Thus, in this paper, we present a new Monte Carlo simulation method enhanced by a convolutional neural network. The sample-set used for this Monte Carlo approach is provided by artificially generating ...

The procedure for cleaning weak inequalities in the Fourier-Chernikov algorithm for convolution of a system of linear inequalities is considered. An algorithm for identifying all weak inequalities of ...

Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...