Academic literature on the topic 'Monte Carlo simulation Optimization'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Monte Carlo simulation Optimization.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Monte Carlo simulation Optimization"
Li, Ankang. "Portfolio Optimization by Monte Carlo Simulation." Advances in Economics, Management and Political Sciences 50, no. 1 (2023): 133–38. http://dx.doi.org/10.54254/2754-1169/50/20230568.
Full textMo, Zihan, Boxu He, and Tian Qin. "Option Pricing Based on Several Monte Carlo Techniques." Theoretical and Natural Science 107, no. 1 (2025): 227–34. https://doi.org/10.54254/2753-8818/2025.22650.
Full textTakaya, Keisuke, and Norio Hibiki. "DYNAMIC PORTFOLIO OPTIMIZATION USING MONTE CARLO SIMULATION." Transactions of the Operations Research Society of Japan 55 (2012): 84–109. http://dx.doi.org/10.15807/torsj.55.84.
Full textNorozpour, Sajedeh. "Mathematical Optimization of Monte Carlo Simulation Parameters for Predicting Stock Prices." International Journal of Engineering Technologies IJET 9, no. 3 (2025): 84–88. https://doi.org/10.19072/ijet.1569085.
Full textHeuer, Hans-Otto. "Optimization of Monte Carlo simulations." Physica A: Statistical Mechanics and its Applications 182, no. 4 (1992): 649–71. http://dx.doi.org/10.1016/0378-4371(92)90029-p.
Full textWu, Zhaoyang, Bowen Bai, and Lin Liu. "Optimization study of production decision based on Monte Carlo simulation and particle swarm optimization algorithm." Highlights in Business, Economics and Management 53 (March 17, 2025): 132–39. https://doi.org/10.54097/dgw4ce43.
Full textHesselbo, Bobby, and R. B. Stinchcombe. "Monte Carlo Simulation and Global Optimization without Parameters." Physical Review Letters 74, no. 12 (1995): 2151–55. http://dx.doi.org/10.1103/physrevlett.74.2151.
Full textConley, William. "Simulation optimization and correlation with multi stage Monte Carlo optimization." International Journal of Systems Science 38, no. 12 (2007): 1013–19. http://dx.doi.org/10.1080/00207720701595104.
Full textSugiharti, Endang, Mustafid, R. Rizal Isnanto, Budi Warsito, and Adi Wibowo. "Quasi Monte Carlo for Periodic Review in Inventory Systems." E3S Web of Conferences 448 (2023): 02033. http://dx.doi.org/10.1051/e3sconf/202344802033.
Full textChyba, B., M. Mantler, and M. Reiter. "Monte Carlo simulation of projections in computed tomography." Powder Diffraction 23, no. 2 (2008): 150–53. http://dx.doi.org/10.1154/1.2919045.
Full textDissertations / Theses on the topic "Monte Carlo simulation Optimization"
Bryskhe, Henrik. "Optimization of Monte Carlo simulations." Thesis, Uppsala University, Department of Information Technology, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121843.
Full textArmour, Jessica D. "On the Gap-Tooth direct simulation Monte Carlo method." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/72863.
Full textHomem, de Mello Tito. "Simulation-based methods for stochastic optimization." Diss., Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/24846.
Full textWang, Yunsong. "Optimization of Monte Carlo Neutron Transport Simulations with Emerging Architectures." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLX090/document.
Full textBolin, Christopher E. (Christopher Eric). "Iterative uncertainty reduction via Monte Carlo simulation : a streamlined life cycle assessment case study." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/82189.
Full textGreberg, Felix. "Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275679.
Full textDugan, Nazim. "Structural Properties Of Homonuclear And Heteronuclear Atomic Clusters: Monte Carlo Simulation Study." Master's thesis, METU, 2006. http://etd.lib.metu.edu.tr/upload/12607475/index.pdf.
Full textYao, Min. "Computed radiography system modeling, simulation and optimization." Thesis, Lyon, INSA, 2014. http://www.theses.fr/2014ISAL0128/document.
Full textGiani, Monardo. "A cost-based optimization of a fiberboard pressing plant using Monte-Carlo simulation (a reliability program)." Thesis, Queensland University of Technology, 2009. https://eprints.qut.edu.au/30417/1/Monardo_Giani_Thesis.pdf.
Full textBergman, Alanah Mary. "Monte Carlo simulation of x-ray dose distributions for direct aperture optimization of intensity modulated treatment fields." Thesis, University of British Columbia, 2007. http://hdl.handle.net/2429/30720.
Full textBooks on the topic "Monte Carlo simulation Optimization"
Rubinstein, Reuven Y. Monte Carlo optimization, simulation, and sensitivity of queuing networks. Krieger Pub. Co., 1992.
Find full textMun, Johnathan. Modeling risk: Applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques. 2nd ed. Wiley, 2010.
