123 search results - page 2 / 25 » Monte-Carlo Simulation Balancing in Practice |
WSC
2001
13 years 6 months ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
WSC
2000
13 years 6 months ago
2000
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
GLOBECOM
2009
IEEE
14 years 58 min ago
2009
IEEE
—The Multicanonical Monte Carlo (MMC) technique is a new form of adaptive importance sampling (IS). Thanks to its blind adaptation algorithm, it does not require an in-depth syst...
ENGL
2008
13 years 5 months ago
2008
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstructio...