... without intent to infringe Library of Congress Cataloging in Publication Data Korn, Ralf Monte Carlo methods and models in finance and insurance / Ralf Korn, Elke Korn, Gerald Kroisandt p cm (Financial ... the building blocks for modelling the uncertainty inherent in financial markets Developing efficient Monte Carlo methods for L´vy models e is a very active area that still is at its beginning We therefore ... Monte Carlo Methods and Models in Finance and Insurance Serial test or m-tuple test The frequency test can be generalized in examining pairs of successive RNs Again we have partitioned the single...
Ngày tải lên: 18/03/2014, 00:20
... of the details in each image, any degradation in image quality can impact the quality of registration The aperture effect is introduced in regions of flat intensity within the images When there ... errors in image registration Artifacts in the 4D CTs, the aperture effect [18], and the inherited occlusion problem [19] all introduce potential sources for error in image registration In our ... phase images The Monte Carlo method applied in this study is a classical full Monte Carlo method The calculation time was long for each case In recent a few years, various techniques have helped in...
Ngày tải lên: 09/08/2014, 08:23
Tài liệu Báo cáo " Study on Monte-Carlo calculation of peak efficiencies of the superpure Hp Ge detector (Gmx) in environmental gamma spectrometry with using MCNP4C2 " pptx
... corresponding to total energy deposited in detector by each particle For modeling the efficiencies of the hyperpure HP Ge detector (GMX) based on MCNP4C2 we need to provide an input file containing ... dissipated in the various materials or escaped out of the physical space included in the model For the interaction in the detector volume, MCNP4C2 produces a tally of the number of events in each ... self-absorption in sample itself, but also to the photon absorption in all other materials between the sample and the detector’s active part Monte- Carlo modeling allows to take into consideration...
Ngày tải lên: 13/02/2014, 04:20
Tài liệu Báo cáo khoa học: Suppressed catalytic efficiency of plasmin in the presence of long-chain fatty acids Identification of kinetic parameters from continuous enzymatic assay with Monte Carlo simulation ppt
... acids in the plasmin molecule, the amidolytic activity of two truncated plasmin variants was examined (Fig 8) Miniplasmin (des-kringle 1-4 plasmin) contains the kringle and the catalytic domain ... surface of fibrin Even if intravascular events initiate blood clotting and fibrin dissolution simultaneously in a process called intrinsic or internal fibrinolysis [15], plasmin is generated directly ... Discussion In uence of fatty acids on the plasmin amidolytic assay For determining the exact kinetic parameters of plasmin we chose a simple amidolytic assay based on a synthetic plasmin substrate...
Ngày tải lên: 18/02/2014, 17:20
ON CONSISTENCY CHECKING OF SPATIAL RELATIONSHIPS IN CONTENT-BASED IMAGE DATABASE SYSTEMS potx
... HumanComputer Interface to indicate the completion of image indexing for the input picture This finishes the image indexing flow 2.2 Image Retrieval Flow In this Section, we demonstrate how a Contentbased Image ... Mechanism in the Spatial Reasoning component will also be invoked to generate the compact/minimal image index at the Image Indexing stage Our iconic indexing approach will generate the 2D string representation ... point in p(B) • p satisfies the relationship A behind B, stating that A is behind B in the picture p, iff the z-coordinate of each point in p(A) is greater than the zcoordinate of each point in...
Ngày tải lên: 07/03/2014, 14:20
Simulation and Monte Carlo With applications in finance and MCMC pdf
... simulation and Monte Carlo 1.1 Evaluating a definite integral 1.2 Monte Carlo is integral estimation 1.3 An example 1.4 A simulation using Maple 1.5 Problems 13 Uniform random numbers 2.1 Linear congruential ... grounding in the principles of simulation Chapter deals with the other burgeoning area of simulation, namely Markov chain Monte Carlo and its use in Bayesian statistics Here, I have been influenced ... explored in Chapter g 1.2 Monte Carlo is integral estimation How is it that the Monte Carlo method evolved from its rather specialized use in integral evaluation to its current status as a modelling...
Ngày tải lên: 07/03/2014, 15:20
Báo cáo khoa học: "Historical Change in Language Using Monte Carlo Techniques" potx
... as intervening rivers or mountains, could be KLEIN similarly approximated The sudden splitting of a single speech community into two groups can be modeled by assigning zero probabilities of interaction ... The linguistic drift has direction In other words, only those individual variations embody it or carry it which move in a certain direction, just as only certain wave movements in the bay outline ... numbers for a fraction in the range 0-1, implementing the event only if that number were in the range 0-0.2 In evaluating the predictions of a system incorporating such decision-making devices, it is...
