Learn how Value at Risk (VaR) predicts possible investment losses and explore three key methods for calculating VaR: historical, variance-covariance, and Monte Carlo.
The application of Bayesian methods to large-scale phylogenetics problems is increasingly limited by computational issues, motivating the development of methods that can complement existing Markov ...
Worst-case scenario simulations ensure manufacturing is prepared for all contingencies, but over-sizing or under-sizing may ensue. This results in larger than necessary filters and columns that may ...
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This paper presents a simple but effective and efficient approach to improve the accuracy and stability of the least-squares Monte Carlo method. The key idea is to construct an ansatz for the ...
Using an advanced Monte Carlo method, Caltech researchers found a way to tame the infinite complexity of Feynman diagrams and solve the long-standing polaron problem, unlocking deeper understanding of ...
There are two flavors of QMC, (a) variational Monte Carlo (VMC) and (b) projector Monte Carlo (PMC). VMC starts by proposing a functional form for the wavefunction and then optimizes the parameters of ...
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