First, it introduces methods for forecasting the distribution of portfolio returns, which are very popular in practice but has some key flaws, namely the historical simulation methods. Secondly, it considers ways in which the daily risk models can be used for risk forecasting at multiple horizons....
Validating Gaussian Process Models with Simulation-Based Calibration Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ... J Mcleod,F Simpson 被引量: 0发表: 2021年 Heteroscedastic sparse Gaussian...
For example, simulation-based RBDO methods are applicable to general nonlinear systems in constraints feasibility evaluations; however, these methods may not be the most efficient methods for special RBDO cases such as linear systems with normal random variables. For such cases, applying approximation-...
SIMULATION BASED ECONOMETRIC METHODS This presentation will deal with a class of estimation problems in which the econometric model and the associated inference approaches lead to a criterion ... EC Prepared for,P Perron 被引量: 0发表: 0年 Simulation-based estimation of peer effects The influence...
Simulation Foundations, Methods and Applications hosts high-quality contributions that address the various facets of the modeling and simulation enterprise. These range from fundamental concepts that are strengthening the foundation of the discipline to the exploration of advances and emerging developments in...
小球自由落体动态模拟(Position Based Simulation) 在过去的几十年中,基于物理的三维物体动态模拟成为了计算机图形学的研究热点,其中最常见的方法是基于力(force-based)的模拟方法,比如弹簧质点模型(http://www.cnblogs.com/shushen/p/5473264.html),它把物体抽象成一系列质点以及连接这些质点的弹簧,然后通过离散化牛顿...
MATLAB Simulink DSP System Toolbox MATLAB Parallel Server Model-Based Calibration Toolbox Parallel Computing Toolbox Simulink Control Design Simulink Design Optimization Stateflow System Identification Toolbox Learn More Simulink Best Practices for Large-Scale Modeling(5 videos)- Video Series ...
[SF]$^2$M is more efficient and gives more accurate solutions to the SB problem than simulation-based methods from prior work. Finally, we apply [SF]$^2$M to the problem of learning cell dynamics from snapshot data. Notably, [SF]$^2$M is the first method to accurately model cell ...
framework,model,theoretical account- a hypothetical description of a complex entity or process; "the computer program was based on a model of the circulatory and respiratory systems" computer science,computing- the branch of engineering science that studies (with the aid of computers) computable proce...
Simulation data is generated based on the data properties estimated from the input data and compared with the real data in the evaluation process (Fig. 1c). Using four key sets of evaluation criteria (Fig. 1c, d), we systematically compare the single-cell simulation methods’ performance for...