NORTA and neural networks based method to generate RANDOM vectors with arbitrary marginal distributions and correlation matrix

Proceedings of the IASTED International Conference on Modelling and Simulation

Volumn 2006, Issue , 2006, Pages 234-239

  Niaki, Seyed Taghi Akhavan ^a   Abbasi, Babak ^a  

^a SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Correlation matrix; Neural network; NORTA; Random vectors generation

Indexed keywords

COMPUTER SIMULATION; NONLINEAR EQUATIONS; PROBLEM SOLVING; STATISTICAL METHODS; VECTORS;

CORRELATION MATRIX; NORTA ALGORITHM; RANDOM VECTORS GENERATION;

NEURAL NETWORKS;

EID: 33751221284     PISSN: 10218181     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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