WSC
2000
13 years 6 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
SCANGIS
2003
13 years 6 months ago
2003
GISs give users facilities to integrate and analyze data from different sources with different scale, accuracy, resolution and quality of the original data which are the key aspect...
WSC
2004
13 years 6 months ago
2004
Exactly computing network reliability measures is an NPhard problem. Therefore, Monte Carlo simulation has been frequently used by network designers to obtain accurate estimates. ...
WSC
2004
13 years 6 months ago
2004
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
WSC
2007
13 years 7 months ago
2007
The problem of path planning for Unmanned Aerial Vehicles (UAV) with a tracking mission, when some a priori information about the targets and the environment is available can in s...
WSC
2007
13 years 7 months ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
WSC
2007
13 years 7 months ago
2007
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
DATE
2010
IEEE
13 years 10 months ago
2010
IEEE
—Variations of process parameters have an important impact on reliability and yield in deep sub micron IC technologies. One methodology to estimate the influence of these effects...
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
— 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 ...
ISQED
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper presents a statistic-based approach for evaluating the testability of nodes in combinational circuits. This testability measurement is obtained via Monte Carlo simulati...