A nonparametric approach for European option valuation
Keywords: روش مونت کارلو; Derivative security valuation; Minimal entropy martingale measure; Monte Carlo simulation
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Forecast facilitated lot-for-lot ordering in the presence of autocorrelated demand
Keywords: روش مونت کارلو; Lot-for-lot ordering; MRP; Forecasting; AR(1) process; Monte Carlo simulation
Simulation and experimental verification of the diffusion in an anisotropic fiber phantom
Keywords: روش مونت کارلو; Diffusion; Fiber phantom; Porous media; Monte Carlo simulation; Random walk; Kurtosis;
Modeling semantics of inconsistent qualitative knowledge for quantitative Bayesian network inference
Keywords: روش مونت کارلو; Qualitative knowledge modeling; Inconsistent knowledge integration; Bayesian networks; Bayesian inference; Monte Carlo simulation
Semi-parametric specification tests for mixing distributions
Keywords: روش مونت کارلو; Mixed Poisson distribution; Model specification; Monte Carlo simulation; Semi-parametric method
Monte Carlo simulation of extrusion die life
Keywords: روش مونت کارلو; Die life; Die failure; Fatigue fracture; Wear; Aluminum extrusion; Monte Carlo simulation
Perturbation experiments and fluctuation enhancement in finite size of lattice ecosystems: Uncertainty in top-predator conservation
Keywords: روش مونت کارلو; Monte Carlo simulation; Top-predator conservation; Fluctuation enhancement; Finite-size lattice; Linear Langevin equation; Population uncertainty
Diffusion tensor imaging at low SNR: nonmonotonic behaviors of tensor contrasts
Keywords: روش مونت کارلو; DTI; Tensor estimation; Low SNR; Reliability; Monte Carlo simulation
Radiation shielding evaluation of the BNCT treatment room at THOR: A TORT-coupled MCNP Monte Carlo simulation study
Keywords: روش مونت کارلو; BNCT treatment room; Radiation shielding; Monte Carlo simulation; Variance reduction; Adjoint function-derived weight window
A FCM-based deterministic forecasting model for fuzzy time series
Keywords: روش مونت کارلو; Fuzzy time series; Forecasting; Interval partitioning; Fuzzy logical relationship; Monte Carlo simulation
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Keywords: روش مونت کارلو; 02.50.Ng; 89.65.Gh; MSC2000; 65C10; 65C30Random number generators; Random bit generators; Hardware implementation; Field programmable gate arrays (FPGAs); Monte Carlo simulation; Weak Taylor schemes; Multi-point distributed random variables
Study of intrinsic anchoring in nematic liquid crystals based on modified Gruhn–Hess pair potential
Keywords: روش مونت کارلو; Modified Gruhn–Hess pair potential; Nematic order; Intrinsic anchoring; Director profile; Monte Carlo simulation
Quantitative risk assessment of thermophilic Campylobacter spp. and cross-contamination during handling of raw broiler chickens evaluating strategies at the producer level to reduce human campylobacteriosis in Sweden
Keywords: روش مونت کارلو; Quantitative risk assessment; Monte Carlo simulation; Campylobacter; Cross-contamination; Analytica; Uncertainty; Microbiological limit
Monte Carlo study of multicomponent adsorption on triangular lattices
Keywords: روش مونت کارلو; Gas mixture adsorption; Lattice-gas models; Monte Carlo simulation;
Treatment of design fire uncertainty using Quadrature Method of Moments
Keywords: روش مونت کارلو; Design fire; Uncertainty; Monte Carlo simulation; Quadrature Method of Moments; Generalized Lambda Distribution
An improved Shashlyk calorimeter
Keywords: روش مونت کارلو; 29.40.Vj; 07.05.TpShashlyk calorimeter; Scintillator; WLS fiber; APD; WFD; Monte Carlo simulation
Tailored instrumentation for long-pulse neutron spallation sources
Keywords: روش مونت کارلو; 61.12.Ex; 05.10.Ln; 31.15.QqNeutron scattering; Instrument simulation; Monte Carlo simulation; Spallation neutron sources
A tiered approach for aquatic risk assessment of alcohol ethoxylates
Keywords: روش مونت کارلو; Alcohol ethoxylates; Environmental risk assessment; Monte Carlo simulation
Multi-criteria evaluation of wastewater treatment plant control strategies under uncertainty
