Relevant bibliographies by topics / Sekvenční metody Monte Carlo

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Academic literature on the topic 'Sekvenční metody Monte Carlo'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Sekvenční metody Monte Carlo"

1

Krawczyk, Tomasz. "Zastosowanie metody Monte Carlo w zarządzaniu Value at Risk portfela inwestycyjnego." Problemy Zarzadzania 14, no. 4 (63) (October 30, 2016): 25–38. http://dx.doi.org/10.7172/1644-9584.63.2.

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Matuszak, Natalia. "Monte Carlo jako jedna z metod symulacyjnych w radioterapii." Letters in Oncology Science 16, no. 2 (June 10, 2019): 15–22. http://dx.doi.org/10.21641/los.2019.17.2.91.

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Obecnie fizyka jądrowa coraz częściej stwarza możliwości ku nowym rozwiązaniom w radioterapii. Celem udoskonalenia już istniejących metod jest poszukiwanie bardziej precyzyjnych technologii dających możliwie jak najmniejsze ryzyko błędu. Fizyczne planowanie eksperymentów nierzadko wiąże się z ograniczeniami technicznymi, dlatego dobrym rozwiązaniem staje się modelowanie komputerowe. Do celów radioterapii najczęściej wymienianą metodą jest tzw. metoda Monte Carlo.Istotą tej metody jest symulacja komputerowa procesów o charakterze losowym. W oparciu o nią, algorytm wykorzystuje obliczenia numeryczne do opisu wielkości fizycznych. Stanowi to alternatywę dla procesów zbyt złożonych, dla których podejście analityczne jest niewystarczające by osiągnąć zamierzone cele. Spośród różnych kodów bazujących na obliczeniach Monte Carlo (MCNP, MCNPX, FLUKA, EGSnrc), w radioterapii największe zastosowanie znajduje GEANT4.
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BOROWIK, Borys. "Zastosowanie zmodyfikowanej metody Monte Carlo do obliczenia mocy strat cieplnych w przewodzącym wsadzie rurowym formowanym elektrodynamicznie." PRZEGLĄD ELEKTROTECHNICZNY 1, no. 1 (January 5, 2017): 251–54. http://dx.doi.org/10.15199/48.2017.01.61.

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Pawlak, Marcin. "The Classic Methods of Real Option Valuation Vs Double Monte Carlo Simulation – Assumptions Analysis." Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia 82 (2016): 437–45. http://dx.doi.org/10.18276/frfu.2016.4.82/1-37.

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Tomczyk, Krzysztof. "Application of the Monte Carlo Method for Parametric Identification of Accelerometers in the Frequency Domain." Pomiary Automatyka Robotyka 24, no. 2 (June 30, 2020): 31–38. http://dx.doi.org/10.14313/par_236/31.

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Pawałowski, Bartosz. "Aspekty kliniczne i techniczne radioterapii śródoperacyjnej. Przegląd publikacji ustnych oraz plakatowych podczas konferencji ESTRO w Barcelonie w 2015 r." Letters in Oncology Science 14, no. 2 (May 16, 2017): 29–32. http://dx.doi.org/10.21641/los.14.2.27.

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W 2015 roku w Barcelonie odbyła się kolejna konferencja Europejskiego Towarzystwa Radioterapii i Onkologii - ESTRO (European Society for Radiation and Oncology). W trakcie trwania konferencji wyodrębniony został osobny panel podczas, którego prezentowane były doniesienia związane z fizycznymi i technicznymi aspektami radioterapii śródoperacyjnej. Większość prezentowanych podczas tej sesji prac przedstawiała doświadczenia różnych ośrodków związane z wykonywaniem pomiaru dawki in-vivo oraz trudności z tym związane. Zaprezentowano również wyniki dla modelu obliczeniowego rozkładu dawki Monte Carlo dla którego osiągnięto bardzo dobrą zgodność z pomiarami. Jednym z bardziej interesujących wystąpień była praca, w której porównywano obecnie dostępne metody leczenia radioterapeutycznego typu „boost”. Również podczas sesji plakatowej, przedstawione zostały bardzo interesujące prace naukowe m.in. dozymetryczna weryfikacja modyfikatorów dawki oraz osłon wykorzystywanych w radioterapii śródoperacyjnej.
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Kaminski, M., and P. Swita. "Reliability Modeling in Some Elastic Stability Problems Via the Generalized Stochastic Finite Element Method / Modelowanie Niezawodnosci W Pewnych Zagadnieniach Statecznosci Sprezystej Z Wykorzystaniem Uogólnionej Stochastycznej Metody Elementów Skonczonych." Archives of Civil Engineering 57, no. 3 (September 1, 2011): 275–95. http://dx.doi.org/10.2478/v.10169-011-0020-6.

