Chapter 25 Monte Carlo–Based Financial Market Value-at-Risk Estimation on GPUs Matthew F. Dixon, Thomas Bradley, Jike Chong and Kurt Keutzer With the proliferation of algorithmic trading, derivative usage and highly … - Selection from GPU Computing Ge
Monte-Carlo-based uncertainty analysis likewise takes on a progressively increasing share in generic reliability and robustness assessments, via its role in static [15] and dynamic [16] fault tree analyses. Monte-Carlo methods are finally also applied as numerical integration methods [17]. All in ...
A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither sym...
A Markov-Chain-Monte-Carlo-Based Method for System Identification This paper describes a novel methodology for the identification of mechanical systems and structures from vibration response measurements. It combines prio... RE Glaser,CL Lee,JJ Nitao,... - Imac-xx: A Conference on Structural Dyna...
1.1 Model-Based Monte Carlo 1.2 Model-Free Monte Carlo 1.2.1 原理 1.2.2 On-Policy Monte Carlo 算法 1.2.3 Off-Policy Monte Carlo 2 时序差分学习(TD) 2.1 更新原理 2.2 SRASA算法和Q-learning算法 0 前言 在上一节强化学习(RL)入门(一)——马尔可夫决策过程(MDP)与Bellman方程中,我们了解了强化学习...
针对这个问题,提出了一种基于Monte-Carlo积分方法的光线投射实现的实时体绘制算法,采用Monte-Carlo积分方法解决了光照明方程中的积分问题。实验结果表明,在显示效果几乎一样的前提下,采用本文的方法绘制效率提高了十多帧。 关键词:体绘制; 光线投射; 蒙特卡洛
Monte Carlo simulation can be used to investigate the behaviour of such systems and optimise their use, provided that the detector model closely reflects the real physical detector. The aim of this work is to develop a CZT model applicable for simulation of CZT-based gamma cameras. Methods The...
Monte-Carlo-based investigations of the edge effect of endovascular brachytherapy sources 来自 Elsevier 喜欢 0 阅读量: 16 作者:J Lehmann,KM Forster,CM Ma,AL Boyer 摘要: Lehmann J, Forster KM, Ma C, Boyer AL.DOI: 10.1016/S1522-1865(00)00053-6 ...
A Bayesian Monte Carlo-based algorithm for the estimation of small failure probabilities of systems affected by uncertainties 来自 Semantic Scholar 喜欢 0 阅读量: 84 作者:F. Cadini,A. Gioletta 摘要: We tackle low failure probability estimation within reliability analysis context.We investigate a ...
Monte Carlo model for assessing generation portfolios The work presented here adopts a long-term societal perspective and thus concentrates on overall future industry-wide supply costs for different possible generation portfolios. From a societal perspective, a key concern is how best the electricity ind...