Search Results - subject:"Random numbers"

Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs

Peng, Yijie; Fu, Michael; Hu, Jiaqiao; L'Ecuyer, Pierre; … - In: European journal of operational research : EJOR 321 (2025) 2, pp. 493-502

Persistent link: https://www.econbiz.de/10015408418

Market efficiency and random number generators in Solvency II

Strati, Francesco - In: International journal of financial engineering 9 (2022) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10013367555

SimOpt : a testbed for simulation-optimization experiments

Eckman, David J.; Henderson, Shane G.; Shashaani, Sara - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 2, pp. 495-508

Persistent link: https://www.econbiz.de/10014327651

Bayesian optimization allowing for common random numbers

Pearce, Michael Arthur Leopold; Poloczek, Matthias; … - In: Operations research 70 (2022) 6, pp. 3457-3472

Persistent link: https://www.econbiz.de/10014307875

Simulation optimization through regression or Krigin metamodels

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011659473

Variance Reduction Techniques in Monte Carlo Methods

Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y. - Tilburg University, Center for Economic Research - 2010

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the...

Persistent link: https://www.econbiz.de/10011092194

Estimation of standard error of the parameter of change using simulations

Petkovic, Djordje - In: Romanian Statistical Review 63 (2015) 2, pp. 90-95

The main objective of this paper is to present the procedure for estimating standard error of parameter of change (index) of turnover in R software (R core team, 2014) when samples are coordinated. The problem of estimating standard error is dealt with in the statistical literature by various...

Persistent link: https://www.econbiz.de/10011265052

Bayesian estimation of dynamic asset pricing models with informative observations

Fulop, Andras; Li, Junye - In: Journal of econometrics 209 (2019) 1, pp. 114-138

Persistent link: https://www.econbiz.de/10012302530

A Practical Guide for the Creation of Random Number Sequences from Aggregated Correlation Data for Multi-Agent Simulations

Nissen, Volker; Saft, Danilo - In: Journal of Artificial Societies and Social Simulation 17 (2014) 4, pp. 7-7

This article describes a scalable way to initialise a simulation model with correlated random numbers. The focus is on … how streams of correlated random numbers for different empirically-based model parameters can be generated when just given …

Persistent link: https://www.econbiz.de/10011158406

ОПТИМИЗАЦИЯ ПАРАМЕТРОВ СИСТЕМЫ ТРАНСФЕРНЫХ АВИАПЕРЕВОЗОК С УЧЕТОМ НЕЧЕТКОЙ И СТОХАСТИЧЕСКОЙ НЕОПРЕДЕЛЕННОСТЕЙ

АЛЕКСЕЕВИЧ, РОМАНЕНКО ВЛАДИМИР - In: Управление большими … (2013) 3, pp. 285-313

На основе комбинации нечетко-множественного и теоретико-вероятностного подходов решена задача совместной оптимизации параметров расписания и графиков...

Persistent link: https://www.econbiz.de/10011227258