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Abstract The main idea of this work is to demonstrate an application of the generalized perturbation-based Stochastic Finite Element Method for a determination of the reliability indicators concerning elastic stability for a certain spectrum of the civil engineering structures. The reliability indicator is provided after the Eurocode according to the First Order Reliability Method, and computed using the higher order Taylor expansions with random coefficients. Computational implementation provided by the hybrid usage of the FEM system ROBOT and the computer algebra system MAPLE enables for reliability analysis of the critical forces in the most popular civil engineering structures like simple Euler beam, 2 and 3D single and multi-span steel frames, as well as polyethylene underground cylindrical shell. A contrast of the perturbation-based numerical approach with the Monte-Carlo simulation technique for the entire variability of the input random dispersion included into the Euler problem demonstrates the probabilistic efficiency of the perturbation method proposed.
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Paliński, Andrzej. "Wykorzystanie wartości likwidacyjnej aktywów kredytobiorcy i metody Monte Carlo do wyznaczenia oprocentowania kredytu bankowego." Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, no. 371 (2014). http://dx.doi.org/10.15611/pn.2014.371.21.

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Dissertations / Theses on the topic "Sekvenční metody Monte Carlo"

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Waldeckerová, Naďa. "Option pricing using Monte Carlo methods." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206936.

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This thesis aims to analyse different Monte Carlo methods when applied to the problem of option pricing. Closer attention is paid to three variance reduction techniques, namely control variathes, importance sampling and antithetic variables, and two different approaches, least-squares Monte Carlo and quasi-Monte Carlo methods. The detailed analysis of the differences and improvements is done on a problem of plain vanilla option pricing. At the end the methods are each applied to valuation of different exotic options.
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Gerold, Petr. "Zhodnocení investic s využitím metody Monte Carlo v programu Lumina Analytica." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-193755.

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This thesis focuses on investment, especially on the development of individual investments. It is concerned with stocks, bonds, mutual funds, saving accounts, real estates, commodities. The main objective is to create a model in Lumina Analytica. Interactive model should provides users (according to their filled values) the most likeliest appreciation of the selected portfolio investments. Supportive part of this thesis is an investment questionnaire. It obtains simplifield investment profile to potential investor and also a recommendation to which types of investments should investor invest. The purpose is to connect the subjective inestor view (the relationship of risk, return and liquidity) on investments with the real behavior of the individual investments with the help of analytical tools.
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Zemenová, Hana. "Stochastické metody v řízení projektů." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-2349.

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Každý projekt je ze své povahy spojen s jistou dávkou rizika a nejistoty, kterou je nutné zohlednit při volbě adekvátních metod pro jeho řízení. Cílem práce je tyto metody klasifikovat, porovnat a aplikovat na případové studii z podnikové praxe. Podrobněji jsou přitom rozebrány právě ty metody, které byly vhodné pro zkoumaný projekt z případové studie: jedná se o metodu CPM/PERT, simulaci Monte Carlo a analýzu projektu prostřednictvím bayesovských sítí.
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Štolc, Zdeněk. "Metody výpočtu VaR pro tržní a kreditní rizika." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-4682.

