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  • Search: subject:"Monte‐Carlo simulation"
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Year of publication
Subject
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Monte Carlo simulation 7,299 Monte-Carlo-Simulation 6,701 Theorie 2,920 Theory 2,894 Schätztheorie 1,482 Estimation theory 1,473 Simulation 1,093 Markov-Kette 1,065 Markov chain 1,064 Bayesian inference 912 Bayes-Statistik 909 Stochastischer Prozess 877 Schätzung 874 Stochastic process 871 Estimation 866 Optionspreistheorie 719 Option pricing theory 711 Zeitreihenanalyse 661 Time series analysis 656 Volatilität 632 Volatility 628 Prognoseverfahren 517 Forecasting model 515 Panel 485 Panel study 480 Sampling 404 Stichprobenerhebung 404 Regression analysis 362 Regressionsanalyse 362 Statistischer Test 362 Statistical test 353 Portfolio-Management 300 Portfolio selection 295 USA 294 United States 289 Statistische Verteilung 283 VAR-Modell 283 Statistical distribution 281 VAR model 280 Risikomanagement 279
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Online availability
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Free 3,094 Undetermined 2,077 CC license 137
Type of publication
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Article 4,334 Book / Working Paper 3,499 Other 3
Type of publication (narrower categories)
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Article in journal 3,378 Aufsatz in Zeitschrift 3,378 Working Paper 1,817 Arbeitspapier 1,699 Graue Literatur 1,682 Non-commercial literature 1,682 Aufsatz im Buch 213 Book section 213 Hochschulschrift 153 Thesis 132 Article 55 research-article 45 Collection of articles written by one author 22 Conference paper 22 Konferenzbeitrag 22 Sammlung 22 Collection of articles of several authors 20 Sammelwerk 20 Dissertation u.a. Prüfungsschriften 18 Amtsdruckschrift 16 Government document 16 Lehrbuch 15 Case study 14 Fallstudie 14 Aufsatzsammlung 13 Textbook 13 Konferenzschrift 9 Forschungsbericht 7 Systematic review 6 Übersichtsarbeit 6 Bibliografie enthalten 5 Bibliography included 5 Bibliografie 3 Conference Paper 3 Congress Report 3 Reprint 3 conceptual-paper 3 technical-paper 3 Accompanied by computer file 2 Elektronischer Datenträger als Beilage 2
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Language
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English 6,822 Undetermined 758 German 216 French 17 Spanish 13 Portuguese 5 Czech 3 Hungarian 2 Slovak 2 Croatian 1 Italian 1 Polish 1
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Author
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Koopman, Siem Jan 66 Dijk, Herman K. van 64 Pesaran, M. Hashem 63 Kapetanios, George 50 Joshi, Mark S. 46 Tsionas, Efthymios G. 45 Reed, W. Robert 36 Casarin, Roberto 31 Dufour, Jean-Marie 31 McAleer, Michael 31 Ravazzolo, Francesco 27 Schorfheide, Frank 27 Westerlund, Joakim 26 Koop, Gary 23 Chiarella, Carl 22 Chudik, Alexander 22 Kleijnen, Jack P. C. 22 Pfaffermayr, Michael 22 Baltagi, Badi H. 21 Grassi, Stefano 21 Lucas, André 21 Stentoft, Lars 21 Yamagata, Takashi 21 Zhang, Xibin 21 Asai, Manabu 20 Hoogerheide, Lennart 20 Kitagawa, Toru 20 Lesage, James P. 20 Martin, Gael M. 20 Belomestny, Denis 19 Bos, Charles S. 19 Chib, Siddhartha 19 Kilian, Lutz 19 Lechner, Michael 19 Urga, Giovanni 19 Dijk, Dick van 18 Herbst, Edward P. 18 Lang, Stefan 18 Nason, James Michael 18 Schoenmakers, John 18
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Institution
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National Bureau of Economic Research 43 International Monetary Fund (IMF) 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 Nationalekonomiska Institutionen, Ekonomihögskolan 13 Centre for Analytical Finance <Århus> 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Agricultural and Applied Economics Association - AAEA 9 Department of Economics, University of Victoria 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 8 Finance Discipline Group, Business School 8 HAL 8 Tinbergen Instituut 8 EconWPA 7 Institut für Schweizerisches Bankwesen <Zürich> 7 Lunds Universitet / Nationalekonomiska Institutionen 7 Queen Mary College / Department of Economics 7 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 7 European Association of Agricultural Economists - EAAE 6 Tinbergen Institute 6 Faculty of Economics, University of Cambridge 5 Institute for the Study of Labor (IZA) 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 University of Exeter / Department of Economics 5 Arbeitskreis Quantitative Steuerlehre 4 Deutsche Bundesbank 4 Econometrisch Instituut <Rotterdam> 4 Economics Department, Queen's University 4 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Canterbury / Dept. of Economics and Finance 4 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 4 de Nederlandsche Bank 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 3 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 3 International Monetary Fund 3
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Published in...
