simulation and monte carlo 中文意思是什麼

simulation and monte carlo 解釋
模擬與蒙特卡羅在金融和mcmc中的應用
  • simulation : n. 假裝;模擬;裝病,裝瘋;【生物學】擬態,擬色。
  • and : n. 1. 附加條件。2. 〈常 pl. 〉附加細節。
  • monte : n. (一種西班牙式)紙牌戲。 three-card monte (起源於墨西哥的)三張牌戲。n. 蒙提〈男子名, Montague 的昵稱〉。
  • carlo : 卡爾羅
  1. Second, go deep into investigate the frame and calculate method of real options, apply formulation of gesk, black - scholes carr and margrabe to a instance, and compare the results of different formulations. make use of binominal lattice ^ finite difference and monte carlo to one instance. this paper suggests that the operable procedure and method copeland and antikarov provided with monte carlo simulation and binominal lattice is a best way

    第二,深入分析實物期權應用框架和計算方法,利用gesk公式、 black - scholes公式、 carr公式和margrabe公式對具體的實例進行了計算比較,又採用二項網格法、有限差分方法和蒙特卡羅方法對實例進行了模擬計算。
  2. The ideal point decision making method and its application based on monte - carlo simulation

    基於蒙特卡洛模擬的理想點決策方法及其應用
  3. Chapter 1 deals with the numerical simulation method. chapter 2 deals with the monte carlo methods. the monte carlo integration that the domain of integration is curved or complex connected curved polyhedron and the integrand has singular points is discussed in this chapter

    第二章討論了用montecarlo數值模擬方法求積分區域為曲面體和積分區域為復連通曲面體的情形,且被積函數有奇異點。
  4. On the basis of optoelectronic dynamics and nucleation and growth model, we simulated photosensitive process by the following steps : the creation of optoelectrons, carriers " transmission and decay, until the formation of latent image. in our simulation code, monte carlo method was adopted in order to simplify the algorithm

    本工作以光電子動力學理論為依據,利用成核生長( nucleation & growth )理論模型,並在此基礎上採用montecarlo方法,模擬了光電子的產生、遷移、衰減、直到形成潛影中心為止的感光過程。
  5. In chapter3, we discuss the multiplicate progressive stresses accelerated life test. under the weibull distribution and an invers power law model we first present a necessary and sufficient condition for the existence and uniqueness of mle for the exponential distribution, then give estimators and confidence intervals of the parameters based on the blue. finally, we study them by using monte - carlo simulation

    第三章首先指出了一組序進應力加速壽命試驗下weibull分佈分佈參數的mle不唯一,然後給出了p組序進應力加速壽命試驗下指數分佈的mle存在和唯一的一個充要條件,並用隨機模擬的方法研究比較了參數估計的優良性,最後給出了p組序進應力加速壽命試驗下weibull分佈中參數的點估計和區間估計,討論了有關問題,給出模擬實例。
  6. Based on it, the monte carlo simulation is implemented for the octahedron parallel machine tool, and then the statistical frequency histogram is given

    在此基礎上,對八面體並聯機床的位姿誤差進行了montecarlo模擬,給出了統計頻數直方圖。
  7. Confidence percentile estimation to cost and schedule integration based on monte carlo multiple simulation analysis technique

    多重模擬的費用與進度聯合置信估計
  8. The monte carlo simulation offers a systematic and efficient way to study this unknown realm by qualitative comparisons to the experiments

    Pomeron是多重散射中交換的一種唯象粒子,在粒子產生過程中用兩根色弦來表示。
  9. One is the evt - based var model ( including gev model and gpd model ), the other is the quantile regression var model. secondly, i evaluate predictive performance of a selection of var models for chinese stock market data. these var models include riskmetrics method, historical simulation, monte carlo method, and the three recent models based on quantile regression and extreme value theory

    本文首先重點探討了極值分佈var模型(包括廣義極值分佈和廣義帕雷托分佈兩個模型)和分位數回歸var模型;然後在此基礎上將六個var模型(包括上述三種模型、歷史模擬法、 riskmetrics方法以及蒙特卡洛法)實證應用於估計上證指數、上證180 、深證成指、深證綜指95 var和99 var ;同時採用區間預測法、損失函數法和符號檢驗法對這些var模型進行了選擇評估。
  10. Its main contributions include the following several aspects : firstly, the dissertation constructs the mathematic model of short baseline orientation determination using two geostationary satellites and analyses the applicable conditions of carrier phase interferometry. orientation determination precision is analysed in depth through both the conventional linearized method and monte - carlo computer simulation method, and the mathematical simulation results show that the linearized method has the shortcoming of fairly low elevation error analysis precision in high latitude area so as not to be very appropriate there. by analyzing the definite factors influencing orientation precision, the dissertation develops the concept of orientation dilution of precision, which uncovers the internal cause of exotic error behavior of bi - satellite orientation, and has important guiding significance for practical engineering applications

    本文系統地研究了基於「北斗一號」衛星載波相位干涉測量原理實現地球靜止雙星定向的相關技術,主要研究成果包括以下幾方面:首先,建立了利用兩顆地球靜止軌道衛星進行短基線定向的數學模型,分析了載波相位干涉測量的適用條件;採用傳統的線性化解析法及蒙特卡洛隨機模擬法兩種途徑對雙星定向的精度進行了詳細分析,數學模擬結果表明在高緯度地區線性化解析法由於俯仰角誤差分析精度略有下降而不太適合;在分析定向精度確定性影響因素的基礎上,提出了雙星定向精度衰減因子odop的概念,揭示了雙星定向誤差特殊表現的內部機理,對實際工程應用具有重要的指導意義。
  11. Compared with the behavior of macromolecules in real solution system, the adsorption information in the monte carlo simulation system, such as adsorption isotherm, surface coverage, and bound fraction, was studied for discussing its relation to simulation parameters. five - selection simple cubic lattice, self - avoiding walk, and nearest interaction model were used to construct the homopolymer adsorption model on the solid - liquid interface. periodic boundary conditions were used to reduce the fixed error from limited cubic lattice in size