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This thesis is focused on a theoretical explication of the basic methods of the calculation Value at Risk for the market and credit risk. For the market risk there is in detail developed the variance -- covariance method, historical simulation and Monte Carlo simulation, above all for the nonlinear portfolio. For all methods the assumptions of their applications are highlighted and the comparation of these methods is made too. For the credit risk there is made a theoretical description of CreditMetrics, CreditRisk+ and KMV models. Analytical part is concerned in the quantification of Value at Risk on two portfolios, namely nonlinear currency portfolio, which particular assumptions of the variance -- covariance method a Monte Carlo simulation are tested on. Then by these methods the calculation of Value at Risk is realized. The calculation of Credit Value at Risk is made on the portfolio of the US corporate bonds by the help of CreditMetrics model.
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Šemnická, Eliška. "Simulační metody a řízení rizika ve firmě." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-81884.

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Project management is a field in which risk management can be applied. There must be a business case for any project to recognize its benefits for the company. A business case generally uses point estimation of input parameters and evaluates financial criteria for individual variants such as the net present value, pay-back period or internal rate of return. A simulation enables to design a model for the business case analysis while making use of the probability distribution. The model then turns from a deterministic into a stochastic one. The Monte Carlo simulation method, calculating a large number of variants, is employed in projects. The simulation can identify major risk factors, assess their probability and the significance of the impact on the evaluated financial criterion. The analysis outputs suggested by the simulation are the fundamentals of proper risk management. The Crystal Ball simulation software was employed for the calculation in this thesis.
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Papež, Milan. "Monte Carlo identifikační strategie pro stavové modely." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2019. http://www.nusl.cz/ntk/nusl-400416.

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Stavové modely jsou neobyčejně užitečné v mnoha inženýrských a vědeckých oblastech. Jejich atraktivita vychází především z toho faktu, že poskytují obecný nástroj pro popis široké škály dynamických systémů reálného světa. Nicméně, z důvodu jejich obecnosti, přidružené úlohy inference parametrů a stavů jsou ve většině praktických situacích nepoddajné. Tato dizertační práce uvažuje dvě zvláště důležité třídy nelineárních a ne-Gaussovských stavových modelů: podmíněně konjugované stavové modely a Markovsky přepínající nelineární modely. Hlavní rys těchto modelů spočívá v tom, že---navzdory jejich nepoddajnosti---obsahují poddajnou podstrukturu. Nepoddajná část požaduje abychom využily aproximační techniky. Monte Carlo výpočetní metody představují teoreticky a prakticky dobře etablovaný nástroj pro řešení tohoto problému. Výhoda těchto modelů spočívá v tom, že poddajná část může být využita pro zvýšení efektivity Monte Carlo metod tím, že se uchýlíme k Rao-Blackwellizaci. Konkrétně, tato doktorská práce navrhuje dva Rao-Blackwellizované částicové filtry pro identifikaci buďto statických anebo časově proměnných parametrů v podmíněně konjugovaných stavových modelech. Kromě toho, tato práce adoptuje nedávnou particle Markov chain Monte Carlo metodologii pro návrh Rao-Blackwellizovaných částicových Gibbsových jader pro vyhlazování stavů v Markovsky přepínajících nelineárních modelech. Tyto jádra jsou posléze použity pro inferenci parametrů metodou maximální věrohodnosti v uvažovaných modelech. Výsledné experimenty demonstrují, že navržené algoritmy překonávají příbuzné techniky ve smyslu přesnosti odhadu a výpočetního času.
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Svoboda, Tomáš. "Implementace statistické metody KDE+." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-241303.

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In this master's thesis I presented a new statistical method KDE+ (Kernel Density Estimation plus) that allows detecting clusters of points on the linear data. I created a self-standing application that enables anybody to try the method and apply it on their own data. One possible usage of the method and application is for the detection of critical roads sections with a high concentration of traffic accidents. Development of the application includes analysis of KDE+ statistical method, design of appropriate program structures and the implementation. Optimization were carried out to achieve higher performance after creating the prototype. At the end the software was validated by analysing vehicle collision data from the police database of the Czech Republic.
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Kouklík, Michal. "Zhodnocení investičního záměru dostavby JETE." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-199563.

