b interactive monte carlo simulation computing time histories of statistics with compiled dot operations

Tài liệu Báo cáo khoa học: Suppressed catalytic efﬁciency of plasmin in the presence of long-chain fatty acids Identiﬁcation of kinetic parameters from continuous enzymatic assay with Monte Carlo simulation ppt

Ngày tải lên : 18/02/2014, 17:20

... the experiment is indicated by a red asterisk, whereas the best estimate from the Monte- Carlo simulation is indicated by a red circle Numbers following the abbreviation of the respective fatty acid ... JH, Berton A, Robinet A, Decarme M, Hornebeck W & Bellon G (2004) Inhibition of plasmin-mediated prostromelysin-1 activation by interaction of long chain unsaturated fatty acids with kringle Biochem ... fibrin formation and intrinsic fibrinolysis of fibrin-rich clots J Biol Chem 278, 21331–21335 16 Schneider M & Nesheim M (2004) A study of the protection of plasmin from antiplasmin inhibition within...

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Báo cáo "Monte carlo simulation by code of MCNP and experimental check for measuring thickness of materials for the specializing system of MYO-101 " ppt

Ngày tải lên : 22/03/2014, 11:20

... (XZ) The system of MYO-101 consists of blocks as follows: a detector with well scintillation crystal of Yap(Ce) having outer diameter of 60 mm, inner diameter of 15 mm, thickness of mm, and aluminum ... overall thickness of mm, active diameter of 4.2 mm, beryllium window with thickness of mm) is placed in well of the crystal The drawing of the detector is shown in Figure and its simulation using ... Fitting for probe Fig Drawing of the detector Results of experimentally measured intensity I(cps) of scattering gamma-ray for different material are listed in Table With model to be system of MYO-101,...

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EXPLORING MONTE CARLO SIMULATION APPLICATIONS FOR PROJECT MANAGEMENT potx

Ngày tải lên : 23/03/2014, 04:21

... Limitations of Monte Carlo simulation applications in project management The primary drawbacks of Monte Carlo simulation in the past have been high use of computing power and the amount of time and ... take advantage of this simple and useful tool in managing project risks and uncertainties O verview of Monte Carlo simulation Brief history of Monte Carlo simulation The Monte Carlo simulation encompasses ... done by computers if they are to be completed in any reasonable amount of time Their argument, however, was lessened by the advancement of computing power and the availability of Monte Carlo simulation...

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finance - risk analysis and monte carlo simulation

Ngày tải lên : 08/04/2014, 12:08

... One available simulation add-in for Excel is Crystal Ball 2000, which will be used in this example How did Monte Carlo simulation get its name? Monte Carlo simulation was named for Monte Carlo, ... of breaking even is 88.16% The Benefits of Monte Carlo Simulation As you can see from the above example, simulation can result in a far more rigorous analysis in far less time Not only does simulation ... uncertain variables in your spreadsheet? For each uncertain variable, Crystal Ball lets you define the possible values with a probability distribution A distribution is an equation that describes shape...

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Báo cáo nghiên cứu khoa học: "Monte carlo simulation by code of MCNP and experimental check for measuring thickness of materials for the specializing system of MYO-101" pptx

Ngày tải lên : 21/07/2014, 16:21

... (XZ) The system of MYO-101 consists of blocks as follows: a detector with well scintillation crystal of Yap(Ce) having outer diameter of 60 mm, inner diameter of 15 mm, thickness of mm, and aluminum ... overall thickness of mm, active diameter of 4.2 mm, beryllium window with thickness of mm) is placed in well of the crystal The drawing of the detector is shown in Figure and its simulation using ... Fitting for probe Fig Drawing of the detector Results of experimentally measured intensity I(cps) of scattering gamma-ray for different material are listed in Table With model to be system of MYO-101,...

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monte carlo simulation for tunable solvents and reversed phase liquid chromatography

Ngày tải lên : 14/11/2014, 08:17

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A study of conformational response of DNA to nanoconfinement by monte carlo simulation

Ngày tải lên : 09/09/2015, 10:16

... imprints the time passage that is foward-in -time but it is non-deterministic and is called the Monte Carlo time The Monte Carlo time is often referred as the Monte Carlo steps’ or Monte Carlo ... the distribution of the system within an ensemble is reasonably well approximated by the Boltzmann distribution law [82] Based on the Boltzmann distribution law, the general expression of the partition ... carried out by taking the time- average of a single trajectory [90] This saves a lot of time in estimating the timeevolution of a property for a BD simulation Brownian Dynamics oﬀers a better approach...

