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57 articles for “Monte Carlo simulation”
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Research ArticleOpen accessPhrase in the titleEvaluation of Subset Matching Methods: Evidence from a Monte Carlo Simulation StudyLateef Amusa, Temesgen Zewotir, Delia NorthIn the absence or infeasibility of experiments, matching methods have increasingly been used in making causal claims using observational data. This paper conducts a Monte Carlo simulation study, based on a household panel survey, to compare the performance of some widely used subset matching methods. The methods include the propensity score caliper matching, Mahalanobis distance matching, and coarsened exact matching. … …American Journal of Applied Sciences, Vol. 16, Issue 3 · 11 Apr 2019 · 7,740 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleDetention Pond Sediment Accumulation Prediction using Monte Carlo SimulationSupiah Shamsudin, Abd Rashid Mohd Darom, Irma Norazurah Mohamad, Azmi Ab RahmanProblem statement: A study in Malaysia had been carried out to predict the sediment accumulation in urban detention ponds. Suspended sediment is pollutant of primary concern to the river that results in adverse environmental effect. Detention pond becomes a practical approach to this problem. Suspended sediment that settled in stormwater detention pond, can bring effect to the detention pond functions. … …American Journal of Environmental Sciences, Vol. 8, Issue 1 · 30 Jan 2012 · 7,528 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 accessEvery word in the titleA Comparative Study on Barrier Option Pricing using Antithetic and Quasi Monte-Carlo SimulationsNneka Umeorah, Phillip MasheleMonte-Carlo simulations have been utilized greatly in the pricing of derivative securities. Over the years, several variance reduction techniques have been developed to curb the instability, as well as, increase the simulation efficiencies of the Monte-Carlo methods. Our approach in this research work will consider the use of antithetic variate techniques to estimate the fair prices of barrier options. Next, … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 9 May 2018 · 8,793 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAbsolute Measures of Interindividual Variation: A Simulation StudyJosé Moral-de la RubiaFour absolute measures and one relative measure of interindividual variability have been defined, together with their point and interval estimation (bootstrap and asymptotic), and an R script has been developed for their computation. However, further simulation studies are required to strengthen their methodological evaluation. This study focused on the three absolute measures with potentially better regularity conditions, Mean Interindividual Differences … …Journal of Mathematics and Statistics, Vol. 22, Issue 1 · 4 Aug 2026 · 957 accessesView PDFCite
Research ArticleOpen accessIn the keywordsComparison of Collinearity Indices for Linear Models in Agricultural TrialsDanny Villegas Rivas, José M. Palacios Sánchez, Cristina A. Alzamora Rivero et al.The deleterious consequences of collinearity in linear regression on the precision of estimators of regression coefficients and the interpretability of the fitted model are widely recognized. In this study, we compare several methodologies for assessing collinearity in linear models and explore the effect of outliers on collinearity. The robustness of collinearity measures (individual and overall) is validated through two detailed … …OnLine Journal of Biological Sciences, Vol. 24, Issue 2 · 28 Dec 2023 · 6,491 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMultivariate 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 keywordsPersian Curve Versus Monte Carlo MethodAbdolrasoul Ranjbaran, Mohammad Ranjbaran, Fatema RanjbaranThe Monte Carlo Simulation method is a powerfultool for solving problems including random variables. The basic idea toimplement a Monte Carlo simulation is to first generate samples of randominputs from their assumed distributionfunctions and then perform a deterministic calculation on the generated randominputs, based on mathematical modeling of the system, to obtain output results.An early version of Monte Carlo simulation … …International Journal of Structural Glass and Advanced Materials Research, Vol. 5, Issue 1 · 6 Jul 2021 · 8,300 accessesView PDFCite
Research ArticleOpen accessIn the keywordsUncertainty Assessment for the Buckling Analysis of Glass Columns with Random ParametersMohammad Momeni, Chiara BedonLoad-bearing elements composed of glass, as known, are often susceptible to buckling collapse mechanisms. This intrinsic characteristic (and thus potential limitation for design) typically derives from the use of relatively small thicknesses to cover large spans and surfaces, thus resulting in a multitude of columns, beams, or plates that are characterized by high slenderness. In the literature, accordingly, several and … …International Journal of Structural Glass and Advanced Materials Research, Vol. 4, Issue 1 · 22 Dec 2020 · 6,295 accessesView PDFCite
Research ArticleOpen accessIn the keywordsComparison of Probit and Logistic Regression Models in the Analysis of Dichotomous OutcomesAmrutha Jose, Mariyamma Philip, Lavanya Tumkur Prasanna, M. ManjulaProbit and logistic regression models are members of the family of generalized linear models, used for estimating the functional relationship between the dichotomous dependent and independent variables. The current study is designed to find the performance of logistic and probit regression models in different conditions under multivariate normality. The objective of the study is to compare the performance of probit … …Current Research in Biostatistics, Vol. 10, Issue 1 · 26 Mar 2020 · 17,036 accessesView PDFCite