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

The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...

This course is available on the BSc in Actuarial Science and BSc in Mathematics, Statistics, and Business. This course is not available as an outside option nor to General Course students. Course ...

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 ...

Graduate standing, or permission of instructor. Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); ...

This course is available on the BSc in Actuarial Science. This course is not available as an outside option nor to General Course students. Course capped at 60. AND Stochastic Processes (ST302). While ...

Some expansion methods have been proposed for pricing options approximately in analytical form. One of these is the smart expansion method based on the Malliavin calculus, which is used to price ...