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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)
SimDec, or Simulation decomposition, is a hybrid uncertainty and sensitivity analysis method, for visually examining the relationships between the output and input variables of a computational model. SimDec maps multivariable scenarios onto the distribution of the model output. [ 1 ]
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 ...
Continuous simulation with stocks and flows, some discrete delay and discrete event functionality. Flexible array syntax with mapping among dimensions. Extensive support for time series data import and export, with calibration optimization and Markov chain Monte Carlo for estimation. Monte Carlo and other sensitivity simulation methods.
KMC simulation of the Plateau-Rayleigh instability; KMC simulation of f.c.c. vicinal (100)-surface diffusion; Stochastic Kinetic Mean Field Model (gives similar results as lattice kinetic Monte Carlo, however, far more cost-effective and easier to realise — open source program code is provided)
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 ...