Monte Carlo simulation model
Profit Forecast Model Using Monte Carlo Simulation in Excel
... t. Monte Carlo methods are stochastic techniques--meaning they are based on the use of random numbers and probability statistics to investigate ...problems. Monte Carlo simulation ...
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Braz. J. Phys. vol.39 número1
... their simulation [3-4] in an attempt to understand the basic principles of their opera- ...tion. Monte Carlo methods have been used to a great extent in this effort because they allow an essentially ...
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Stochastic evaluation of deepwater oil prospects in Portugal using Monte Carlo Simulation
... economic model, it is important to focus on the Uncertainties variables that most impact ...to model all uncertainties, will inevitably bias the model and becoming it ...the model structure or ...
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Monte Carlo simulation of electronic excitation energy transfer: Perrin´s model for static luminescence quenching.
... MONTE CARLO SIMULATION OF ELECTRONIC EXCITATION ENERGY TRANSFER: PERRIN´S MODEL FOR STATIC LUMINESCENCE ...the Monte Carlo method has been developed aiming the teaching of the ...
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A Monte Carlo simulation technique to determine the optimal portfolio
... the simulation technique of Monte Carlo with 95% confidence ...hybrid model called Markowitz and Winker model in each determined ...
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Modeling of very low frequency (VLF) radio wave signal profile due to solar flares using the GEANT4 Monte Carlo simulation coupled with ionospheric chemistry
... The Monte Carlo processes in this application deal with the transport and interaction of particles with matter in a pre- defined geometry and store all the information of track, na- ture and number of ...
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Adsorption of terbium ion on Fc/dymethylacrylamide: application of Monte Carlo simulation
... Table 3 shows the structural properties of the ratios 10/1:1 and 40/1:1 of the DMA/(NAS:MG) polymeric matrix calculated at 298K using the AMBER/PM3 hybrid model. It is appreciated that the free energy of Gibbs ...
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Monte Carlo Ray Tracing Simulation of Polarization Characteristics of Sea Water Which Contains Spherical and Non-Spherical Particles of Suspended Solid and Phytoplankton
... with Monte Carlo Ray Tracing: MCRT method [4]-[15]. MCRT simulation model for the atmosphere is proposed [4] while MCRT model for aerosol particle is proposed ...LAI model based ...
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Pharmacodynamic evaluation of commonly prescribed oral antibiotics against respiratory bacterial pathogens
... the Monte Carlo ...the model to generate parameters to be applied in the Monte Carlo simulation ...the Monte Carlo ...
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Exploring uncertainty in glacier mass balance modelling with Monte Carlo simulation
... study focuses on a test site where the total melt is about one order of magnitude larger than accumulation. Consequently only a rough estimate of uncertainty in the latter was applied and thus, the uncertainty ...
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Control-limit Policy of Condition-based Maintenance Optimization for Multi-component System by Means of Monte Carlo Simulation
... hazards model based CBM policy, an algorithm based on Monte Carlo simulation is developed to balance the amount of calculations and the accuracy of the optimal ...
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Modelo predador-presa: estudo por simulação Monte Carlo / Predator-prey model: study by Monte Carlo simulation
... A modelagem matemática do sistema predador-presa descreve a interação entre presa e predador, por meio, de um conjunto de equações diferenciais, entretanto, tais equações apresentam limitações, pois elas não descrevem ...
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Predictability of equity models
... In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the ...
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3D-Simulation of a Bayard Alpert ionisation gauge using SIMION program
... this model we consider only backscattered electrons, which are formally separated from the so-called true secondary electrons by their kinetic energy E > 50 eV ...the Monte Carlo ...
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Monte Carlo simulation of inherited longevity
... Fig. 1. Histogram (in percent) of child’s programmed death age (pda) versus parental death age. For a given genetic death age for the mother we plot the distribution of the ages of genetic death for the o spring. The ...
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Comparison Between Linear and Nonlinear Models of Mixed Pixels in Remote Sensing Satellite Images Based on Cierniewski Surface BRDF Model by Means of Monte Carlo Ray Tracing Simulation
... reflectance, (3) Material-material distance, (4) Optical depth of aerosol and molecule, (5) Solar zenith and azimuth angles, (6) IFOV of the sensor, (7) Sensor direction (view zenith angle) and height. On the other hand, ...
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Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method
... the Monte Carlo simulation method, we considered ten well-known statistical probability distributions with different variations of the respective ...The simulation studies lead to the ...
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Monte Carlo simulation on teaching of luminescence and excited states decay kinetics.
... que apresentam decaimento luorescente muito rápido têm seus de- caimentos obtidos por um espectrômetro de resposta lenta, ou seja, que apresenta largura temporal do pulso de excitação mais larga que a emissão da amostra. ...
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Applying sequential Monte Carlo methods into a distributed hydrologic model: lagged particle filtering approach with regularization
... runoff model of Moradkhani et ...and model parameters, and Rings et ...hydrological model is an- alyzed by Salamon and Feyen (2009, 2010), and dual state- parameter updating of a conceptual ...
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Avaliação de opções americanas via simulação de Monte Carlo
... No 5º capítulo faz-se a discretização dos modelos CEV e JDCEV utilizando para tal a discretização de Euler (Glasserman, 2004). O desenvolvimento e análise do processo avaliaçãod das opções americanas pelo método dos ...
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