Topic: inverse-transform-method Goto Github
Some thing interesting about inverse-transform-method
Some thing interesting about inverse-transform-method
inverse-transform-method,This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
User: anthonyli01
inverse-transform-method,University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
User: anthonyli01
inverse-transform-method,Experiments for paper: An Analysis of an Open Source Binomial Random Variate Generation Algorithm
User: cicirello
Home Page: https://www.cicirello.org/publications/cicirello2023engproc.html
inverse-transform-method,Application that allows to make simulations following the Queuing Theory according to the Operations Research area, being more specific, with M/M/1/k models.
User: gustavoerivero
inverse-transform-method,Simple commented code to understand the Inverse Transform Sampling approach
User: mvulab
inverse-transform-method,Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.
User: tatevkaren
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