Monte Carlo estimation of Economic Capital.
Zachary T. KaplanYajuan LiMarvin K. NakayamaPublished in: WSC (2018)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- markov chain
- adaptive sampling
- simulation study
- monte carlo tree search
- point processes
- monte carlo methods
- markovian decision
- stochastic approximation
- temporal difference
- monte carlo method
- game tree
- particle filter
- game tree search
- matrix inversion
- generative model
- optical flow