Ngày tải lên: 07/03/2014, 18:20
Báo cáo khoa học: "Learning to Win by Reading Manuals in a Monte-Carlo Framework" pot
... Barto 1998 Reinforcement Learning: An Introduction The MIT Press G Tesauro and G Galperin 1996 On-line policy improvement using Monte- Carlo search In Advances in Neural Information Processing 9, pages ... actions In Proceedings of ACL, pages 82–90 S.R.K Branavan, Luke Zettlemoyer, and Regina Barzilay 2010 Reading between the lines: Learning to map high-level instructions to commands In Proceedings ... 1268–1277 S.R.K Branavan, David Silver, and Regina Barzilay 2011 Non-linear monte- carlo search in civilization ii In Proceedings of IJCAI John S Bridle 1990 Training stochastic model recognition algorithms...
Ngày tải lên: 07/03/2014, 22:20
Báo cáo khoa học: "Introduction of a new paraphrase generation tool based on Monte-Carlo sampling" potx
... online and offline knowledge in UCT In 24th International Conference on Machine Learning (ICML’07), pages 273–280, June Levente Kocsis and Csaba Szepesvári 2006 Bandit based monte- carlo planning ... machine translation using paraphrases In HLT-NAACL 2006: Main Proceedings, pages 17–24, Morristown, NJ, USA Association for Computational Linguistics Sylvain Gelly and David Silver 2007 Combining ... scoring function to be incremental as for Viterbi based decoders We are working to add, in the scoring function, a linguistic knowledge based analyzer to solve this problem Because MCPG is based...
Ngày tải lên: 17/03/2014, 02:20
A Guide to Monte Carlo Simulations in Statistical Physics, Second Edition potx
... traditional Monte Carlo methods have made an impact Lastly, a few misprints have been corrected, and we thank our colleagues for pointing them out Introduction 1.1 WHAT IS A MONTE CARLO SIMULATION? In ... immediately applicable to simple sampling Monte Carlo methods However, as we shall see later, the usual form of Monte Carlo sampling, namely importance sampling Monte Carlo, leads to ‘dynamic’ correlations ... sequence of random integers Usually floating point numbers between and are needed; these are obtained by carrying out a floating point divide by the largest integer Nmax which can fit into a word One...
Ngày tải lên: 22/03/2014, 09:20
quasi-monte carlo methods in finance
... ProQuest Information and Learning Company All rights reserved This microform edition is protected against unauthorized copying under Title 17, United States Code ProQuest Information and Learning ... 0.6 0.8 1.0 0.0 0.0 0.2 0.2 0.4 0.6 0.6 dim 0.4 dim 0.8 0.8 1.0 1.0 Pseudo sequence in 2D Sobol’ sequence in 2D ¨ p i ¤ § ¨ ¥ % wm wS6po ¨ w n y p q rmi vg q j j m...
Ngày tải lên: 03/06/2014, 02:10
báo cáo hóa học:" Positron emission tomography in ovarian cancer: 18F-deoxy-glucose and 16α-18F-fluoro-17β-estradiol PET" docx
... these patients [17] In this article, we also discuss our preliminary studies indicating the usefulness of FES-PET imaging in the diagnosis of gynecologic cancer and in determining the efficacy of ... et al reported that continuous bladder irrigation is useful for eliminating FDG activity in the bladder during FDG-PET (FDG activity in the urinary tract was eliminated in 80% of patients) The ... evaluating ovarian cancer Imaging protocol for ovarian tumors FDG is excreted through the urinary tract and also physiologically accumulates in the bowel Intense activity in the urinary or gastrointestinal...
Ngày tải lên: 20/06/2014, 07:20
Báo cáo hóa học: " Multi-camera multi-object voxel-based Monte Carlo 3D tracking strategies" doc
... exploited toward detecting and managing occlusions as done in [18] by modeling the occluding elements, such as furniture, in a training phase before tracking It must be noted that, in this article, ... Dellaert, Efficient particle filter -based tracking of multiple interacting targets using an MRF -based motion model, in Proceedings of International Conference on Intelligent Robots and Systems 1(1), ... Analogously to the pixel definition (picture element) as the minimum information unit in a discrete image, the voxel (volume element) is defined as the minimum information unit in a 3D discrete representation...
Ngày tải lên: 20/06/2014, 22:20
Báo cáo hóa học: " Research Article Feature-Based Image Comparison for Semantic Neighbor Selection in Resource-Constrained Visual Sensor Networks" doc
... techniques used for image comparison in VSNs and those developed for general Content -Based Image Retrieval (CBIR) systems 2.1 Feature -Based Image Comparison In computer vision terminologies, image feature ... description of the raw image Generally speaking, comparing the image features is more effective and accurate than comparing raw images Three steps are involved for feature -based image comparison: feature ... “Keypoint Energy Map” for localizing keypoints from decimated DTCWT coefficients, and the keypoint scale parameter is determined by the gradient minima of the keypoint energy map in its vicinity...
