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  • Search: subject:"Monte Carlo technique"
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Year of publication
Subject
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Monte Carlo Technique 6 Monte Carlo technique 5 Bayesian Statistics 2 Markov Chains 2 Supercomputer 2 computer science 2 monte carlo technique 2 Adequacy evaluation 1 Asset Liability Management (ALM) 1 Biological evolution 1 Correlation coefficient 1 Fair Price Shops 1 Feasibility study 1 Food Security 1 Food Security and Poverty 1 Generalized Cauchy distribution 1 Gold mines and mining 1 Hospitals 1 Kurtosis 1 Lattice gas 1 Least squares Monte Carlo technique 1 Lebensversicherung 1 Life insurance 1 Markov Chain Monte Carlo technique 1 Maximum likelihood estimation 1 Mineral industries 1 Minimum Support Price 1 Mixed moments 1 Moment generating function 1 Monte Carlo integration 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nonlinearly constrained optimization problem 1 Numerical Integration 1 Panel Data 1 Portfolio selection 1 Portfolio-Management 1 Reliability 1 Sensitivity-risk analysis 1
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Online availability
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Free 12 Undetermined 3
Type of publication
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Book / Working Paper 8 Article 7
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Congress Report 1
Language
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Undetermined 12 English 3
Author
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Steel, M.F.J. 3 Annink, B. 2 Kleijnen, Jack P.C. 2 Osiewalski, J. 2 Stefanescu, Stefan 2 Ateya, Saieed 1 Ausloos, M. 1 Bijmolt, T.H.A. 1 Di Francesco, Marco 1 Fernandez, E. 1 Kalwij, A.S. 1 Koop, G. 1 Mabel, M. Carolin 1 Madhagi, Elham 1 Mróz, I. 1 Oraee, Kazem 1 Pȩkalski, A. 1 Prahadeeswaran, M. 1 Raj, R. Edwin 1 Ramasamy, C. 1 Sayadi, Ahmad Reza 1 Selvaraj, K.N. 1 Simonella, Roberta 1 Stefanescu, Poliana 1 Tavassoli, S. Mahdi 1 Vandewalle, N. 1 Wedel, M. 1
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Institution
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Tilburg University, Center for Economic Research 4 Tilburg University, School of Economics and Management 3 International Association of Agricultural Economists - IAAE 1
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 4 Research Memorandum / Tilburg University, School of Economics and Management 3 Journal for Economic Forecasting 2 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 Energy 1 Financial markets and portfolio management 1 Physica A: Statistical Mechanics and its Applications 1 Statistical Papers / Springer 1
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Source
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RePEc 13 BASE 1 ECONIS (ZBW) 1
Showing 1 - 10 of 15
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A stochastic Asset Liability Management model for life insurance companies
Di Francesco, Marco; Simonella, Roberta - In: Financial markets and portfolio management 37 (2023) 1, pp. 61-94
Persistent link: https://www.econbiz.de/10014252605
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Economic Evaluation and Sensitivity-Risk Analysis of Zarshuran Gold Mine Project
Oraee, Kazem; Sayadi, Ahmad Reza; Tavassoli, S. Mahdi - 2011
Zarshuran gold deposit, with the total reserves of some 12.5 million tons of 4.18 g/ton ore, is considered to be an important gold mining project in the area. In this paper the feasibility studies of the whole project is carried out on the basis of several economic variables. Given that mining...
Persistent link: https://www.econbiz.de/10009465918
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How much the Rounding Errors could affect the Computer Results
Stefanescu, Stefan - In: Journal for Economic Forecasting 4 (2007) 2, pp. 87-96
The paper emphasizes the specific manner to perform the arithmetic operations in the computer as always it is possible to have "rounding errors". Neglecting the influence of the computer rounding errors could affect a right conclusion, for example, in the case of an account balance verification.
Persistent link: https://www.econbiz.de/10005612301
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An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy
Stefanescu, Poliana; Stefanescu, Stefan - In: Journal for Economic Forecasting 3 (2006) 2, pp. 47-57
In a previous study, (Stefanescu, P., Stefanescu, St., 2006) we suggested two possible estimators for the unknown value of the parameter q which characterize a homographic type HG(q) distribution. In the current paper we shall prove that the proposed estimators of q based on the median of the...
Persistent link: https://www.econbiz.de/10005612246
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Food Security and Efficacy of the Intervention Mechanism in India
Prahadeeswaran, M.; Ramasamy, C.; Selvaraj, K.N. - International Association of Agricultural Economists - IAAE - 2006
for stocking foodgrains and a lower level of issue price together absorb huge subsidy. Monte Carlo Technique was used to …
Persistent link: https://www.econbiz.de/10005330282
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On multivariate truncated generalized Cauchy distribution
Ateya, Saieed; Madhagi, Elham - In: Statistical Papers 54 (2013) 3, pp. 879-897
In this paper, a multivariate form of truncated generalized Cauchy distribution (TGCD), which is denoted by (MVTGCD), is introduced. The joint density function, conditional density function, moment generating function and mixed moments of order <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${b=\sum_{i=1}^{k}b_{i}}$$</EquationSource> </InlineEquation> are obtained. Making...</equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998560
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A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions
Kalwij, A.S. - Tilburg University, Center for Economic Research - 2004
This study develops a two-step estimator for a panel data Tobit model based on taking first-differences of the equation of interest, under conditional mean independence assumptions.The necessary correction terms are non-standard and a substantial part is therefore devoted to the formal...
Persistent link: https://www.econbiz.de/10011092714
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Adequacy evaluation of wind power generation systems
Mabel, M. Carolin; Raj, R. Edwin; Fernandez, E. - In: Energy 35 (2010) 12, pp. 5217-5222
This paper attempts to assess the adequacy of wind power generation systems using the data collected from seven wind farms in Muppandal, Tamilnadu (India) with a total capacity of 37 MW. A Monte Carlo model simulation is incorporated in the algorithm to obtain the hourly power output of wind...
Persistent link: https://www.econbiz.de/10011055574
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A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods
Bijmolt, T.H.A.; Wedel, M. - Tilburg University, School of Economics and Management - 1996
We compare three alternative Maximum Likelihood Multidimensional Scaling methods for pairwise dissimilarity ratings, namely MULTISCALE, MAXSCAL, and PROSCAL in a Monte Carlo study.The three MLMDS methods recover the true con gurations very well.The recovery of the true dimensionality depends on...
Persistent link: https://www.econbiz.de/10011086951
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Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1996
In this paper we describe the use of modern numerical integration methods for making posterior inferences in composed error stochastic frontier models for panel data or individual cross-sections.Two Monte Carlo methods have been used in practical applications.We survey these two methods in some...
Persistent link: https://www.econbiz.de/10011091739
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