Keywords: روش مونت کارلو; Wastewater treatment; Control; Benchmarking; Multi-criteria decision analysis; Uncertainty; Monte Carlo simulation
An optimized wild bootstrap method for evaluation of measurement uncertainties of DTI-derived parameters in human brain
Keywords: روش مونت کارلو; Diffusion tensor imaging; Measurement uncertainty; Wild bootstrap; Monte Carlo simulation;
Improving the performance of kurtosis estimator
Keywords: روش مونت کارلو; Kurtosis; Mean squared error; Monte Carlo simulation; Coefficient of variation; Bootstrapping
Monte Carlo simulation-based algorithms for estimating the reliability of mobile agent-based systems
Keywords: روش مونت کارلو; Mobile agents; Reliability; Monte Carlo simulation; Algorithms; Random walk
MaxVaR with non-Gaussian distributed returns
Keywords: روش مونت کارلو; Risk measures; Risk management; Jump-diffusion model; Inflation factor; Margin account; Monte Carlo simulation
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method
Keywords: روش مونت کارلو; 65C05; 60F15; 82D75; 82C80Principal eigenvalue of the Dirichlet problem; Principal eigenvalue for the neutron transport problem; Monte Carlo simulation; Random walk on rectangles; Branching method; Simulation of rare events
A dual reciprocity boundary element method for photothermal interactions in laser-induced thermotherapy
Keywords: روش مونت کارلو; Dual reciprocity BEM; Monte Carlo simulation; Bioheat transfer; Laser-induced thermotherapy;
Two-dimensional chiral segregation of the bent hard needles model with Lennard-Jones sites
Keywords: روش مونت کارلو; 64.75.+g; 61.20.Gy; 05.70.NpChiral models; Segregation; Monte Carlo simulation
A fast algorithm for connectivity graph approximation using modified Manhattan distance in dynamic networks
Keywords: روش مونت کارلو; Connectivity graph approximation; Ad hoc networks; Modified Manhattan measure; Monte Carlo simulation; Mean degree distribution;
Dipalmitoylphosphatidylcholine membranes modified with carotenoid pigment lutein: Experiment versus Monte Carlo simulation study of the membrane organization
Keywords: روش مونت کارلو; DPPC; dipalmitoylphosphatidylcholine; LUT; lutein; LUTâ¥; lutein spanning the membrane; LUT||; lutein oriented parallel to the surface of the lipid membrane; Carotenoid; Lutein; Lipid membrane; Absorption spectroscopy; Monte Carlo simulation; Molecular a
Measurement of 14 MeV neutron-induced prompt gamma-ray spectra from 15 elements found in cargo containers
Keywords: روش مونت کارلو; EURITRACK; 14-MeV neutron-induced gamma rays; Monte Carlo simulation
Identification of reliable regression- and correlation-based sensitivity measures for importance ranking of water-quality model parameters
Keywords: روش مونت کارلو; Sensitivity analysis; Latin Hypercube Sampling; Monte Carlo Simulation; Water quality modelling; Linear regression; Correlation coefficients
Charge transport in disordered organic solids: A Monte Carlo simulation study on the effects of film morphology
Keywords: روش مونت کارلو; 72.80.Le; 72.80.Lg; 71.55.Jv; 73.61.Ph; 68.55.−aMolecularly doped polymers; Disordered system; Morphology; Electronic transport; Aggregation; Monte Carlo simulation
Generation of two-dimensionally variable saturated hydraulic conductivity fields: Model theory, verification and computer program
Keywords: روش مونت کارلو; Spatial variability; Random field; Generation; Monte Carlo simulation; Spatial correlation; Log-normal distribution
Parameter uncertainty, sensitivity analysis and prediction error in a water-balance hydrological model
Keywords: روش مونت کارلو; Complex systems; Error propagation; Hydrological model; Monte Carlo simulation; Risk; Sensitivity analysis; Uncertainty; 2C; 2CSalt
Fast Monte Carlo methodology for multivariate particulate systems—I: Point ensemble Monte Carlo
Keywords: روش مونت کارلو; Population balance; Multivariate population balance; Monte Carlo simulation; Aggregate coagulation; Aggregate sintering; Nonlinear dynamics
Evaluation of threshold management strategies for groundfish off the U.S. West Coast
Keywords: روش مونت کارلو; Decision rule; Groundfish; Monte Carlo simulation; Precautionary approach; U.S. West Coast
