Search Results - subject:"simulation."

Estimation procedures for reliability functions of Kumaraswamy-G Distributions based on Type II Censoring and the sampling scheme of Bartholomew

Chaturvedi, Aditi; Kumar, Surinder - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 129-152

simulation studies. An analysis of a real data set has been presented for illustration purposes. …

Persistent link: https://www.econbiz.de/10013419376

The seven-league scheme : deep learning for large time step Monte Carlo simulations of stochastic differential equations

Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis … - In: Risks : open access journal 10 (2022) 3, pp. 1-27

We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined stochastic collocation (SC) points. By...

Persistent link: https://www.econbiz.de/10013093086

Dynamic importance allocated nested simulation for variable annuity risk measurement

Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 319-348

Persistent link: https://www.econbiz.de/10013342141

Paradigm shift in finance : the transformation of the theory from perfect to imperfect capital markets using the example of company valuation

Ernst, Dietmar; Gleißner, Werner - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-13

markets. With the simulation-based business valuation, an approach has been developed that considers different degrees of … market imperfections. The simulation-based valuation can also depict the special case of the neoclassical paradigm, so that …

Persistent link: https://www.econbiz.de/10013399745

Updating the analysis of rice import liberalization in Japan : a dynamic-stochastic CGE modelling approach

Vellinga, Nico; Tanaka, Tetsuji - In: Applied economics 57 (2025) 6, pp. 690-708

Persistent link: https://www.econbiz.de/10015192452

Multilevel Langevin pathwise average for Gibbs approximation

Egéa, Maxime; Panloup, Fabien - In: Mathematics of operations research 50 (2025) 1, pp. 573-605

Persistent link: https://www.econbiz.de/10015211752

Genetic algorithm-based selection of optimal Monte Carlo simulations

Strati, Francesco; Trussoni, Luca G. - In: Computers & operations research : an international journal 176 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015331937

Enabling crowdfunding platforms in Qatar : a regulatory framework for growth and sustainable innovation based on network analysis and Monte Carlo simulation

Syarif, Muhammad Fazlurrahman; Aysan, Ahmet Faruk - In: Journal of Islamic marketing 16 (2025) 3, pp. 759-785

Persistent link: https://www.econbiz.de/10015330548

Monte Carlo and importance sampling estimators of CoVaR

Jiang, Guangxin; Hao, Jianshu; Sun, Tong - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015359125

Influence of building information modelling on the shortening of deadlines of engineering designs in industrial projects

Pereira, Leonardo Pessanha de Azevedo; Ribeiro … - In: International journal of productivity and quality … 44 (2025) 3, pp. 356-376

Persistent link: https://www.econbiz.de/10015394669