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# Monte Carlo Model for Options Pricing Using Geometric Brownian Motion
## Model Description
The goal is to implement a Monte Carlo simulation for option pricing based on Geometric Brownian Motion…
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Can we incorporate environmental stochasticity in our models? How is the Gillespie processed changed? See Gibson & Bruck, 2000.
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Please provide input if you are interested.
When ForceBalance encounters a bad optimization step due to a noisy objective function and gradient (containing statistical properties which are noisy), it…
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Literally, describe the project much more precisely.
In which **perspective**? What are **assumptions**? What **objectives**? What **constrains**.
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Hi, we find your work "NetworkTMLE" very interesting, and we would like to reproduce the simulation on our own. However, we have also found the following issues or bugs in the published code. Perhaps …
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Maybe it's not a bug, but it's definitively unexpected: network simulations with _long timesteps_ and _long simulation time_ take much longer than such with _short timesteps_ and _short simulation tim…
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Distributionally Consistent Simulation of Naturalistic Driving Environment for Autonomous Vehicle Testing. (arXiv:2101.02828v1 [eess.SY])
https://ift.tt/2K3qd1R
Microscopic traffic simulation provides…
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ref : https://web.stanford.edu/~jhain/Paper/PA2012.pdf
R package : https://cran.r-project.org/web/packages/ebal/ebal.pdf
{code:java}
entropy balancing, a data preprocessing method to achieve cova…
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`Kappa Simulator: v4.0rc1-414-gfc032a0`
The behavior of `-mixture` has several bugs.
Let's take the model:
```
%agent: A(s) %agent: B(s) %init: 100 A(), B()
A(s[./1]),B(s[./1]) @ 1e-3
A(s[1/…
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## *Repository Creation Request*
Use this to get your experiment repository created or updated on GitHub under Virtual Labs organization.
1. #### Coordinating Institute: IIT Delhi and IIT Roorkee
…