Statistical simulation of wave climate and extreme beach erosion
Keywords: روش مونت کارلو; Joint probability; Statistics; Monte Carlo simulation; Equilibrium profiles; Beach erosion
Effects of the Nucleoid Protein HU on the Structure, Flexibility, and Ring-Closure Properties of DNA Deduced from Monte Carlo Simulations
Keywords: روش مونت کارلو; HU, heat unstable; LacR, Lac repressor; AFM, atomic force microscopyDNA topology; HU; J factor; Monte Carlo simulation; persistence length
The Safe-SADT method for aiding designers to choose and improve dependable architectures for complex automated systems
Keywords: روش مونت کارلو; Dependability; Design of complex systems; Operational architecture; Monte Carlo simulation; Safe-SADT
On the applicability and solution of bilevel optimization models in transportation science: A study on the existence, stability and computation of optimal solutions to stochastic mathematical programs with equilibrium constraints
Keywords: روش مونت کارلو; Traffic equilibrium; Communication networks; Stochastic programming; Stochastic mathematical program with equilibrium constraints; Network design; Solution stability; Penalization; Discretization; Monte Carlo simulation; Sample average approximation
Lifetime analysis based on the generalized Birnbaum-Saunders distribution
Keywords: روش مونت کارلو; Asymptotic inference; Goodness-of-fit; Lifetime distributions; Likelihood methods; Monte Carlo simulation; Numerical methods; Reliability and survival analysis;
Fuel mix diversification incentives in liberalized electricity markets: A Mean-Variance Portfolio theory approach
Keywords: روش مونت کارلو; C15; D81; L94; Fuel mix diversification; Monte Carlo simulation; Electricity and fuel price risks; Mean-Variance Portfolio theory;
Vulnerability analysis of large concrete dams using the continuum strong discontinuity approach and neural networks
Keywords: روش مونت کارلو; Reliability analysis; Fragility curves; Vulnerability; Monte Carlo Simulation; Soft computing; Neural Networks; Continuum Strong Discontinuity Approach
Approximation to the mean curve in the LCS problem
Keywords: روش مونت کارلو; primary, 05A16, 60F10, 65C05; secondary, 46N10, 92-08Longest common subsequence problem; Chvátal–Sankoff constant; Steele conjecture; Mean curve; Large deviation theory; Monte Carlo simulation; Convex analysis
A review on Monte Carlo simulation methods as they apply to mutation and selection as formulated in Wright–Fisher models of evolutionary genetics
Keywords: روش مونت کارلو; Monte Carlo simulation; Generation of random numbers; Genomic signatures of evolutionary processes; Wright–Fisher models; Scientific openness in computer simulation models; Quantile and extreme values trajectories
Molecular dynamic theories in chromatography
Keywords: روش مونت کارلو; Stochastic theory; Molecular dynamic theory; Microscopic theory of chromatography; Monte Carlo simulation; Poisson process
A SAS macro for sample size adjustment and randomization test for internal pilot study
Keywords: روش مونت کارلو; Clinical trials; Internal pilot study; Sample size adjustment; Two-stage adaptive design; Randomization test; Monte Carlo simulation; SAS/IML
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Keywords: روش مونت کارلو; Conditional duration; Asymmetry; ACD; Log-ACD; Monte Carlo simulation;
Real option valuation of free destination in long-term liquefied natural gas supplies
Keywords: روش مونت کارلو; C15; Q40; M31; Real options; Monte Carlo simulation; Liquefied natural gas; Volatility; Stochastic simulation;
Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
Keywords: روش مونت کارلو; Weak stochastic solutions; Transversal linearization; Girsanov transformation; Ito–Taylor expansions; Monte Carlo simulation; Nonlinear oscillators
Simulation of simply cross correlated random fields by series expansion methods
Keywords: روش مونت کارلو; Multivariate random field; Orthogonal transformation of a covariance matrix; Karhunen–Loève expansion; SFEM; Monte Carlo simulation; Latin hypercube sampling; Size effect