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20 articles for “Monte Carlo Algorithm”
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Research ArticleOpen accessPhrase in the titleEfficient 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 accessEvery word in the titleReal-Time Simulation Method Using Monte Carlo and Clustering Algorithms: A Case Study Covering Drill Bit WearRodolfo Wilvert Reitz, Paulo José de Freitas FilhoMinimization of the cost of drilling an oil well is primarily achieved by reducing the operation completion time, which in turn can be achieved by increasing the Rate of Penetration (ROP). The ROP is the result of a combination of factors, such as lithological formation, operational parameters and bit wear. This paper addresses bit wear during drilling, using a method … …Journal of Computer Science, Vol. 14, Issue 2 · 27 Feb 2018 · 8,210 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Machine Learning Framework for Strategic Gameplay Optimization in Scrabble Using Reinforcement LearningMohd Kaleem, Kanta Prasad Sharma, Tapsi Nagpal et al.This paper explores and compare various artificial intelligence-based techniques used for playing classic board game Scrabble. As the world is evolving around finding quick and efficient techniques for the solution of each problem using Machine learning, gaming industry is also a flourishing industry and has grown 9.8% compared to previous year and has generated a revenue of 26.14 billion dollars … …Journal of Computer Science, Vol. 22, Issue 9 · 22 Sep 2026 · 666 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAn Empirical Study of Robust Modified Recursive Fits of Moving Average ModelsMohamed Ali Ismail, Hend A. Auda, Joe W. McKean, Mahmoud Mohamed SadekThe time-series Moving Average (MA) model is a nonlinear model; see, for example. For traditional Least Squares (LS) fits, there are several algorithms to use for computing its fit. Since the model is nonlinear, Fuller discusses a Newton-type step algorithm. proposed a recursive algorithm based on a sequence of three linear LS regressions. In this study, we robustify Koreisha and … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 28 Jul 2022 · 5,859 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Method for Fast and Robust Intensity Based 2D/3D Registration in Differentiable FrameworkAgung Alfiansyah, Izzati Muhimmah, Arif Sasongko et al.This study introduces an innovative intensity-based registration method designed to align 3D image data volumes, such as Computed Tomography (CT), with 2D data, such as X-ray images, a crucial component of intra-operative navigation in image-guided surgery. Leveraging advanced autodifferentiable reconstruction techniques based on the GPU-accelerated Siddon algorithm, the proposed approach facilitates the generation of differentiable Digitally Reconstructed Radiographs (DRRs), enabling … …Journal of Computer Science, Vol. 20, Issue 12 · 24 Oct 2024 · 4,820 accessesView PDFCite
Research ArticleOpen accessIn the abstractMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDFCite
Research ArticleOpen accessIn the abstractBayesian Analysis of Longitudinal Ordinal Data Using Non-Identifiable Multivariate Probit ModelsXiao ZhangMultivariate probit models have been explored foranalyzing longitudinal ordinal data. However, the inherent identification issuein multivariate probit models requires the covariance matrix of the underlyinglatent multivariate normal variables to be a correlation matrix and thushinders the development of efficient Bayesian sampling methods. It is knownthat non-identifiable models may produce Markov Chain Monte Carlo (MCMC)samplers with better convergence and mixing than … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 14 Nov 2022 · 6,044 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplying Neural Network-Based Approach to Sickle Cell Disease-Related Pain ClassificationZacchaeus Omogbadegun, Israel Ogundele, Olufunke OladipupoSickle Cell Disease (SCD), an inherited Red Blood Cell (RBC) disorder, is characterized by anaemia, end-organ damage, unpredictable episodes of pain and early mortality. SCD affects 25% of people living in Central and West Africa causing life threatening “silent” strokes and lifelong damage. Nigeria accounts for 50% of SCD births worldwide (estimated 150,000 of 300,000 babies born with Symptomatic Sickle … …Journal of Computer Science, Vol. 15, Issue 6 · 28 Jun 2019 · 7,678 accessesView PDFCite
Research ArticleOpen accessIn the abstractMCMC-Fuzzy: A Fuzzy Metric Applied to Bayesian Network Structure LearningBeatriz Wilges, Ademar Crotti Junior, Silvia Modesto NassarBayesian network structure learning is considered a complex task as the number of possible structures grows exponentially with the number of variables. Two main methods are used for Bayesian network structure learning: Conditional independence, a method in which a structure is created consistently with independence tests performed on data; and the heuristic search method that explores the structure space. Hybrid … …Journal of Computer Science, Vol. 14, Issue 8 · 24 Aug 2018 · 8,243 accessesView PDFCite
Research ArticleOpen accessIn the abstractFatigue Life Prediction of Screw Blade in Screw Sand Washing Machine under Random Load with Gauss DistributionJie Gong, Yun-Fei Fu, Wen Xia et al.The purpose of this study is to present a new method for estimating the fatigue life of the screw blade in the screw sand washing machine. To ensure the accuracy of numerical simulation, the loading area and the value of load are determined by means of the theoretical analysis. To ascertain the location of the stress peak and stress range, … …American Journal of Engineering and Applied Sciences, Vol. 9, Issue 4 · 22 Dec 2016 · 8,005 accessesView PDFCite