“…Financial institutions' default strategy of throwing everything into a big Monte Carlo simulation is reaching its limits with a premium on intelligent strategies allowing a trade-off, with the cost of introducing bespoke algorithms or approximations into risk calculations being compensated by a reduced computational burden. …”

“…You'll then cover key algorithms such as Monte Carlo simulations and Markov decision processes, which are used to develop numerical simulation models, and discover how they can be used to solve real-world problems. …”

“…One methodological article describes the use of cascaded system archetypes, with an application to reducing hospital congestion. Another discusses Monte Carlo uncertainty analysis, with an application to the US opioid crisis. …”

Tabla de Contenidos: “…--Zwischenmolekulare Energieübertragung bei Stössen unter besonderer Berücksichtigung von mehratomigen Molekülen in hochangeregten Schwingungszuständen, von G.H. Kohlmaier.--Monte-Carlo-Rechnungen in der chemischen Kinetik, von H. …”

Tabla de Contenidos: “…LIGHT SOURCES; 13.1 Light Interface; 13.2 Point Lights; 13.3 Distant Lights; 13.4 Area Lights; 13.5 Infinite Area Lights; Further Reading; Exercises; CHAPTER 14. MONTE CARLO INTEGRATION I: BASIC CONCEPTS; 14.1 Background and Probability Review; 14.2 The Monte Carlo Estimator; 14.3 Sampling Random Variables; 14.4 Transforming between Distributions; 14.5 2D Sampling with Multidimensional Transformations…”

“…Part II provides basic solution methods: dynamic programming, Monte Carlo methods, and temporal-difference learning. …”

“…The chapters feature many sophisticated approaches including Monte Carlo simulation, FLUENT and ABAQUS computational modelling, discrete element modelling and partitioned frequency-time methods. …”

“…Helps engineers and scientists assess and manage uncertainty at all stages of experimentation and validation of simulations Fully updated from its previous edition, Experimentation, Validation, and Uncertainty Analysis for Engineers, Fourth Edition includes expanded coverage and new examples of applying the Monte Carlo Method (MCM) in performing uncertainty analyses. …”

“…Starting with preliminaries on Bayesian statistics and Monte Carlo methods, followed by material on imprecise probabilities, it then focuses on reliability theory and simulation methods for complex systems. …”

“…The book was divided in two parts.Topics discussed in the first part of this compilation include: experimental investigation and computational validation of thermal stratification in PWR reactors piping systems, new methods in doppler broadening function calculation for nuclear reactors fuel temperature, isothermal phase transformation of uranium-zirconium-niobium alloys for advanced nuclear fuel, reactivity Monte Carlo burnup simulations of enriched gadolinium burnable poison for PWR fuel, utilization of thermal analysis technique for study of uranium-molybdenum fuel alloy, probabilistic safety assessment applied to research reactors, and a review on the state-of-the art and current trends of next generation reactors. …”

“…In this book, Barr Moses, Lior Gavish, and Molly Vorwerck, from the data observability company Monte Carlo, explain how to tackle data quality and trust at scale by leveraging best practices and technologies used by some of the world's most innovative companies. …”

Tabla de Contenidos: “…7.2 The development of mathematical science 7.3 Abstraction, analysis, signs and rules; 7.4 Notion of a mathematical system; 7.5 Modelling discipline and analytics; 7.6 From classical testing to stress testing; 7.7 Anomalies and asymmetries; Chapter 8 Simulation; 8.1 Introduction; 8.2 The art of simulation; 8.3 The Monte Carlo method; 8.4 Practical applications of Monte Carlo; 8.5 Simulation studies and system engineering; 8.6 Simulation's deliverables; Chapter 9 Using knowledge engineering for risk control; 9.1 Knowledge engineering, object knowledge and metaknowledge…”