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Monte carlo simulation of molecules and ions in liquid water

Ngày tải lên : 10/09/2015, 15:49

... toAX 1ˆ A H = q B V A (r (B) ) + pB Vα (r (B) ) + QB Vαβ (r (B) ) + ˆ ˆα A αβ AB = T AB q A q B + Tα ˆ ˆ q A pB − pA q B ˆ ˆα ˆα ˆ + AB Tαβ A B 1ˆ ˆα ˆβ ˆ q Qαβ − pA pB + QA q B ˆ 3 αβ + @IFITA ... n=0 0| B |n n| B |0 + 0| B |n n| B |0 pα pα pα pα B − WB Wn @IFQQA 28 Chapter The Dynamics of Molecular Systems AB β α,α ˆ ˆ 0| B |n n|QB β |0 + 0|QB |n n| B |0 pα pα αβ α = @IFQQA B B Wn − ... A B A B A Uind = − Eα (r (B) ) Eα (r (B) ) ααα − Eα (r (B) ) Eα β (r (B) ) AB β α,α A A B @IFQPA − Eαβ (r (B) ) Eα β (r (B) ) Cαβ,α β − where the polrisilities αD AD nd C re de(ned suh thtX B ααα...

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Phase separations in protein solutions a monte carlo simulation study

Ngày tải lên : 14/09/2015, 14:06

... of the highly structured shell of water molecules around the protein molecules vii NOMENCLATURE _ ABBREVIATIONS MC Monte Carlo GEMC Gibbs ensemble Monte Carlo GDI Gibbs-Duhem ... contrast, the Monte Carlo simulation technique turns out to be a promising substitute because it only considers the possible physical state and does not depend on any time scale In Monte Carlo simulations, ... potential between the protein molecules is provided, the corresponding phase diagram can be calculated using various methods, such as Gibbs ensemble Monte Carlo simulation (GEMC), GibbsDuhem integration...

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Monte carlo simulation in option pricing

Ngày tải lên : 16/10/2015, 15:35

... number from normal distribution 𝑁 (0, 1) as a black-box function, we still give a brief introduction of generating pseudo-random numbers including the probability proof of converting random numbers ... deal with multivariate valuation problems 2.3.3 Monte Carlo Simulation Monte Carlo Simulation is very useful in calculating the value of an option with multiple factors of uncertainty or with ... by Monte Carlo simulation Other major drawbacks of Monte Carlo simulation include that it is sometimes computationally time consuming and is hard to handle American-style options In Chapter of...

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Monte carlo simulation of light propagation in stratified water

Ngày tải lên : 26/11/2015, 12:54

... List of symbols a aϕ Absorption coefficient of the total, Absorption coefficient of phytoplankton pigments m-1 ag aw b B bf bb bbp bbp(555) bbw bb c(λ) [C] Y Rrs rrs S u Absorption coefficient of ... coefficient F= bf b 2.18 Similarly, the backscattering probability, B, is defined as the ratio of the backscattering coefficient to the total scattering in all directions bb b 2.19 F +B = 2.20 B= Obviously, ... + a g (λ ) bb (λ ) = bbw (λ ) + bbp (λ ) 2.34 Monte Carlo simulations of the radiative transfer process could then be used to relate the subsurface volume reflectance spectra just beneath the...

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APPLYING MONTE CARLO SIMULATION TO CASH BUDGETING FOR BIMSON CEMENT JOINT STOCK COMPANY

Ngày tải lên : 27/09/2016, 20:35

... completion of this thesis Applying Monte Carlo simulation to cash budgeting for BCC LIST OF ABBREVIATIONS BCC Bim Son Cement Joint Stock Company MCS Monte Carlo Simulation COGS Cost of goods sold CBBL ... output of CBBL 43 FIGURE 16 Macro output of loan 43 Applying Monte Carlo simulation to cash budgeting for BCC LIST OF TABLES TABLE Example of ScenariosAnalysis for cash budgeting 18 TABLE Breakdown ... Applying Monte Carlo simulation to cash budgeting for BCC ii Applying Monte Carlo simulation to cash budgeting for Bim Son Cement Joint Stock Company 3.2.1 Cash budgeting steps using Monte Carlo simulation...

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monte carlo simulation

Ngày tải lên : 15/10/2016, 17:07

... 3.29: Tạo b ng t=Table[i2 ,{i,10}]>{1,4,9,16,25,36,49,64,81,100} vẽ đồ thị biểu diễn b ng Hình 3.30: Tạo b ng t=Table[i2 ,{i,10}]>{1,4,9,16,25,36,49,64,81,100} vẽ đồ thị biểu diễn b ng 3.6 Một ... tắc biến đổi Math có mẫu thích ứng cho việc thực phép biến đổi, ký tự "/." biểu thị cho việc thực qui tắc biến đổi (transformation rule) Ví dụ: {a ,b, c,d}/ .b- >1+x {a, + x, c, d} Ví dụ1: {a +b, c+d,a+c}/.x_+y_->x^2+y^2 ... Math tự động điền phần lại b ng chọn (nếu có nhiều lựa chọn khác nhau) Lưu ý: hàm số Math có cú pháp b t đầu chữ viết hoa (để phân biệt với biến [các biến không viết hoa]) biến số nằm dấu ngoặc vuông...

