3 search results - page 1 / 1 » Generating "dependent" quasi-random numbers |
WSC
2000
13 years 5 months ago
2000
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
IPPS
2008
IEEE
13 years 11 months ago
2008
IEEE
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
CEC
2008
IEEE
13 years 11 months ago
2008
IEEE
— Quasirandom or low discrepancy sequences, such as the Van der Corput, Sobol, Faure, Halton (named after their inventors) etc. are less random than a pseudorandom number sequenc...