Ngày tải lên: 21/06/2014, 08:20
Báo cáo hóa học: " Research Article Sequential Monte Carlo Methods for Joint Detection and Tracking of Multiaspect Targets in Infrared Radar Images" pptx
... rotation, scaling, and shearing; (b) target template and position in the tenth frame shown as a binary image Next, Figure 2(a) shows the tenth frame in the image sequence Once again, we show in Figure ... shows the corresponding tracking results for the same frame In order to obtain a quantitative assessment of tracking performance, we ran 100 independent Monte Carlo simulations using, respectively, ... FUTURE WORK We discussed in this paper a methodology for joint detection and tracking of multiaspect targets in remote sensing image sequences using sequential Monte Carlo (SMC) filters The proposed...
Ngày tải lên: 22/06/2014, 19:20
APPLICATIONS OF MONTE CARLO METHOD IN SCIENCE AND ENGINEERING_2 pot
... the cylindrical cluster using H1=HJ+HD+HA_macro+HB including the macroscopic anisotropy and H2=HJ+HD+HA_micro+HB 548 Applications of Monte Carlo Method in Science and Engineering including the ... phase lattice points can be arranged either in the form of grain inclusions, whiskers, 566 Applications of Monte Carlo Method in Science and Engineering fibers The influence of the input parameters ... 23 Monte Carlo Simulations of Grain Growth in Metals Sven K Esche Stevens Institute of Technology USA Introduction The application of the Monte Carlo (MC) method to simulate the grain growth in...
Ngày tải lên: 29/06/2014, 13:20
APPLICATIONS OF MONTE CARLO METHOD IN SCIENCAPPLICATIONS OF MONTE CARLO METHOD IN SCIENCE AND ENGINEERING_1E AND ENGINEERING_1 doc
... 2011 Printed in India A free online edition of this book is available at www.intechopen.com Additional hard copies can be obtained from orders@intechweb.org Applications of Monte Carlo Method in ... Chapter 22 Monte Carlo Simulations of Grain Growth in Polycrystalline Materials Using Potts Model Miroslav Morháč and Eva Morháčová 563 Chapter 23 Monte Carlo Simulations of Grain Growth in Metals ... Applications of Monte Carlo Method in Science and Engineering describe the X-ray absorption and scattering as well as the electron drift which leads to image blurring Measuring X-rays with scintillation...
Ngày tải lên: 29/06/2014, 13:20
APPLICATIONS OF MONTE CARLO METHODS IN BIOLOGY, MEDICINE AND OTHER FIELDS OF SCIENCE pps
... the host opens one out of the two remaining doors 7 Bias Monte Carlo Methods in Environmental Engineering Finally, the winning probability after switching from door #1 to #2 is calculated as ... number during 10 minutes! Monte Carlo sampling, called importance sampling, follows the same idea Instead of spanning all the possible cases and measuring a quantity of interest, sampling can be ... genetically engineering small animals has increased interest in vivo imaging of small animals The contents of chapter 11 are a paper by S Branco et al on using Monte Carlo methods in the evaluation...
Ngày tải lên: 29/06/2014, 13:20
Báo cáo khoa học: "124I-HuCC49deltaCH2 for TAG-72 antigen-directed positron emission tomography (PET) imaging of LS174T colon adenocarcinoma tumor implants in xenograft mice: preliminary results" potx
... of 13 preoperative, intraoperative, and postoperative PET -based imaging strategies, including fused-modality PET -based imaging platforms Background The origin of positron imaging dates back to ... performed the radiolabeling of the HuCC49deltaCH2 with 124I, and was involved in editing this manuscript RXX was involved in the study design, study execution, and was involved in editing this manuscript ... this manuscript CMM and MAJ were involved in editing this manuscript MVK and EWM were involved in the study design and in editing this manuscript DS was involved in the study design, study execution,...
Ngày tải lên: 09/08/2014, 03:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 1 pps
... simulation and Monte Carlo 1.1 Evaluating a definite integral 1.2 Monte Carlo is integral estimation 1.3 An example 1.4 A simulation using Maple 1.5 Problems 13 Uniform random numbers 2.1 Linear congruential ... grounding in the principles of simulation Chapter deals with the other burgeoning area of simulation, namely Markov chain Monte Carlo and its use in Bayesian statistics Here, I have been influenced ... explored in Chapter g 1.2 Monte Carlo is integral estimation How is it that the Monte Carlo method evolved from its rather specialized use in integral evaluation to its current status as a modelling...
Ngày tải lên: 09/08/2014, 16:21