Stochastic Simulation

An economic-risk analysis of alternative rotations by stochastic simulation in Fars province

ABSTRACT - Cultivation of legumes in crop rotations results in atmosphere nitrogen fixation. After harvesting, part of this external nitrogen remains in soil and is used by subsequent crops. This implies that producers would gain from lowering the amount of nitrogen fertilizer in their fields. In this study, stochastic simulation is used to generate probability distributions of net present valu...

Simulation of Long-term Returns with Stochastic Correlations

This paper focuses on a nonlinear stochastic model for financial simulation and forecasting based on assumptions of multivariate stochastic correlation, with an application to the European market. We present in particular the key elements of a structured hierarchical econometric model that can be used to forecast financial and commodity markets relying on statistical and simulation methods. The...

Estimating And Forecasting Demand For Broad Money In Iran Through Cointegration Analysis And Stochastic Simulation

A new stochastic 3D seismic inversion using direct sequential simulation and co-simulation in a genetic algorithm framework

Stochastic seismic inversion is a family of inversion algorithms in which the inverse solution was carried out using geostatistical simulation. In this work, a new 3D stochastic seismic inversion was developed in the MATLAB programming software. The proposed inversion algorithm is an iterative procedure that uses the principle of cross-over genetic algorithms as the global optimization techniqu...

Stochastic Finite Fault Modeling for the 16 September 1978 Tabas, Iran, Earthquake

The main objective of this study is estimating acceleration time history of 16 September 1978 Tabas earthquake incorporating the seismological/geological source-path and site model parameters by using finite-fault simulation approach. The method generalizes the stochastic ground-motion simulation technique, developed for point sources, to the case of finite faults. It subdivides the fault plane...

Combination of Approximation and Simulation Approaches for Distribution Functions in Stochastic Networks

This paper deals with the fundamental problem of estimating the distribution function (df) of the duration of the longest path in the stochastic activity network such as PERT network. First a technique is introduced to reduce variance in Conditional Monte Carlo Sampling (CMCS). Second, based on this technique a new procedure is developed for CMCS. Third, a combined approach of simulation and ap...