Find full textRubinstein, Reuven Y. The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning. Springer New York, 2004.
Find full textMooney, Christopher. Monte Carlo Simulation. SAGE Publications, Inc., 1997. http://dx.doi.org/10.4135/9781412985116.
Full textZhu, Zhen, and Hari Rajagopalan. Monte Carlo Simulation. SAGE Publications, Inc., 2023. http://dx.doi.org/10.4135/9781071908969.
Full textHess, Karl, ed. Monte Carlo Device Simulation. Springer US, 1991. http://dx.doi.org/10.1007/978-1-4615-4026-7.
Full textThomopoulos, Nick T. Essentials of Monte Carlo Simulation. Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6022-0.
Full textBrandimarte, Paolo. Handbook in Monte Carlo Simulation. John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781118593264.
Full textBook chapters on the topic "Monte Carlo simulation Optimization"
Cvitanić, Jaksa, Levon Goukasian, and Fernando Zapatero. "Hedging with Monte Carlo Simulation." In Applied Optimization. Springer US, 2002. http://dx.doi.org/10.1007/978-1-4757-3613-7_18.
Full textLoucks, Daniel P. "Chance Constrained and Monte Carlo Modeling." In International Series in Operations Research & Management Science. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93986-1_14.
Full textMyasnichenko, Vladimir, Nickolay Sdobnyakov, Leoneed Kirilov, Rossen Mikhov, and Stefka Fidanova. "Structural Instability of Gold and Bimetallic Nanowires Using Monte Carlo Simulation." In Recent Advances in Computational Optimization. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22723-4_9.
Full textKreinin, Alexander, and Alexander Levin. "Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analyses." In Nonconvex Optimization and Its Applications. Springer US, 2000. http://dx.doi.org/10.1007/978-1-4757-3150-7_8.
Full textDas, Ashok, and Jitendra Kumar. "Mathematical Modeling of Different Breakage PBE Kernels Using Monte Carlo Simulation Results." In Optimization of Pharmaceutical Processes. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-90924-6_4.
Full textRosetti, M., M. Benassi, V. Bruzzaniti, A. Bufacchi, and M. D’Andrea. "Intra-Operative Radiation Therapy Optimization Using the Monte Carlo Method." In Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-18211-2_72.
Full textRahmani, Shima, Asad Saghari, and Masoud Ebrahimi. "A Shifted-Constraint RBDO Framework Using Monte Carlo Simulations." In Advances in Structural and Multidisciplinary Optimization. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-67988-4_33.
Full textMukherjee, Ayan, Ashish Kumar Singh, Pradeep Kumar Mallick, and Sasmita Rani Samanta. "Portfolio Optimization for US-Based Equity Instruments Using Monte-Carlo Simulation." In Cognitive Informatics and Soft Computing. Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-8763-1_57.
Full textWu, Ruize. "Predictive models and Monte Carlo simulations in portfolio optimization." In Exploring the Financial Landscape in the Digital Age. CRC Press, 2024. http://dx.doi.org/10.1201/9781003508816-65.
Full textGrelier, Cyril, Olivier Goudet, and Jin-Kao Hao. "Monte Carlo Tree Search with Adaptive Simulation: A Case Study on Weighted Vertex Coloring." In Evolutionary Computation in Combinatorial Optimization. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-30035-6_7.
Full textConference papers on the topic "Monte Carlo simulation Optimization"
Wang, Zhiyuan, Yuhao Jiang, Haitao Ye, et al. "Production Process Optimization Decision Based on Monte Carlo Simulation and Dynamic Programming." In 2024 6th International Conference on Frontier Technologies of Information and Computer (ICFTIC). IEEE, 2024. https://doi.org/10.1109/icftic64248.2024.10913383.
Full textSun, Yinuo, Wei Xiong, Haoran Pang, Hanyao Cao, and Xinghan Ba. "Research on Planting Optimization Based on Greedy Algorithm and Monte Carlo Simulation." In 2024 IEEE 2nd International Conference on Electrical, Automation and Computer Engineering (ICEACE). IEEE, 2024. https://doi.org/10.1109/iceace63551.2024.10898461.
Full textZhang, Wanhua, Jie Chen, and Xin Jiang. "Optimization of Crop Planting Based on Genetic Algorithm and Monte Carlo Simulation." In 2025 IEEE International Conference on Electronics, Energy Systems and Power Engineering (EESPE). IEEE, 2025. https://doi.org/10.1109/eespe63401.2025.10987152.
Full textZhang, Bojiang, Zixuan Guo, Xinyang Yu, Xing Che, and Jiahao Xue. "An Investigation of Op-Amp Circuit Optimization Based on Monte Carlo Simulation and PVT Simulation." In 2024 IEEE 7th International Conference on Automation, Electronics and Electrical Engineering (AUTEEE). IEEE, 2024. https://doi.org/10.1109/auteee62881.2024.10869769.
