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57 articles for “Monte Carlo simulation”
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Research ArticleOpen accessIn the abstractEfficient Monte Carlo Algorithm Using Antithetic Variate and Brownian Bridge Techniques for Pricing the Barrier Options with Rebate PaymentsHasan AlzubaidiThe down-and-out call barrier option with rebate payment on dividend-paying stock is simulated using a new version of the Monte Carlo algorithm. The standard Monte Carlo method for simulating such an option suffers from two sources of errors: Hitting time error inherent from time stepping and the Monte Carlo statistical error. We present a modified version of Monte Carlo method … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 22 Feb 2016 · 8,259 accessesView PDFCite
Research ArticleOpen accessIn the abstractStar Catalog Generation for Satellite Attitude Navigation Using Density Based ClusteringMuhammad Arif Saifudin, Bib Paruhum Silalahi, Imas Sukaesih SitanggangA new method to generate star catalog using density-based clustering is proposed. It identifies regions of a high star density by using Density-Based Spatial Clustering of Application with Noise (DBSCAN) algorithm. Reducing the number stars performed by storing the brightest star in each cluster. The brightest star and all non-clustered members are then stored as a navigation star candidate. Monte … …Journal of Computer Science, Vol. 11, Issue 12 · 1 Feb 2016 · 6,970 accessesView PDFCite
Research ArticleOpen accessIn the abstractAssessment of the Cenozoic Erosion Amount Using Monte Carlo Type-Petroleum Systems Modeling of the Hammerfest Basin, Western Barents SeaKrzysztof Jan Zieba, Matthias Daszinnies, Benjamin Emmel et al.The Cenozoic uplift and erosion is often believed to be a major risk factor in hydrocarbon exploration in the Barents Sea causing petroleum redistribution and leakage from filled traps. Therefore, the estimation of erosion amount is an important but often underrepresented task in the basin modeling procedure. The assessment of erosion magnitudes and spatial distribution by geochemical and thermo chronological … …Current Research in Geoscience, Vol. 4, Issue 2 · 29 Apr 2015 · 8,318 accessesView PDFCite
Research ArticleOpen accessIn the abstractESTIMATED AND ANALYSIS OF THE RELATIONSHIP BETWEEN THE ENDOGENOUS AND EXOGENOUS VARIABLES USING FUZZY SEMI-PARAMETRIC SAMPLE SELECTION MODELL. MuhamadSafiih, A. A. Kamil, M. T. Abu OsmanAn important progress within the last decade in the development of the selectivity model approach to overcome the inconsistent results if the distributional assumptions of the errors terms are made this problem is through the use of semi-parametric method. However, the uncertainties and ambiguities exist in the models, particularly the relationship between the endogenous and exogenous variables. A new framework … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 15 Jul 2014 · 6,786 accessesView PDFCite
Research ArticleOpen accessIn the abstractA NOVEL ROBUST AND EFFICIENT TOOL FOR DETECTING HETEROSCEDASTICITYWei Xiong, Maozai TianOne of the greatest values of Quantile Regression (QR) is that it provides a good procedure in the sense that QR could be much more efficient and sometimes arbitrarily more efficient in recovering the mean function than the Least Squares (LS) even when without moment conditions. However, heteroscedasticity definitely causes conditional variances of parametric or nonparametric estimates of mean functions … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 21 Mar 2014 · 6,657 accessesView PDFCite
Research ArticleOpen accessIn the abstractAsymptotic Giant Branch Stars Migration from the Central of the Milky Way Galaxy to our Sun’s Birthplace and its Relation with Silicon Carbide GrainsAhmad Hashem AbdelhadiSilicon carbide grains found in meteorites are peculiar in their age and isotopic ratios; they formed before the Sun was born and their isotopic signature indicates that they come from a different galactic region. This study aims to seek a possible paradigm for such richness and peculiarity through Monte Carlo simulation of scattering of Asymptotic Giant Branch (AGB) stars off … …Space Science International, Vol. 1, Issue 1 · 20 Jun 2013 · 7,053 accessesView PDFCite
Research ArticleOpen accessIn the abstractNatural Radioactivity at an Uraniferous SiteClaudio de Carvalho Conti, Esau Francisco Sena Santos, Isabel Cristina Poquet SalinasThe aim of this study is to evaluate the soil composition, the radioactive isotopes concentration and the outdoor air Kerma in the region of the Uraniferous Province of Lagoa Real, Bahia State, located at northeast of Brazil. It has used data from an airborne gamma-ray survey previously carried out in the region, namely Projeto Sao Timoteo and computer simulations of … …Energy Research Journal, Vol. 3, Issue 1 · 14 Feb 2013 · 7,456 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Study on the Effects of Non-Normality on the Performances of Max-DEWMA Versus SS-DEWMA ChartsTeh Sin Yin, Michael Khoo Boon ChongProblem statement: The called the Sum of Squares Double Exponentially Weighted Moving Average (SS-DEWMA) chart which is effective in detecting shifts in the mean and/or variance is compared with the Max-DEWMA (called the maximum double exponentially weighted moving average) chart. The comparison is based on the assumption that the distribution of the quality characteristic of the process is normal or … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 18 Jan 2012 · 7,188 accessesView PDFCite
Research ArticleOpen accessIn the abstractPerformance of MMSE Receiver based Multi Input Multi Output-Interleave Division Multiple-Access System with Multi-user Detection over Frequency Selective Wireless Communication ChannelKuttathatti Srinivasan Vishvaksenan, R. SeshasayananProblem statement: This study presents the performance analysis of turbo assisted Interleave Division Multiple-Access (IDMA) system with Multi Input Multi Output (MIMO) support for multi user scenario over correlated frequency selective and uncorrelated frequency selective channel. Approach: The key principle of IDMA is that interleaver unique which distinguishes the users in contrast to spreading sequence in Code Division Multiple Access … …Journal of Computer Science, Vol. 7, Issue 7 · 30 Jun 2011 · 6,834 accessesView PDFCite
Research ArticleOpen accessIn the abstractPerformance Analysis of Multi-user Multi Input Multi Output- Interleave-Division Multiple-Access System Employing Turbo Coding with Multi-User Detection over Frequency-Selective Wireless Communication ChannelKuttathatti Srinivasan Vishvaksenan, R. Seshasayanan, Yuvaraj KrishnamoorthyProblem statement: This study presents the performance analysis of multi-user Multi Input Multi Output (MIMO) assisted interleave based multiple-access system. In IDMA, different interleavers are used to distinguish users as against different signature sequence in a conventional code-Division Multiple-Access (CDMA) scheme. Approach: The basic principle of IDMA is that the interleaver is unique for the users. Results: In this study, … …Journal of Computer Science, Vol. 7, Issue 2 · 25 Feb 2011 · 6,881 accessesView PDFCite