2.2, pyLM Version 1.0 October 23, 2014

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Source URL: www.scs.illinois.edu

Language: English - Date: 2014-10-23 13:07:12
86Stochastic processes / Poisson process / Convolution / Gamma distribution / Statistics / Mathematical analysis / Mathematics

3 DecemberAPPROXIMATE SIMULATION OF HAWKES PROCESSES JESPER MØLLER,∗ Aalborg University JAKOB G. RASMUSSEN,∗∗ Aalborg University

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Source URL: people.math.aau.dk

Language: English - Date: 2004-12-03 03:46:02
87Applied mathematics / Ethology / Membrane computing / Computer simulation / Natural computing / P system / Simulation / Scientific modelling / Models of computation / Scientific modeling / Science

Membrane systems as a rule based modelling framework for multi-compartmental stochastic and discrete systems Agustín Riscos-Núñez Research Group on Natural Computing Department of Computer Science and Artificial Intel

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Source URL: www.math.utu.fi

Language: English - Date: 2014-10-07 08:49:24
88Genetics / Heritability / Animal breeding / Plant breeding / Evolution / Multivariate analysis / Purebred / Trait / Biology / Breeding / Livestock

A comparison of methods to calculate a total merit index using stochastic simulation

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Source URL: www.gsejournal.org

Language: English
89Economics / Computational science / Dynamic stochastic general equilibrium / National Institutes of Health / Macroeconomic model / Scientific modelling / Economic model / Computer simulation / Simulation / Macroeconomics / Science / Scientific modeling

www.nature.com/nature Vol 460 | Issue no. 7256 | 6 August 2009 A model approach More development work is needed to help computer simulations inform economic policy.

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Source URL: www.cossa.org

Language: English - Date: 2014-07-11 11:58:51
90Stationary process / Stochastic differential equation / Statistics / Stochastic processes / Gamma distribution

Generating concentration time series for simulation studies of hazardous plumes

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:33:38
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