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The thesis deals with the project of the construction of the Temelin Nuclear Power Plant, as an optimal new production source of electrical energy to ensure the majority of the coverage of the growing electric consumption in the Czech Republic and to ensure the state energy independence in the future. The main part of the thesis is dedicated to the methods of strategic investments evaluation. Emphasis is placed on the dynamic methods, which are also working with the factors of time and risk, which are relevant in this case, because the project time horizon is 70 years. The investment project is evaluated from the perspective of owners, as well as from the overall perspective of owners and creditors. The Monte-Carlo method was implemented into the model to support the decision-making process and to move closer to reality. The method assigns the relevant distribution division to the model input values. The output is the set of available values, and the probability of their occurrence. The main thesis objective lies in the decision of the decision maker with a neutral attitude to risk, whether accept the investment or not.
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Krupa, Štěpán. "Stanovení hodnoty společnosti DEKTRADE, a.s." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162574.

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The aim of this Master's Thesis is valuation of the company DEKTRADE, a.s. as determined by possible independent analytic using publicly accessible information or data that could be acquired when in touch with management of the company as at January 1st 2013. Results of the thesis are supposed to analyze the corporation itself from the strategically-financial point of view, specify the height of its value if offered to a potential buyer and at last but not at least to help the board of managers to see the conceivable outlook of main competitors on DEKTRADE, a.s. The Thesis is split to theoretical and practical part where the first one should constitute solid methodological base for the final valuation of the company. Keystones of the latter are strategic and financial analysis followed by financial plan and specific techniques of valuation of the company. The ending of the Thesis is devoted to Monte Carlo simulation of results with respect to risk exposition of the computed values.
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Koštur, Petr. "Hodnocení investičního záměru." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-414461.

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This master’s thesis deals with a comprehensive evaluation of the company's investment related to the purchase of construction machinery. All calculations are performed according to the theoretical basis introduced in the beginning. To evaluate the effectiveness of the investment, static and dynamic methods are used, together with the sensitivity analysis of individual risk factors. The probability of possible scenarios is determined using a Monte Carlo simulation. To conclude, recommendations whether the project should be implemented is given.
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Books on the topic "Sekvenční metody Monte Carlo"

1

Mikhaĭlov, G. A. Vesovye metody Monte-Karlo. Novosibirsk: Izd-vo Sibirskogo otd-nii︠a︡ Rossiĭskoĭ akademii nauk, 2000.

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Sabelʹfelʹd, K. K. Metody Monte-Karlo v kraevykh zadachakh. Novosibirsk: "Nauka," Sibirskoe otd-nie, 1989.

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A, Mikhaĭlov G., ed. Metody Monte-Karlo dli͡a︡ raschetov glubokogo proniknovenii͡a︡ izlucheniĭ. Novosibirsk: Akademii͡a︡ nauk SSSR, Sibirskoe otd-nie, Vychislitelʹnyĭ t͡s︡entr, 1990.

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V, Voĭtishek A., and Akademii͡a nauk SSSR. Sibirskoe otdelenie. Vychislitelʹnyĭ t͡sentr., eds. VIII Vsesoi͡uznoe soveshchanie Metody Monte-Karlo v vychislitelʹnoĭ matematike i matematicheskoĭ fizike: Tezisy dokladov, 19-21 fevrali͡a 1991 goda. Novosibirsk: Akademii͡a nauk SSSR, Sibirskoe otd-nie, Vychislitelʹnyĭ t͡sentr, 1991.

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V, Bulavskiĭ I͡U, and Akademii͡a nauk SSSR. Sibirskoe otdelenie. Vychislitelʹnyĭ t͡sentr., eds. VII Vsesoi͡uznoe soveshchanie "Metody Monte-Karlo v vychislitelʹnoĭ matematike i matematicheskoĭ fizike": Tezisy dokladov 9-11 okti͡abri͡a 1985 g. Novosibirsk: Akademii͡a nauk SSSR, Sibirskoe otd-nie, Vychislitelʹnyĭ t͡sentr, 1985.

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A, Mikhaĭlov G., and Akademii͡a︡ nauk SSSR. Sibirskoe otdelenie. Vychislitelʹnyĭ t͡s︡entr., eds. Chislennye metody statisticheskogo modelirovanii͡a︡: Sbornik nauchnykh trudov. Novosibirsk: Akademii͡a︡ nauk SSSR, Sibirskoe otd-nie, Vychislitelʹnyĭ t͡s︡entr, 1987.

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Dissertations / Theses
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