mccormick.northwestern.edu

Stochastic Analysis & Simulation

Simulation research derives new methods for the design, analysis, and optimization of simulation experiments. Research on stochastic models develops and analyzes models of systems with random behavior ...
CU Boulder News & Events

A Nonlinear Dynamical Systems-Based Modeling Approach for Stochastic Simulation of Streamflow and Understanding Predictability

1 Civil, Environmental and Architectural Engineering, University of Colorado Boulder, Boulder, CO, USA, 2 Cooperative Institute for Research in Environmental Sciences (CIRES), University of Colorado ...
CU Boulder News & Events

Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...
Risk

Simple and efficient simulation of the Heston stochastic volatility model

Stochastic volatility models are increasingly important in practical derivatives pricing applications, yet relatively little work has been undertaken in the development of practical Monte Carlo ...
科学技術振興機構

[Nakahiro Yoshida] Mathematical statistics and stochastic analysis for modeling and analysis of complex random systems

This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...
EDN

Interesting Idea: Stochastic Behavioral Modeling of Analog/Mixed-Signal Circuits

With the semiconductor industry adopting 45nm and smaller technology nodes, process variation has become an increasingly challenging issue for both integrate circuit (IC) design and manufacturing, ...