Monte Carlo methods for mean-risk optimization and portfolio selection
โ Scribed by Huifu Xu; Dali Zhang
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 608 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1619-697X
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๐ SIMILAR VOLUMES
Measures of irregularity of distribution, such as discrepancy and dispersion, play a major role in quasi-Monte Carlo methods for integration and optimization. In this paper, a new measure of irregularity of distribution, called volume-dispersion, is introduced. Its relation to the discrepancy and tr
## Abstract In this article, the combination of the Metropolis Monte Carlo and Lattice Statics (MMCโLS) method is applied to perform the geometry optimization of crystalline aluminosilicate zeolite system in the presence of cationic species (H^+^), i.e., Hโ(Al)โZSMโ5. It has been proved that the MM