The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …

sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …

A class of adaptive sampling methods is introduced for efficient posterior and predictive simulation. The proposed … MitISEM in a sequential manner, so that the candidate distribution for posterior simulation is cleverly updated when new data … with a tempering approach, which facilitates the simulation from densities with multiple modes that are far apart. Second …