JSTOR Daily

Derivation of Numerical Methods Using Computer Algebra

The use of computer algebra systems in a course on scientific computation is demonstrated. Various examples, such as the derivation of Newton's iteration formula, the secant method, Newton-Cotes and ...
Nature

Comparability of methods assigning monetary costs to diets: derivation from household till receipts versus cost database estimation using 4-day food diaries

estimation using food price databases linked to dietary assessment tools. 10 The first of these methods, used by the Living Costs and Food Survey, 7 requires households or individuals to collect till ...
Risk

Fast Greeks by algorithmic differentiation

We show how algorithmic differentiation can be used to efficiently implement the pathwise derivative method for the calculation of option sensitivities using Monte Carlo simulations. The main ...
Simon Fraser University

Optimization Algorithms

There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...