Stochastic Responses for the Vibro-Impact System under the Broadband Noise by S. W. Guan, Q. Ling, M. Xu

“…The comparison between the analytical results and those from Monte Carlo simulations manifests the accuracy of the proposed technique. …”
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Modified Ridge Regression With Cook’s Distance for Semiparametric Regression Models by Najeeb Mahmood Khan, Muhammad Aman Ullah, Javaria Ahmad Khan, Salman Raza

“…The effectiveness of MPLSEs is demonstrated through the Longley dataset, where Cook’s distance is applied to the estimated coefficients, fitted values, residuals, and leverages, using a modified ridge parameter. In addition, a Monte Carlo simulation examines the influence of Cook’s distance across varying levels of multicollinearity, influential observations, and sample sizes. …”
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TIME-DEPENDENT RELIABILITY ANALYSIS OF FANS IMPELLER STRUCTURE BASED ON THE PROBABILITY DENSITY EVOLUTION THEORY (MT) by FAN XuMing, LI CeCe, WANG YingJian, YANG HuanHong, ZHANG Liang, ZHANG Shuang

“…By comparing with the agent model method and the Monte-Carlo model from the perspectives of calculation efficiency and accuracy, the practicability of PDEM in evaluating the dynamic reliability of impeller structure is further validated.…”
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A New Bayesian Network-Based Generalized Weighting Scheme for the Amalgamation of Multiple Drought Indices by Muhammad Ahmad Raza, Mohammed M. A. Almazah, Nadhir Al-ansari, Ijaz Hussain, Fuad S. Al-Duais, Mohammed A. Naser

“…These ADPPs are obtained from Bayesian networks (BNs)-based Markov Chain Monte Carlo (MCMC) simulations. Results have shown that the MWADI correlates more with the standardized precipitation index (SPI) and the standardized precipitation temperature index (SPTI). …”
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Angular Circle Array Multiple Input Multiple Output Underwater Optical Wireless Communications by Zhuoqi Chen, Yuhe Liu, Xiang Yi, Ruiqin Zhao

“…The path loss, CIR, and channel capacity of the angular circular array MIMO communication system are calculated by using the Monte Carlo method. Results show that the proposed angular circular array MIMO communication system has a higher channel capacity compared to planar circular array MIMO communication systems and SISO communication systems.…”
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MOTION RELIABILITY ANALYSIS OF A 6⁃DOF INDUSTRIAL ROBOT by LI ZiYi, DING Li, MA Rui, DUAN JinJun

“…In order to evaluate the reliability and accuracy of the end⁃effector of a six⁃degree⁃of⁃freedom industrial robot in the task space,a robot motion reliability analysis strategy based on the envelope method was proposed.Firstly,the error function and reliability model of the robot system was obtained through kinematics.Secondly,the envelope method was used to solve the reliability model to obtain the failure probability of the end⁃effector,and the error function was linearized by Taylor′s formula,while redundant points in the covariance matrix were excluded in the calculation process to make it conform to the positive definite condition and improve the accuracy of the envelope.Finally,the proposed method was simulated and analyzed.The results show that the error of the envelope method compared with the Monte Carlo method is 0.5%~19.8%,which verifies the effectiveness of the method.…”
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Modeling Repayment Behavior of Consumer Loan in Portfolio across Business Cycle: A Triplet Markov Model Approach by Shou Chen, Xiangqian Jiang

“…The corresponding Markov chain Monte Carlo algorithms of the particular TMM are also developed for estimating the model parameters. …”
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Testing financial time series for autocorrelation: Robust Tests by Nelson Omar Muriel Torrero

“…Se encuentra que su distribución asintótica es nula y se examinan sus propiedades de muestras pequeñas usando Monte Carlo. El poder de las pruebas se estudia para alternativas MA y GARCH en la media. …”
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Bayesian Non-Parametric Mixtures of GARCH(1,1) Models by John W. Lau, Ed Cripps

“…Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. …”
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The Generalization Inverse Weibull Distribution Related to X-Gamma Generator Family: Simulation and Application for Breast Cancer by R. Alshenawy

“…Moreover, four estimation methods, namely, the maximum likelihood, maximum product spacing, least squares, and weighted least squares methods, are utilized to estimate the XGAIW parameters. The Monte Carlo simulation study has been performed to assess the performance of the proposed estimation methods using some criteria. …”
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The Optimal Bandwidth Parameter Selection in GPH Estimation by Weijie Zhou, Huihui Tao, Feifei Wang, Weiqiang Pan

“…Secondly, we use the Monte Carlo method to study the impact of the GPH algorithm on existence test, persistence or antipersistence judgment of long memory, and the estimation accuracy of the long memory parameter. …”
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Modeling the Impact of Virtual Contact Network with Community Structure on the Epidemic Spreading by Jianlin Zhou, Haiyan Liu

“…We first use a microscopic Markov chain approach to characterize the coupled disease-awareness dynamics and then analyze the effect of different factors on the coevolution of information dissemination and epidemic spreading based on the Monte Carlo simulation. The simulation results show that promoting the dissemination of information is indeed conducive to suppressing the spread of disease, but changing the process of disease transmission has no obvious effect on the information dissemination. …”
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Research on Performance of Covert Wireless Communication over Uplink LEO Satellite-Terrestrial Network by ZENG Shulei, CAO Bin

“…With the aid of stochastic geometry, the distributions of distances between the transmitter and satellites were analyzed, providing key insights into the uplink performance and interference experienced within a satellite's coverage area.Approximate expressions for the detection error probability and transmission outage probability were provided. Monte Carlo simulations validated the accuracy of the analytical methods used to assess covert communication performance.…”
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Pricing American Options Using a Nonparametric Entropy Approach by Xisheng Yu, Li Yang

“…Third, the optimal exercise strategies are achieved via the least-squares Monte Carlo algorithm and consequently the pricing algorithm of American options is obtained. …”
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A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations by Yanli Zhou, Yonghong Wu, Xiangyu Ge, B. Wiwatanapataphee

“…Our analysis and numerical examples show that the proposed scheme of high order is effective and efficient for Monte Carlo simulations for jump-diffusion stochastic delay differential equations.…”
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Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas by Abba Mallam Hassane, Barro Diakarya, Yaméogo WendKouni, Saley Bisso

“…Applications are made on the Atos and Dassault Systems actions of the CAC40 index. Monte Carlo method is used to compute the values of some equity options such as the call on maximum, the call on minimum, the digital option, and the spreads option with the basket (Atos, Dassault systems) as underlying.…”
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Prisoner's Dilemma on real social networks: Revisited by Sharon M. Cameron, Ariel Cintrón-Arias

“…For a population with structuredetermined by social interactions,Prisoner's Dilemma brings to light certain requirements for the altruistic strategy to become established.Monte Carlo simulations of Prisoner's Dilemma are carried out using both simulated social networks and a datasetof a real social network. …”
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Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity by Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

“…Finally, we find the FFT method to compute that our option price has better stability, higher accuracy, and faster speed, compared to Monte Carlo approach.…”
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Reliability and Random Lifetime Models of Planetary Gear Systems by Peng Gao, Liyang Xie, Wei Hu

“…Moreover, failure dependence and dynamic random load redistributions are taken into account in the models. Monte Carlo simulations are carried out to validate the proposed models. …”
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Molecular Simulation of Hydrogen Storage in Ion-Exchanged X Zeolites by Xiaoming Du

“…Grand Canonical Monte Carlo (GCMC) method was employed to simulate the adsorption properties of molecular hydrogen on ion-exchanged X zeolites at 100–293 K and pressures up to 10 MPa in this paper. …”
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