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52 articles for “Normal Simulation”
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Research ArticleOpen accessEvery word in the titleTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMonte Carlos Simulation Approach to Population Dynamics of Sickle Cell AnaemiaOlumuyiwa O. Akanbi, Sunday O. Edeki, Olumuyiwa A. AgboladeSickle Cell Anaemia (SCA) is a serious inherited blood disorder where the red blood cells, which carry oxygen around the body develop abnormally. The mathematical dynamics of the disease remain poorly understood, as such this paper investigates the mathematical inheritance pattern of the disease by the application of Monte Carlos simulation technique which is a complementary approach to physical simulation … …American Journal of Applied Sciences, Vol. 14, Issue 3 · 15 Mar 2017 · 7,508 accessesView PDFCite
Research ArticleOpen accessIn the keywordsReliability of Axially Loaded Fiber-Reinforced-Polymer Confined Reinforced Concrete Circular ColumnsVenkatarman Nagaradjane, Pulipaka Narasimharao Raghunath, Kannan SugunaMonte-Carlo simulation based procedure was applied for assessing the reliability of Fiber Reinforced Polymer (FRP) confined reinforced concrete columns. Assessment of reliability provides a quantitative measure of effectiveness of repair. Problem Statement: The procedure presented in the paper could be used for assessing the reliability of reinforced concrete columns before and after the application of FRP wrap, thus helping to … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 1 · 31 Jan 2009 · 7,974 accessesView PDFCite
Research ArticleOpen accessIn the abstractMechanism Analysis of Artemisinin and Artesunate as Lung Cancer Therapy Agents Through in Silico MethodDidik Harmoko, Vivitri Dewi Prasasty, Adi YulandiSeveral in vitro studies have focused on the ability of artemisinin and its derivatives to suppress lung cancer cells, but there are still many biological processes and mechanisms, such as the interactions between the active compounds (ligands) and receptors that are not well understood and require further research. Drug targeting for lung cancer will be more precise and the inhibition … …OnLine Journal of Biological Sciences, Vol. 24, Issue 3 · 15 Feb 2024 · 6,144 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 abstractA Hybrid Routing Approach Comparison with AODV Protocol Regarding Speed for Disaster Management in MANETAbdul Majid Soomro, Mohd Farhan Bin Fudzee, Muzamil Hussain, Hafiz Muhammad SaimThe Mobile Ad-hoc Network (MANET) is a wireless, systematic, autonomous network that can be used in various situations without the need for central control. A disaster is a sudden event that disrupts normal activities. MANET can play an important role in a disaster situation. Situations where normal communication is already interrupted. The MANET route discovery is one of the most … …Journal of Computer Science, Vol. 18, Issue 3 · 26 Mar 2022 · 6,413 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 abstractTwister Generator of Random Normal Numbers by Box-Muller ModelAleksei F. Deon, Yulian A. MenyaevTwisting generators of the pseudorandom normal variables can use uniform random sequences as a basis. However, such technique could provide poor quality result in cases where the original sequences have insufficient uniformity or skipping of random values. This work offers a new approach for creating the random normal variables using the Box-Muller model as a basis together with the twisting … …Journal of Computer Science, Vol. 16, Issue 1 · 10 Jan 2020 · 11,556 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparison 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
Research ArticleOpen accessIn the abstractA Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance EstimationParanut Sukcharoen, Samruam ChongcharoenIn this paper, we proposed a new testing statistic for testing the equality of mean vectors from two multivariate normal populations when the covariance matrices are unknown and unequal in high–dimensional data. A new test is proposed based on the idea of keeping more information from the sample covariance matrices as much as possible. A proposed test is invariant under … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 2 Apr 2019 · 7,369 accessesView PDFCite