670 search results - page 14 / 134 » Introduction to Monte Carlo simulation |
WSC
2004
14 years 11 months ago
2004
Monte Carlo techniques have long been used (since Buffon's experiment to approximate the value of by tossing a needle onto striped paper) to analyze phenomena which, due to ...
109
Voted
WSC
1997
14 years 11 months ago
1997
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
FPL
2008
Springer
14 years 11 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
71
Voted
WSC
2004
14 years 11 months ago
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
ACG
2009
Springer
15 years 4 months ago
2009
Springer
Recently, Monte-Carlo Tree Search (MCTS) has advanced the field of computer Go substantially. In the game of Lines of Action (LOA), which has been dominated in the past by αβ, M...