Tabla de Contenidos: “…Intro -- Table of Contents -- About the Author -- About the Technical Reviewer -- Acknowledgments -- Introduction -- Chapter 1: Introduction to Reinforcement Learning -- Reinforcement Learning -- Machine Learning Branches -- Supervised Learning -- Unsupervised Learning -- Reinforcement Learning -- Core Elements -- Deep Learning with Reinforcement Learning -- Examples and Case Studies -- Autonomous Vehicles -- Robots -- Recommendation Systems -- Finance and Trading -- Healthcare -- Game Playing -- Libraries and Environment Setup -- Alternate Way to Install Local Environment -- Summary -- Chapter 2: Markov Decision Processes -- Definition of Reinforcement Learning -- Agent and Environment -- Rewards -- Markov Processes -- Markov Chains -- Markov Reward Processes -- Markov Decision Processes -- Policies and Value Functions -- Bellman Equations -- Optimality Bellman Equations -- Types of Solution Approaches with a Mind-Map -- Summary -- Chapter 3: Model-Based Algorithms -- OpenAI Gym -- Dynamic Programming -- Policy Evaluation/Prediction -- Policy Improvement and Iterations -- Value Iteration -- Generalized Policy Iteration -- Asynchronous Backups -- Summary -- Chapter 4: Model-Free Approaches -- Estimation/Prediction with Monte Carlo -- Bias and Variance of MC Predication Methods -- Control with Monte Carlo -- Off-Policy MC Control -- Temporal Difference Learning Methods -- Temporal Difference Control -- On-Policy SARSA -- Q-Learning: An Off-Policy TD Control -- Maximization Bias and Double Learning -- Expected SARSA Control -- Replay Buffer and Off-Policy Learning -- Q-Learning for Continuous State Spaces -- n-Step Returns -- Eligibility Traces and TD(λ) -- Relationships Between DP, MC, and TD -- Summary -- Chapter 5: Function Approximation -- Introduction -- Theory of Approximation -- Coarse Coding -- Tile Encoding -- Challenges in Approximation…”

Tabla de Contenidos: “…The Composer ; The Jongleur in the Circle of Richard Wagner ; Tannhäuser ; The Medievalesque Oeuvre of Jules Massenet ; The Tall Tale of the Libretto ; The Middle Ages of the Opera ; Sage Wisdom ; Juggling Secular and Ecclesiastical ; The Jongleur of Monte Carlo ; Jean, Bénédictine, and Selling Gothic ; The Musician of Women ; The All-Male Cast -- 2. …”

Tabla de Contenidos: “…Anna la bonne. La dame de Monte-Carlo. Le fantôme de Marseille. - v. 9. Le rappel à l'ordre. …”

“…Using non-linear panel data models applied to 24 OECD countries between 1985 and 2007, as well as Monte-Carlo techniques, we do not find any evidence of such policy trade-off. …”

“…What You Will Learn Get acquainted with NumPy and use arrays and array-oriented computing in data analysis Process and analyze data using the time-series capabilities of Pandas Understand the statistical and mathematical concepts behind predictive analytics algorithms Data visualization with Matplotlib Interactive plotting with NumPy, Scipy, and MKL functions Build financial models using Monte-Carlo simulations Create directed graphs and multi-graphs Advanced visualization with D3 In Detail You will start the course with an introduction to the principles of data analysis and supported libraries, along with NumPy basics for statistics and data processing. …”

“…You'll also explore projects such as forecasting stock prices using Monte Carlo methods, delivering vehicle routing application using Temporal Distance (TD) learning algorithms, and balancing a Rotating Mechanical System using Markov decision processes. …”

“…You will learn about core concepts of reinforcement learning, such as Q-learning, Markov models, the Monte-Carlo process, and deep reinforcement learning. …”

“…A travers de nombreux exemples pratiques, Yves Hilpisch met également en avant le développement d'un outil destiné à la méthode de simulation de Monte-Carlo qui permet d'introduire une approche statistique du risque dans une décision financière…”