Full textXie, Lipeng, Hao Wang, and Kaiwen Li. "Optimization of Agricultural Planting Resource Allocation Based on Particle Swarm Optimization and Monte Carlo Simulation." In 2024 IEEE 2nd International Conference on Electrical, Automation and Computer Engineering (ICEACE). IEEE, 2024. https://doi.org/10.1109/iceace63551.2024.10898608.
Full textGlombik, Sebastian, and Felix Fromme. "REAL OPTIONS ANALYSIS APPLIED ON RESIDENTIAL ENERGY SYSTEMS USING LEAST SQUARES MONTE CARLO SIMULATION." In 37th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2024). ECOS 2024, 2024. http://dx.doi.org/10.52202/077185-0032.
Full textZhang, Yuting, Chaoyun Gu, Heng Li, Zhe Wang, Hongyi Zhang, and Dongyue Qu. "Research on Hole and Shaft Selection Assembly Optimization Based on JSD and Monte Carlo Simulation." In 2025 11th International Conference on Mechatronics and Robotics Engineering (ICMRE). IEEE, 2025. https://doi.org/10.1109/icmre64970.2025.10976275.
Full textLan, Lihua, Hanping Huang, Fupei Ning, Yanbin Zheng, and Qin Yang. "Research on Dual-Objective Robust Optimization Based on Monte Carlo Simulation and Simulated Annealing Algorithm." In 2025 International Conference on Electrical Drives, Power Electronics & Engineering (EDPEE). IEEE, 2025. https://doi.org/10.1109/edpee65754.2025.00177.
Full textLu, Yanchun, Hongqi Yang, Ting Lei, and Yong Pan. "Research on spares optimization method of the complex electronic information system based on Monte Carlo simulation." In International Conference on Mechatronics and Intelligent Control (ICMIC 2024), edited by Kun Zhang and Pascal Lorenz. SPIE, 2025. https://doi.org/10.1117/12.3044953.
Full textChen, Make, Haitian Geng, and Jingran Li. "Research on Multi-Stage Decision Optimization Based on Monte Carlo Simulation and Deep Q-Network Algorithm." In 2025 International Conference on Electrical Drives, Power Electronics & Engineering (EDPEE). IEEE, 2025. https://doi.org/10.1109/edpee65754.2025.00175.
Full textReports on the topic "Monte Carlo simulation Optimization"
Welch, Tabitha. Exploring the Great Pyramid: Stand-Alone Monte Carlo Simulations for Detector Optimization. Office of Scientific and Technical Information (OSTI), 2020. http://dx.doi.org/10.2172/1769388.
Full textMartinez, Michael A. A Computerized Approach to a Multivariable, Constrained, Nonlinear Optimization Blending Problem Using a Monte Carlo Simulation,. Defense Technical Information Center, 1997. http://dx.doi.org/10.21236/ada329078.
Full textMun, Johnathan, and Thomas Housal. A Primer on Applying Monte Carlo Simulation, Real Options Analysis, Knowledge Value Added, Forecasting, and Portfolio Optimization. Defense Technical Information Center, 2010. http://dx.doi.org/10.21236/ada518628.
Full textGlaser, R. Monte Carlo simulation of scenario probability distributions. Office of Scientific and Technical Information (OSTI), 1996. http://dx.doi.org/10.2172/632934.
Full textXu, S. L., B. Lai, and P. J. Viccaro. APS undulator and wiggler sources: Monte-Carlo simulation. Office of Scientific and Technical Information (OSTI), 1992. http://dx.doi.org/10.2172/10134610.
Full textDouglas, L. J. Monte Carlo Simulation as a Research Management Tool. Office of Scientific and Technical Information (OSTI), 1986. http://dx.doi.org/10.2172/1129252.
Full textAguayo Navarrete, Estanislao, Austin S. Ankney, Timothy J. Berguson, et al. Monte Carlo Simulation Tool Installation and Operation Guide. Office of Scientific and Technical Information (OSTI), 2013. http://dx.doi.org/10.2172/1095434.
Full textXu, S. L., B. Lai, and P. J. Viccaro. APS undulator and wiggler sources: Monte-Carlo simulation. Office of Scientific and Technical Information (OSTI), 1992. http://dx.doi.org/10.2172/5494991.
Full textBoyd, Lain D. Monte Carlo Simulation of Radiation in Hypersonic Flows. Defense Technical Information Center, 2002. http://dx.doi.org/10.21236/ada414031.
Full textRichie, David A., James A. Ross, Song J. Park, and Dale R. Shires. A Monte Carlo Method for Multi-Objective Correlated Geometric Optimization. Defense Technical Information Center, 2014. http://dx.doi.org/10.21236/ada603830.
Full text