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Monte Carlo method

A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data

Charu Sharma, Niteesh Sahni

published 17 Jun 2021

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Influence of number of individuals and observations per individual on a model of community structure

Julia Sunga, Quinn M. R. Webber, Hugh G. Broders

published 17 Jun 2021

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Simulation of the cement measurement based on the pulse DT neutron generator: A Monte Carlo study

Yadong Gao, Jiaming Li, Jichen Li, Linmao Liu

published 14 Jun 2021

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Age-related changes in diffuse optical tomography sensitivity profiles in infancy

Xiaoxue Fu, John E. Richards

published 08 Jun 2021

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Bayesian estimation for Dagum distribution based on progressive type I interval censoring

Refah Alotaibi, Hoda Rezk, Sanku Dey, Hassan Okasha

published 02 Jun 2021

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The naturally occurring radioactivity of ‘scalar energy’ pendants and concomitant radiation risk

Halmat Jalal Hassan, Suhairul Hashim, Mohamad Syazwan Mohd Sanusi, Mohamad Hidayat Jamal, Sitti Asmah Hassan, David Andrew Bradley, Rafael García-Tenorio, Rozman Mohd Tahar

published 01 Jun 2021

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Improved procedures and computer programs for equivalence assessment of correlation coefficients

Gwowen Shieh

published 28 May 2021

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Abundance estimation for line transect sampling: A comparison of distance sampling and spatial capture-recapture models

Nathan J. Crum, Lisa C. Neyman, Timothy A. Gowan

published 28 May 2021

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Pool testing on random and natural clusters of individuals: Optimisation of SARS-CoV-2 surveillance in the presence of low viral load samples

Michela Baccini, Emilia Rocco, Irene Paganini, Alessandra Mattei, Cristina Sani, Giulia Vannucci, Simonetta Bisanzi, Elena Burroni, Marco Peluso, Armelle Munnia, Filippo Cellai, Giampaolo Pompeo, Laura Micio, Jessica Viti, Fabrizia Mealli, Francesca Maria Carozzi

published 18 May 2021

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Joint resource optimization in spectrum sharing decode and forward relaying networks

Dong Qin

published 13 May 2021

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Data-driven model reduction of agent-based systems using the Koopman generator

Jan-Hendrik Niemann, Stefan Klus, Christof Schütte

published 13 May 2021

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A novel investigation of the influence of corporate governance on firms’ credit ratings

Abdullah A. K. Alkhawaldeh, Jamil J. Jaber, Dalila Boughaci, Noriszura Ismail

published 04 May 2021

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Vertical tank capacity measurement based on Monte Carlo method

Guoyu Chen, Yong Wan, Huanhuan Lin, Houlin Hu, Guixiong Liu, Yanhua Peng

published 16 Apr 2021

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