Search Results - subject:"Random number generators"

Did you mean: subject:"Random number generator" (380 results)

Principal Component Analysis and Randomness Test for Big Data Analysis : Practical Applications of RMT-Based Technique

Tanaka-Yamawaki, Mieko; Ikura, Yumihiko - 2023

-th stock and the j-th stock of the equal length L. Next, the RMT-test is applied to measure randomness of various random number … generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by …

Persistent link: https://www.econbiz.de/10014282826

Spectral analysis of the MIXMAX random number generators

L'Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 135-144

Persistent link: https://www.econbiz.de/10012182996

A simulation on the presence of competing bidders in mergers and acquisitions

Aintablian, Sebouh; EL Khoury, Wissam - In: Finance research letters 22 (2017), pp. 233-243

Persistent link: https://www.econbiz.de/10011808164

Distributional Deviations in Random Number Generation in Finance

Chavez, Sergio; Platen, Eckhard - Finance Discipline Group, Business School - 2008

This paper points out that pseudo-random number generators in widely used standard software can generate severe … paper points out that pseudo-random number generators in widely used standard software can generate severe distributional … Classiflcation: primary 90A12; secondary 60G30, 62P20. Key words and phrases: Pseudo-random number generators, parallel random bit …

Persistent link: https://www.econbiz.de/10004984567

THE DYNAMIC CIPHERS â€“ NEW CONCEPT OF LONG-TERM CONTENT PROTECTING

Szewczyk, Grzegorz - In: Annales Universitatis Apulensis Series Oeconomica 2 (2008) 10, pp. 34-34

In the paper the original concept of a new cipher, targeted at this moment forcivil applications in technology (e.g. measurement and control systems) and business (e.g.content protecting, knowledge-based companies or long-term archiving systems) is presented.The idea of the cipher is based on...

Persistent link: https://www.econbiz.de/10005001884

On the lattice structure of a special class of multiple recursive random number generators

L'Ecuyer, Pierre; Simard, Richard - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 449-460

Persistent link: https://www.econbiz.de/10010399816

A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation

Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - Finance Discipline Group, Business School - 2005

Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often required, one needs highly efficient implementations of the multi-point...

Persistent link: https://www.econbiz.de/10004984541

Assessing the Quality of Pseudo-Random Number Generators

Luizi, P.; Cruz, F.; Graaf, J. - In: Computational Economics 36 (2010) 1, pp. 57-67

Persistent link: https://www.econbiz.de/10008596726

A hardware generator of multi-point distributed random numbers for Monte Carlo simulation

Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 45-56

Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve “real time” execution, as often required, one needs highly efficient implementations of the multi-point...

Persistent link: https://www.econbiz.de/10011050953

Randomizing nonlinear maps via symbolic dynamics

De Micco, L.; González, C.M.; Larrondo, H.A.; Martin, M.T. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3373-3383

Pseudo Random Number Generators (PRNG) have attracted intense attention due to their obvious importance for many …

Persistent link: https://www.econbiz.de/10011062888