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A New Approach of Box-Müller Method.

Authors :
Doobae Jun
Seki Kim
Source :
AIP Conference Proceedings. 9/6/2007, Vol. 936 Issue 1, p304-307. 4p. 1 Diagram, 1 Chart.
Publication Year :
2007

Abstract

This paper gives a new approach of the Box-Müller Method which transfer a standard uniform distribution to a standard normal distribution. We divide two dimensional unit space (0,1)2 into 15 parts (i.e. hold, rise, slowly rise, sharp rise, fall, slowly fall, sharp fall parts) which show the direction of future commodity prices. Then we can predict the price of commodity in future and manage the risk of uncertain value to come. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0094243X
Volume :
936
Issue :
1
Database :
Academic Search Index
Journal :
AIP Conference Proceedings
Publication Type :
Conference
Accession number :
26501793
Full Text :
https://doi.org/10.1063/1.2790136