Sciweavers

670 search results - page 17 / 134
» Introduction to Monte Carlo simulation
Sort
View
79
Voted
ICCS
2001
Springer
15 years 2 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Christiane Lemieux, Pierre L'Ecuyer
ENGL
2008
186views more  ENGL 2008»
14 years 9 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
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...
Xiang Tian, Khaled Benkrid, Xiaochen Gu
SIGSOFT
2007
ACM
15 years 10 months ago
State space exploration using feedback constraint generation and Monte-Carlo sampling
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
Sriram Sankaranarayanan, Richard M. Chang, Guofei ...
64
Voted
ISBI
2008
IEEE
15 years 10 months ago
Monte Carlo assessment of time-of-flight benefits on the LYSO-based discovery RX PET/CT scanner
Time-Of-Flight (TOF) positron emission tomography (PET) was studied and preliminarily developed in the 80s, but the lack of a scintillator able to deliver proper time resolution a...
Parham Geramifar, Mohammad Reza Ay, Mojtaba Shamsa...
ML
2007
ACM
192views Machine Learning» more  ML 2007»
14 years 9 months ago
Annealing stochastic approximation Monte Carlo algorithm for neural network training
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...
Faming Liang