All
Journal of econometrics 178 Discussion paper / Tinbergen Institute 114 Physica A: Statistical Mechanics and its Applications 104 Economics letters 93 European journal of operational research : EJOR 79 Computational economics 77 Econometric reviews 71 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 70 The journal of computational finance 65 Working paper 61 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 59 CEMMAP working papers / Centre for Microdata Methods and Practice 58 Applied economics 56 Journal of applied econometrics 55 Quantitative finance 55 International journal of theoretical and applied finance 52 Working paper / Department of Econometrics and Business Statistics, Monash University 45 Economic modelling 43 The econometrics journal 42 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 41 Risks : open access journal 39 Applied economics letters 38 Econometrics : open access journal 37 International journal of forecasting 37 Journal of economic dynamics & control 37 NBER Working Paper 36 NBER working paper series 36 IMF Working Papers 35 Insurance / Mathematics & economics 34 Working paper / National Bureau of Economic Research, Inc. 34 Journal of forecasting 33 Journal of risk and financial management : JRFM 32 Energy economics 31 Finance and stochastics 30 Operations research 28 Série des documents de travail / Centre de Recherche en Économie et Statistique 27 Finance research letters 26 Working papers 26 Econometric theory 25 International journal of production research 25
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Source
All
ECONIS (ZBW) 6,605 RePEc 863 EconStor 179 Other ZBW resources 63 USB Cologne (EcoSocSci) 62 USB Cologne (business full texts) 35 BASE 29
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Showing 6,691 - 6,700 of 7,836
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Assessing the performance and benefits of customer distributed generation developers under uncertainties
Zangiabadi, Mansoureh; Feuillet, Rene; Lesani, Hamid; … - In: Energy 36 (2011) 3, pp. 1703-1712
In this paper, the performance of customer-owned distributed generation (DG) units is quantified from different perspectives through an uncertainty study. A Monte Carlo-based method is applied to assess the stochastic operation of the customer-owned DG units in the power distribution system....
Persistent link: https://www.econbiz.de/10011054234
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Dynamic Monte Carlo simulation of the NO+H2 reaction on Pt(100): TPR spectra
Álvarez-Falcón, L.; Alas, S.J.; Vicente, L. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4174-4183
The catalytic reduction of nitric oxide by hydrogen over a Pt surface is studied using a dynamic Monte Carlo (MC) method on a square lattice under low pressure conditions. Using a Langmuir–Hinshelwood reaction mechanism, a simplified model with only four adsorbed species (NO, H, O, and N) is...
Persistent link: https://www.econbiz.de/10011059009
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Majority-vote model on triangular, honeycomb and Kagomé lattices
Santos, J.C.; Lima, F.W.S.; Malarz, K. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 2, pp. 359-364
On Archimedean lattices, the Ising model exhibits spontaneous ordering. Three examples of these lattices of the majority-vote model with noise are considered and studied through extensive Monte Carlo simulations. The order/disorder phase transition is observed in this system. The calculated...
Persistent link: https://www.econbiz.de/10011061394
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flatIGW — An inverse algorithm to compute the density of states of lattice self avoiding walks
Ponmurugan, M.; Sridhar, V.; Narasimhan, S.L.; Murthy, … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 7, pp. 1258-1268
We show that the Density of States (DoS) for lattice Self Avoiding Walks can be estimated by using an inverse algorithm, called flatIGW, whose step-growth rules are dynamically adjusted by requiring the energy histogram to be locally flat. Here, the (attractive) energy associated with a...
Persistent link: https://www.econbiz.de/10011061508
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Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters
Marques, G.O.L.C. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 1, pp. 8-17
Monte Carlo simulation experiments using the ML estimator with Whittle’s approximation in the frequency domain. Numerical …
Persistent link: https://www.econbiz.de/10011062029
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Effect of initial concentration and spatial heterogeneity of active agent distribution on opinion dynamics
Balankin, Alexander S.; Cruz, Martínez; Ángel, Miguel; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3876-3887
We analyze the effect of spatial heterogeneity in the initial spin distribution on spin dynamics in a three-state square lattice divided into spatial cells (districts). In the spirit of the statistical mechanics of social impact, we introduce a dominant influence rule (DIR), according to which,...
Persistent link: https://www.econbiz.de/10011063470
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Random sequential adsorption of polyatomic species with the presence of impurities
Cornette, V.; Ramirez-Pastor, A.J.; Nieto, F. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 4, pp. 671-679
Random sequential adsorption of k-mers (particles occupying k adsorption sites on the substrate) of different sizes and shapes deposited on square lattices is studied. Heterogeneous surfaces caused by impurities previously and randomly deposited are considered. Thus, an adsorption site occupied...
Persistent link: https://www.econbiz.de/10011064233
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Difficulties Detecting Fraud? The Use of Benford’s Law on Regression Tables
Bauer, Johannes; Gross, Jochen - In: Journal of Economics and Statistics (Jahrbuecher fuer … 231 (2011) 5-6, pp. 733-748
The occurrence of scientific fraud damages the credibility of science. An instrument to discover deceit was proposed with Benford’s law, a distribution which describes the probability of significant digits in many empirical observations. If Benford-distributed digits are expected and empirical...
Persistent link: https://www.econbiz.de/10009369640
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Predicting future lifetime based on random number of three parameters Weibull distribution
El-Adll, Magdy E. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 9, pp. 1842-1854
In this paper, two pivotal quantities are modified to construct prediction intervals for future lifetime based on random number of three parameters Weibull distribution, which can be widely applied in reliability theory and lifetime problems. The case of fixed sample size is presented as a...
Persistent link: https://www.econbiz.de/10010749688
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Identifying the Pareto-front approximation for negotiations of BOT contracts with a multi-objective genetic algorithm
Liou, Fen-may; Yang, Chien-hui; Chen, Boarliang; Chen, … - In: Construction Management and Economics 29 (2011) 5, pp. 535-548
the Pareto frontier for BOT projects with multi-objectives. Monte Carlo simulation is conducted first to determine the …
Persistent link: https://www.econbiz.de/10009194447
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