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GNU MCSim is a simulation and statistical inference tool for algebraic or differential equation systems, optimized for performing Monte Carlo analysis. The software comprises a model generator and a simulation engine: The model generator facilitates structural model definition and maintenance, while keeping execution time short.
Monte Carlo method: Pouring out a box of coins on a table, and then computing the ratio of coins that land heads versus tails is a Monte Carlo method of determining the behavior of repeated coin tosses, but it is not a simulation. Monte Carlo simulation: Drawing a large number of pseudo-random uniform variables from the interval [0,1] at one ...
Monte Carlo simulated stock price time series and random number generator (allows for choice of distribution), Steven Whitney; Discussion papers and documents. Monte Carlo Simulation, Prof. Don M. Chance, Louisiana State University; Pricing complex options using a simple Monte Carlo Simulation, Peter Fink (reprint at quantnotes.com)
Flood Modeller - hydraulic simulation software, used to model potential flooding risk for engineering purposes. GoldSim - simulation software for system dynamics and discrete event simulation, embedded in a Monte Carlo framework. HyperWorks - multi-discipline simulation software; IDA ICE - equation-based software for building performance simulation
A Monte Carlo simulation shows a large number and variety of possible outcomes, including the least likely as well … Continue reading → The post Understanding How the Monte Carlo Method Works ...
Libraries of such procedures are included with the program and can be merged into files as needed. A list solver feature allows variables to be associated with ranges of data or probability distributions, solving for multiple values, which is useful for generating tables and plots and for running Monte Carlo simulations.
This is a list of computer programs that use Monte Carlo methods for molecular modeling. Abalone classical Hybrid MC; BOSS classical; CASINO quantum [1] Cassandra classical [2] CP2K; FEASST classical [3] GOMC classical [4] Internal_Coordinate_Mechanics ICM by MolSoft classical [5] MacroModel classical; Materials Studio classical; ms2 [6] [7] [8 ...
When calculating the delta using a Monte Carlo method, the most straightforward way is the black-box technique consisting in doing a Monte Carlo on the original market data and another one on the changed market data, and calculate the risk by doing the difference. Instead, the importance sampling method consists in doing a Monte Carlo in an ...