Randomized quasi-Monte Carlo methods in global sensitivity analysis

Reliability Engineering & System Safety ◽

10.1016/j.ress.2021.107520 ◽

2021 ◽

Vol 210 ◽

pp. 107520 ◽

Author(s):

Giray Ökten ◽

Yaning Liu

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Monte Carlo Methods ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo

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Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods

2019 4th International Conference on System Reliability and Safety (ICSRS) ◽

10.1109/icsrs48664.2019.8987666 ◽

2019 ◽

Author(s):

Jamie Fox ◽

Giray Okten ◽

Bahri Uzunoglu

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Power Systems ◽

Monte Carlo Methods ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo

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On global sensitivity analysis of quasi-Monte Carlo algorithms

Monte Carlo Methods and Applications ◽

10.1515/1569396054027274 ◽

2005 ◽

Vol 11 (1) ◽

Author(s):

I.M. Sobol´ ◽

S.S. Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

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Pricing and Risk Management with High-Dimensional Quasi-Monte Carlo and Global Sensitivity Analysis

Wilmott ◽

10.1002/wilm.10434 ◽

2015 ◽

Vol 2015 (78) ◽

pp. 46-70 ◽

Author(s):

Marco Bianchetti ◽

Sergei Kucherenko ◽

Stefano Scoleri

Keyword(s):

Sensitivity Analysis ◽

Risk Management ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

High Dimensional ◽

Global Sensitivity ◽

Quasi Monte Carlo

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Erratum: “Quasi-Monte Carlo technique in global sensitivity analysis of wind resource assessment with a study on UAE” [J. Renewable Sustainable Energy 11, 053303 (2019)]

Journal of Renewable and Sustainable Energy ◽

10.1063/5.0007143 ◽

2020 ◽

Vol 12 (6) ◽

pp. 069901

Author(s):

Olga Tsvetkova ◽

Taha B. M. J. Ouarda

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Sustainable Energy ◽

Resource Assessment ◽

Monte Carlo Technique ◽

Global Sensitivity ◽

Quasi Monte Carlo ◽

Wind Resource Assessment ◽

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Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2592753 ◽

2015 ◽

Author(s):

Marco Bianchetti ◽

Sergei Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Risk Management ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

High Dimensional ◽

Global Sensitivity ◽

Quasi Monte Carlo

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Quasi-Monte Carlo technique in global sensitivity analysis of wind resource assessment with a study on UAE

Journal of Renewable and Sustainable Energy ◽

10.1063/1.5120035 ◽

2019 ◽

Vol 11 (5) ◽

pp. 053303 ◽

Author(s):

Olga Tsvetkova ◽

Taha B. M. J. Ouarda

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Resource Assessment ◽

Monte Carlo Technique ◽

Global Sensitivity ◽

Quasi Monte Carlo ◽

Wind Resource Assessment ◽

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Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks

SSRN Electronic Journal ◽

10.2139/ssrn.2911698 ◽

2017 ◽

Author(s):

Stefano Scoleri ◽

Marco Bianchetti ◽

Sergei Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Option Pricing ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo

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On global sensitivity analysis of quasi-Monte Carlo algorithms

Monte Carlo Methods and Applications ◽

10.1163/1569396054027274 ◽

2005 ◽

Vol 11 (1) ◽

pp. 83-92 ◽

Author(s):

I.M. Sobol ◽

S.S. Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

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Optimized Quasi-Monte Carlo Methods Based on Van der Corput Sequence for Sensitivity Analysis in Air Pollution Modelling

Recent Advances in Computational Optimization - Studies in Computational Intelligence ◽

10.1007/978-3-030-82397-9_20 ◽

2021 ◽

pp. 389-405

Author(s):

Venelin Todorov ◽

Ivan Dimov ◽

Tzvetan Ostromsky ◽

Zahari Zlatev ◽

Rayna Georgieva ◽

...

Keyword(s):

Air Pollution ◽

Sensitivity Analysis ◽

Monte Carlo ◽

Monte Carlo Methods ◽

Air Pollution Modelling ◽

Quasi Monte Carlo ◽

Van Der Corput Sequence

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Sensitivity Analysis in Diagnostic Modelling: Monte Carlo Filtering and Regionalised Sensitivity Analysis, Bayesian Uncertainty Estimation and Global Sensitivity Analysis

Sensitivity Analysis in Practice ◽

10.1002/0470870958.ch6 ◽

2004 ◽

pp. 151-192 ◽

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Uncertainty Estimation ◽

Global Sensitivity

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