Exploració per tema "Mètode de Montecarlo"
Ara es mostren els items 1-2 de 2
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Monte Carlo simulations on the Black-Litterman model with absolute views: a comparison with the Markowitz model and an equal weight asset allocation strategy
(Universitat Politècnica de Catalunya / Universitat de Barcelona, 2015)
Treball Final de Grau
Accés restringit per decisió de l'autorThe focus of this degree thesis is on the Black-Litterman asset allocation model applied to recent popular investment vehicles such as Exchange Traded Funds (ETFs) simulating absolute views generated by Monte Carlo simulations ... -
Solidification of small p-H(2) clusters at zero temperature
(2011-06-30)
Article
Accés restringit per política de l'editorialWe have determined the ground-state energies of para-H2 clusters at zero temperature using the diffusion Monte Carlo method. The liquid or solid character of each cluster is investigated by restricting the phase through ...