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  • Search: subject:"Monte Carlo algorithm"
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Year of publication
Subject
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Monte Carlo algorithm 10 Monte Carlo simulation 8 Monte-Carlo-Simulation 8 Theorie 7 Theory 7 Monetary policy 5 Cost-push shocks 4 Geldpolitik 4 Schock 4 Sequential Monte Carlo algorithm 4 Shock 4 Fokker-Planck equation 3 Indeterminacy 3 USA 3 United States 3 Wage sluggishnes 3 Algorithm 2 Algorithmus 2 Bayes-Statistik 2 Bayesian inference 2 Credit derivatives 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Estimation 2 Great Inflation 2 Inflation 2 Interacting particle systems 2 Loss modelling 2 Markov chain 2 Markov-Kette 2 Martingale problem 2 Monte-Carlo Algorithm 2 Schätzung 2 Semiconductors 2 Simulation 2 Stochastic local intensity model 2 Trend inflation 2 Trend ináation 2 Abstimmungsregel 1 Abstimmungsspiel 1
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Online availability
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Undetermined 11 Free 9 CC license 1
Type of publication
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Article 13 Book / Working Paper 8
Type of publication (narrower categories)
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Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Working Paper 5 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 13 English 8
Author
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Groshenny, Nicolas 4 Haque, Qazi 4 Weder, Mark 4 Alfonsi, Aurélien 3 Labart, Céline 2 Lelong, Jérôme 2 Atanassov, Emanouil 1 Bufler, F.M. 1 Dijk, Dick van 1 Dimov, I. 1 Dimov, Ivan 1 Dinóla Neto, F. 1 Dubus, Alain 1 Fichtner, W. 1 Formosi, Roberto 1 Gauthier, Michel G. 1 Georgieva, R. 1 Gurov, T.V. 1 Hauwe, Sjoerd van den 1 Ho, Paul 1 Hsiao, Pai-Yi 1 Huang, Chun-Qing 1 Jiang, Jun-Qin 1 Jirari, Hamza 1 Kosina, H. 1 Kröger, Helmut 1 Labart, Celine 1 Lubritto, Carmine 1 Luo, Xiang-Qian 1 Matsui, Tomomi 1 Monceau, Pascal 1 Moriarty, Kevin J.M. 1 Nascimento, Denise A. do 1 Nedjalkov, M. 1 Neto, Minos A. 1 Nunes da Silva, J. 1 Paap, Richard 1 Petraglia, Antonio 1 ROSOIU, Andreea A. 1 Ricardo de Sousa, J. 1
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Institution
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HAL 2
Published in...
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Mathematics and Computers in Simulation (MATCOM) 5 Physica A: Statistical Mechanics and its Applications 4 Bank of Finland research discussion papers 1 CAMA working paper series 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Energy 1 Games 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Network Intelligence Studies 1 Post-Print / HAL 1 School of Economics working papers / The University of Adelaide, School of Economics 1 Working Papers / HAL 1 Working paper series / Federal Reserve Bank of Richmond 1
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Source
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RePEc 13 ECONIS (ZBW) 8
Showing 11 - 20 of 21
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Monitoring and optimization of energy consumption of base transceiver stations
Spagnuolo, Antonio; Petraglia, Antonio; Vetromile, Carmela - In: Energy 81 (2015) C, pp. 286-293
The growth and development of the mobile phone network has led to an increased demand for energy by the telecommunications sector, with a noticeable impact on the environment.
Persistent link: https://www.econbiz.de/10011209554
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Entropy of dimers chains placed on a one-dimensional lattice with q-states
Nascimento, Denise A. do; Neto, Minos A.; Salmon, Octavio R. - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 19-24
-canonical formalisms. The analytic result in the micro-canonical and grand-canonical ensembles were successfully confirmed by a Monte Carlo … algorithm. …
Persistent link: https://www.econbiz.de/10011193998
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MONETARY POLICY TRANSMISSION MECHANISM AND TVP-VAR MODEL
ROSOIU, Andreea A. - In: Network Intelligence Studies (2013) 2, pp. 119-126
varying structural vector autoregression model is estimated, by using a Markov Chain Monte Carlo algorithm for the posterior …
Persistent link: https://www.econbiz.de/10010700626
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Monte Carlo algorithms for evaluating Sobol’ sensitivity indices
Dimov, I.; Georgieva, R. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 3, pp. 506-514
Sensitivity analysis is a powerful technique used to determine robustness, reliability and efficiency of a model. The main problem in this procedure is the evaluating total sensitivity indices that measure a parameter’s main effect and all the interactions involving that parameter. From a...
Persistent link: https://www.econbiz.de/10010748491
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A new set of Monte Carlo moves for lattice random-walk models of biased diffusion
Gauthier, Michel G.; Slater, Gary W. - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 2, pp. 283-296
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to represent properly the biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact that traditional Monte Carlo moves do not allow for...
Persistent link: https://www.econbiz.de/10010874666
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Direct evidence for weak universality on fractal structures
Monceau, Pascal; Hsiao, Pai-Yi - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 1-9
We provide a direct quantitative evidence that the critical behavior of the Ising model on self-similar lattices depends upon the geometrical features of the underlying structure. Intensive Monte Carlo simulations enable to show that the values of the ratio of exponents γ/ν depend upon the...
Persistent link: https://www.econbiz.de/10011059286
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Proof of a simple time-step propagation scheme for Monte Carlo simulation
Bufler, F.M.; Schenk, A.; Fichtner, W. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 323-326
An explicit proof of a simple time-step propagation scheme is given in the framework of basic probability theory. It can be used in Monte Carlo simulations solving the Boltzmann transport equation. If the stochastically selected first scattering event occurs before a given time t1, the particle...
Persistent link: https://www.econbiz.de/10010748664
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A new weighted Monte Carlo algorithm for elastic electron backscattering from surfaces
Atanassov, Emanouil; Dimov, Ivan; Dubus, Alain - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 297-305
weighted Monte Carlo algorithm, which combines several techniques for variance reduction. Results of extensive numerical tests …
Persistent link: https://www.econbiz.de/10010748682
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An efficient backward Monte Carlo estimator for solving of a quantum-kinetic equation with memory kernel
Gurov, T.V.; Whitlock, P.A. - In: Mathematics and Computers in Simulation (MATCOM) 60 (2002) 1, pp. 85-105
An efficient backward Monte Carlo (MC) estimator and a corresponding algorithm for solving a quantum-kinetic equation describing an ultrafast semiconductor carrier transport is proposed and studied. In order to obtain the electron energy distribution for long evolution times, variance reduction...
Persistent link: https://www.econbiz.de/10010748730
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Variance of the ensemble Monte Carlo algorithm for semiconductor transport modeling
Nedjalkov, M.; Kosina, H. - In: Mathematics and Computers in Simulation (MATCOM) 55 (2001) 1, pp. 191-198
The ensemble Monte Carlo algorithm (EMC) is the most frequently used tool for simulation of the transient transport in …
Persistent link: https://www.econbiz.de/10010750151
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