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» Introduction to Monte Carlo simulation
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ISCOPE
1998
Springer
13 years 9 months ago
Parallel Object Oriented Monte Carlo Simulations
Abstract. We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the aut...
Matthias Troyer, Beat Ammon, Elmar Heeb
CEC
2005
IEEE
13 years 11 months ago
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Jin Suk Kim, Suk Joon Byun
VTS
2006
IEEE
122views Hardware» more  VTS 2006»
13 years 11 months ago
Early, Accurate and Fast Yield Estimation through Monte Carlo-Alternative Probabilistic Behavioral Analog System Simulations
Monte Carlo analysis has so far been the corner stone for analog statistical simulations. Fast and accurate simulations are necessary for stringent time-to-market, design for manu...
Rasit Onur Topaloglu
CG
2010
Springer
13 years 3 months ago
Biasing Monte-Carlo Simulations through RAVE Values
Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...
Arpad Rimmel, Fabien Teytaud, Olivier Teytaud
CEC
2007
IEEE
13 years 11 months ago
Experiments with Monte Carlo Othello
— In this paper, we report on our experiments with using Monte Carlo simulation (specifically the UCT algorithm) as the basis for an Othello playing program. Monte Carlo methods ...
Philip Hingston, Martin Masek