نتایج جستجو برای: calculating a deterministic efficiency factor in monte carlo simulation method moreover
تعداد نتایج: 20644989 فیلتر نتایج به سال:
One of the most important methods employed to measure the market risk is value at risk calculation method. In this study, the value at risk of banks listed on the Tehran Stock Exchange and Over-the-counter (OTC) are calculated using parametric model, Monte Carlo simulation, historical simulation and Two-Sided Power (TSP) Distribution. The sample includes all listed banks in Iran. The results sh...
The main part of the global illumination problem of computer graphics is given by a Fredholm integral equation of the second kind, describing the light distribution in a closed environment. Calculating photorealistic images from that equation requires its kernel to be very complex and discontinuous. Due to this complexity Monte Carlo methods are an interesting tool for estimating a solution. In...
Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be represented by an independent random variable with a known mean and variance. The best solutions are ones which have a high probability of achieving a good makespan. We first create a theoretical framework, formally sho...
We present a Monte Carlo simulation of a model of a twisted nematic display on a lattice starting from purely microscopic interactions. We visualize the simulated display calculating optical textures under crossed polarizers corresponding to the Monte Carlo microscopic configurations. We also investigate the orientational order and the molecular organizations in the different regions of the lat...
for several years, researchers in familiarity of efl teachers with post-method and its role in second and foreign language learners’ productions have pointed out that the opportunity to plan for a task generally develops language learners’ development (ellis, 2005). it is important to mention that the critical varies in language teaching was shown is the disappearances of the concept of method ...
this study investigated how group formation method, namely student-selected vs. teacher-assigned, influences the results of the community model of teaching creative writing; i.e., group dynamics and group outcome (the quality of performance). the study adopted an experimental comparison group and microgenetic research design to observe the change process over a relatively short period of time. ...
growing demands and requires of high data rate systems cause significant increase of high frequency systems for wideband communication applications. as mixers are one of the main blocks of each receivers and its performance has great impact on receiver’s performance; in this thesis, a new solution for ku-band (12-18 ghz) mixer design in tsmc 0.18 µm is presented. this mixer has high linearity a...
introduction: radioiodine therapy is an effective method for treating thyroid cancer carcinoma, but it has some affects on normal tissues, hence dosimetry of vital organs are important to weigh the risks and benefits of this method. the aim of this study is to measure the absorbed doses of important organs by mcnp (monte carlo n particle) simulation and comparing the results of different method...
We compare single factor Markov-functional and multi factor market models for hedging performance of Bermudan swaptions. We show that hedging performance of both models is comparable, thereby supporting the claim that Bermudan swaptions can be adequately risk-managed with single factor models. Moreover, we show that the impact of smile can be much larger than the impact of correlation. We use t...
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