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Monte Carlo simulation as a service in the Cloud

机译:云中的蒙特卡洛模拟即服务

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摘要

We propose a Monte Carlo simulation as a service (MCSaaS) which takes the benefits from two sides: the accuracy and reliability of typical Monte Carlo simulations and the fast performance of offering services in the Cloud. In the use of MCSaaS, we propose to remove outliers to enhance the improvement in accuracy. We propose three hypotheses and describe our rationale, architecture and steps involved for validation. We set up three major experiments. We confirm that firstly, MCSaaS with outlier removal reduces percentage of errors to 0.1%. Secondly, MCSaaS with outlier removal is expected to have slower performance than the one without removal but is kept within one second difference. Thirdly, MCSaaS in the Cloud has a significant performance improvement over a popular model on desktop. We demonstrate our approach can meet the demands for accuracy and performance.
机译:我们提出了一种蒙特卡洛模拟即服务(MCSaaS),它从两个方面受益:典型的蒙特卡洛模拟的准确性和可靠性以及在云中提供服务的快速性能。在使用MCSaaS时,我们建议删除异常值以增强准确性。我们提出了三个假设,并描述了我们的验证依据,架构和步骤。我们建立了三个主要实验。我们确认,首先,消除异常值的MCSaaS可以将错误百分比降低到0.1%。其次,与未移除异常相比,MCSaaS的性能预计会比未移除异常的MCSaaS慢,但保持在一秒以内。第三,与台式机上的流行模型相比,云中的MCSaaS有了显着的性能改进。我们证明了我们的方法可以满足对准确性和性能的要求。

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