This is a preview. Log in through your library . Abstract This paper analyses the stochastic simulation of econometric models using three different methods for ...

Reading course on current topics in stochastic simulation design and analysis, including some subset of input modeling, output analysis, experiment design, simulation optimization, model risk, ...

This course is available on the BSc in Actuarial Science and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students on other programmes ...

We use supervised machine learning to approximate the expectations typically contained in the optimality conditions of an economic model in the spirit of the parameterized expectations algorithm (PEA) ...

Advancements in Simulation Methodologies Simulation is getting a serious upgrade, and it’s not just about faster computers ...