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Báo cáo y học: "Midregional pro-Adrenomedullin in addition to b-type natriuretic peptides in the risk stratification of patients with acute dyspnea: an observational study" ppt

Ngày tải lên : 13/08/2014, 18:22

... research support from Abbott, Biosite, Brahms, Roche, and Siemens as well as speaker's honoraria from Abbott, Bayer, Biosite, Brahms, Roche, and Dade Behring AB is an employee of BRAHMS AG, which is ... (NT-proBNP) values below (low) and above (high) the median (b) Combined Kaplan-Meier survival curves according to MR-proADM and B- type natriuretic peptide (BNP) values below (low) and above (high) ... levels (above or below the median) can better stratify patients with Page of 11 (page number not for citation purposes) either low or high NT-proBNP levels Accordingly, combined levels of MR-proADM...

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Simulation and Monte Carlo With applications in finance and MCMC pdf

Ngày tải lên : 07/03/2014, 15:20

... estimate will be slightly biased However, this may be rectified by a burn-in period of b observations, say, followed by a further n − b observations We then estimate E X K using n 1/ n − b i =b+ 1 Xi ... Chapter deals with the other burgeoning area of simulation, namely Markov chain Monte Carlo and its use in Bayesian statistics Here, I have been influenced by the works of Robert and Casella (2004) ... departure of customer 1) than it is to write down the conditional distribution of W2 given W1 This is because the value assumed by W2 can be obtained by breaking down the evolution of the system between...

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Simulation and the Monte Carlo Method Second Edition potx

Ngày tải lên : 27/06/2014, 08:20

... l P ( A n Bi) and hence, by the definition of conditional probability, we have the law of totalprobabilify: n P(A) = C P ( A I B i ) P ( B i ) i=l Combining this with the definition of conditional ... distribution We write Z N ( p ,C) Suppose B is an invertible n x n matrix Then, by (1.19) the density of Y = Z - p is given by - 15 LIMIT THEOREMS We have (BI = m a n d (B- l)TB-' = (BT)- 'B- ' = (BBT)-' ... conditional probability gives Bayes ’ rule: RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS Independence is of crucial importance in probability and statistics Loosely speaking, it models the lack of information...

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Matematik simulation and monte carlo with applications in finance and mcmc phần 1 pps

Ngày tải lên : 09/08/2014, 16:21

... estimate will be slightly biased However, this may be rectified by a burn-in period of b observations, say, followed by a further n − b observations We then estimate E X K using n 1/ n − b i =b+ 1 Xi ... Chapter deals with the other burgeoning area of simulation, namely Markov chain Monte Carlo and its use in Bayesian statistics Here, I have been influenced by the works of Robert and Casella (2004) ... departure of customer 1) than it is to write down the conditional distribution of W2 given W1 This is because the value assumed by W2 can be obtained by breaking down the evolution of the system between...

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Matematik simulation and monte carlo with applications in finance and mcmc phần 2 pdf

Ngày tải lên : 09/08/2014, 16:21

... / 2b (2.14) Then aXi = Ki+1 2b + Yi+1 Therefore, Xi+1 = Ki+1 2b + Yi+1 mod 2b − = Ki+1 2b − + Yi+1 + Ki+1 mod 2b − = Yi+1 + Ki+1 mod 2b − From (2.14), ≤ Yi+1 ≤ 2b − and ≤ Ki+1 ≤ a 2b − − / 2b ≤ ... we divide by 16 In binary, this is done by moving the binary point four bits to the left, giving (0.1011) or 2−1 + 2−3 + 2−4 = 11/16 By manipulating the bits in this manner the issue of overflow ... 1/17th of the speed of ‘rand()/10ˆ12’ It is not advised to use this For any prime modulus generator, m = 2b , so we cannot simply deliver the last b bits of aXi−1 expressed in binary Suppose m = 2b...

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Matematik simulation and monte carlo with applications in finance and mcmc phần 3 ppsx

Ngày tải lên : 09/08/2014, 16:21

... condition becomes 4R2 R2 < y − 1+ 1+ y + The method is unusual in that the probability of acceptance is bounded from below by for all > and > When both parameters are at least one the probability of ... number of uniform numbers This will certainly be the case in rejection sampling, and can also be the case where the end of the simulation run is marked by the passage of a predetermined amount of ... interesting None of these lie within two standard deviations of the Monte Carlo estimate Clearly, such an approximation needs to be used with caution when estimating small tail probabilities Table 5.1...

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Matematik simulation and monte carlo with applications in finance and mcmc phần 4 pptx

Ngày tải lên : 09/08/2014, 16:21

... b = Y b X− is considered for any known vector b = b1 Var = b X bd Now, +b XX b − 2b b is unbiased and XY This is minimized when b = b = −1 XX (5.34) XY leading to a variance of Var b = − ... intervals then B v − B u and B t − B s are independently distributed Further assume that B = Then the solution to Equation (6.1) is B t ∼N t or B t = √ t Wt where Wt ∼ N The process B t t ≥ B = is called ... been developed in finance assume an underlying geometric Brownian motion First the main features of a Brownian motion, also known as a Wiener process, will be described Simulation and Monte Carlo: ...

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