1530 search results - page 89 / 306 » Monte-Carlo simulation balancing |
119
Voted
WSC
2008
15 years 3 months ago
2008
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
WSC
2004
15 years 2 months ago
2004
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
92
Voted
CSDA
2006
15 years 21 days ago
2006
Following the work of Hurvich, Shumway, and Tsai (1990), we propose an "improved" variant of the Akaike information criterion, AICi, for state-space model selection. The...
115
Voted
FS
2011
14 years 4 months ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
80
Voted
DAC
1998
ACM
16 years 1 months ago
1998
ACM
In this paper we present a statistical method for estimating the maximum power consumption in VLSI circuits. The method is based on the theory of extreme order statistics applied ...