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Monte Carlo methods are used in corporate finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining the distribution of their value over the range of resultant outcomes.
Online tools. 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)
Monte Carlo simulation: Drawing a large number of pseudo-random uniform variables from the interval [0,1] at one time, or once at many different times, and assigning values less than or equal to 0.50 as heads and greater than 0.50 as tails, is a Monte Carlo simulation of the behavior of repeatedly tossing a coin.
In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates obtained for a given simulation or computational effort. [1] Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results.
In computing, a Monte Carlo algorithm is a randomized algorithm whose output may be incorrect with a certain (typically small) probability. Two examples of such algorithms are the Karger–Stein algorithm [ 1 ] and the Monte Carlo algorithm for minimum feedback arc set .
The rating of best Go-playing programs on the KGS server since 2007. Since 2006, all the best programs use Monte Carlo tree search. [14]In 2006, inspired by these predecessors, [15] Rémi Coulom described the application of the Monte Carlo method to game-tree search and coined the name Monte Carlo tree search, [16] L. Kocsis and Cs.
Monte Carlo is a 1930 American pre-Code musical comedy film, directed by Ernst Lubitsch.It co-stars Jack Buchanan as a French Count Rudolph Falliere masquerading as a hairdresser and Jeanette MacDonald as Countess Helene Mara.
Monte Carlo is a pair-matching patience or card solitaire game using a pack of 52 playing cards where the object is to remove pairs from the tableau. [1] Despite its name, it has no relation to the city with the same name nor to any casino-related game. Alternative names for this game include Good Neighbours and Weddings. [2]