    模擬中採用五選擇簡單立方格子上的自迴避行走和最近鄰相互作用模型;使用周期性邊界條件以減小有限大格子空間帶來的系統誤差;用鏈節間相互作用能、界面吸附能、體相濃度和鏈長約束體系中的高分子的吸附行為;用末端轉動、 l -翻轉、曲柄運動、蛇形運動和r - r切除-生長法對模擬體系進行擾動;用系統達到吸附平衡后的樣本來研究模擬體系中的高分子鏈在固液界面上的吸附。
  12. A charge conservation statistics enhancement method used in semiconductor divice monte carlo simulation is approached, which smoothes the charge fluctuation caused by the statistics enhancement, and keeps the continuation of cross edge charge flow

    摘要介紹了一種在半導體器件蒙特卡羅模擬中保持電荷守恆的統計增強方法,該方法消除了由統計增強引入的電荷統計漲落,保持了不同增強區界面處過界粒子流的連續性。
  13. As the hard core of this paper, this chapter gives a frame which will help us to understand the new economic evaluation method of oil - gas projects better at first, then discusses the binomial model and the parameters estimating methods of abandon real options in the exploring phase, the partial differential equation model and the parameters estimating methods of the shut - down real options in the developing phase respectively. in the course of ascertaining the parameters estimating methods, this chapter discusses the application of a mathematic method - the monte carlo simulation in this article particularly

    做為全文的核心,先提出勘探項目經濟評價新方法研究的總體框架,然後具體討論確定勘探階段放棄期權的二叉樹實物期權模型與參數確定方法、開發階段停啟期權的偏微分實物期權模型與參數確定方法,在參數確定過程中,詳細闡述了蒙特卡羅模擬這一數學工具在本論文方法中的應用;第五,案例分析及方法應用探討。
  14. As we have introduced a multilevel decision method with discriminator detection to improve the error rate performance, the deducing and analyzing for this method are present in this article. the theoretical error rate and the monte carlo simulation result are showed in figure to compare the system error rate performance affected by different premodulation filter

    在系統誤碼模擬中引入了一種有助於改善誤碼性能的鑒頻加多電平判決的解調方法,文中對此方法也進行了詳細的推導和分析,並給出根據此方法計算出的誤碼理論值,結合系統誤碼性能的蒙特卡羅模擬值,對比分析各種預調濾波器對系統誤碼性能的影響。
  15. According to the demands of neutron scattering instruments to be built at china advanced research reactor ( carr ), the designs of several new instruments, i. e. two cold neutron guides ( cng ), one neutron stress diffractometer and one high resolution neutron powder diffactometer ( hrpd ), have been simulated and optimized using monte - carlo simulation softwares, mcstas and vitess, first. requirement on the size of the cold neutron source ( cns ) by cngs has been also studied. the results of this thesis have provided essential data as a basis of the neutron instruments designs

    本論文結合當前中國先進研究堆( chinaadvancedresearchreactor , carr )中子散射工程譜儀建設的迫切需要,選擇國際上廣泛使用的通用中子散射譜儀模擬軟體mcstas和vitess作為模擬研究工具,首次對若干臺新建譜儀的設計方案進行了全面的模擬和優化研究,包括兩條冷中子導管、中子應力衍射儀和高分辨中子粉末衍射儀,並配合冷源設計研究了導管對冷源尺寸的要求。
  16. There are two kinds of methods of studying the mutual interference issues : mcl calculation and monte carlo system simulation. the former is simple and fast, but not practical

    Mcl ( minimumcouplingloss )計算方法研究的是在最壞情況下鄰通道干擾的大小,這種方法簡單高效,但得出的結論不太符合實際的復雜系統。
  17. Based on the weighted average method adopted in the first part, and by using numerical simulation and monte carlo simulation, we further present a study of the dynamics of id and q states potts model under an oscillating external field

    基於第一部分採用的加權平均法,結合數值模擬和montecarlo模擬,我們進一步給出了一維q態的potts系統在諧振子外場中的單自旋躍遷動力學研究。
  18. Through the integrated applications of design of experiments, response surface model method and monte carlo simulation technique, the paper addresses a 6 - based probabilistic design optimization method

    摘要要將實驗設計、響應表面法和蒙特卡羅模擬技術相結合,提出了基於產品質量工程的6 。
  19. Based on the facts in our country, this paper raised that the method of probability should be used in electrical tractor system. and at the same time, the main problems and availableln of this method. based on matlab, the model of probabilistic method and monte carlo simulation in superposition multi - harmonics sources are compared

    與此同時,探討了目前國內外對該問題處理所使用的方法的局限性和缺陷,針對本國的電牽引系統的實際情況,提出了在電牽引系統的多諧波疊加中使用基於中心極限定理的概率分析方法,指出針對高次諧波運用該方法的可靠性和對低次諧波不能有效模擬的原因所在。
  20. The var model could be formulated hi 3 ways : historical stimulation method, variance - covariance approach and monte - carlo simulation

    Var模型的建立有歷史模擬法、方差?協方差法和蒙特卡羅模擬法,本文在j
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