Monte Carlo Simulation
Monte Carlo eXtreme, otherwise kown as MCX, is a Monte Carlo simulation tool for time-resolved photon transport in 3D turbid media.
It uses Graphics Processing Units (GPU) based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based...
Platforms: Windows
License: Freeware | Download (469): Monte Carlo eXtreme Download |
This practical function provides a tool for quickly including a random process within a Monte Carlo Simulation framework.The main input argument, is a string containing commands in Matlab syntax. Each execution of such string is an instance of a random process. The function expressionMCSsamples...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (50): Practical Monte Carlo Simulation Tool Download |
A Monte Carlo simulation of Major League Baseball(TM), used to find the best strategies in a baseball game. The effect of different batting orders and the addition of one super-star can be tested and archived in retrosheet format.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 52.85 KB | Download (56): Monte Carlo Baseball Simulation Download |
MCX is a Monte Carlo simulation software for static or time-resolved photon transport in 3D media. It uses GPU-based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based simulations.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 993.67 KB | Download (49): Monte Carlo eXtreme (MCX) Download |
This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your...
Platforms: Matlab
License: Freeware | Size: 399.36 KB | Download (55): Monte Carlo simulations using MATLAB Download |
Numerical integration with Monte Carlo method (on FPGA chip).Requirements:- Matlab/Simulink- Diamond IDE (3L)- FPGA Xilinx VIrtex II (SMT8036E) http://www.sundance.com/web/files/static.asp?pagename=uni_offer_1)- Visual Studio (Optional)- Xilinx System Generator (Recommended)- Xilinx ISE...
Platforms: Matlab
License: Freeware | Size: 20.57 MB | Download (50): NUMERICAL INTEGRATION WITH MONTE CARLO METHOD ON FPGA BOARD Download |
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (53): Asian Option - Pricing using Monte Carlo Control Variate Method Download |
Analyse risks and make better decisions using Monte Carlo simulation. Stand-alone app that includes drag-n-drop interface, tons of examples and 'What-If' analysis. Produces lots of graphs and charts to help understand the results.While not required, it works great with Excel giving your...
Platforms: Windows
License: Shareware | Cost: $149.00 USD | Size: 8.49 MB | Download (505): iDecide: Personal Edition Download |
Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (54): Pricing Basket Option Download |
This program performs a Monte Carlo simulation of a coherent QPSK communication system and plot the error probability performance over additive whit Gaussian noise channel. The detection is based on correlation metric. Simulation is performed for 10,000 bits and measurements are made accordingly.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Coherent QPSK simulation and BER vs. SNR curve Download |
This simple code shows how the Monte Carlo Chronological method works. This example is intended to be for educational purpose, generating an artificial history data vectors of a single component modeled in a two state Markov chain model and exponentially distributed. You just need to enter the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): One Single Component Reliability Monte Carlo Chronological Method Download |
The Monte Carlo Pi program program uses a Monte Carlo routine to approximate pi by approximating the area of a unit circle. The program is distributed as a ready-to-run (compiled) Java archive. Double-clicking the ejs_stp_MonteCarloPi.jar file will run the program if Java is installed on your...
Platforms: Mac
License: Shareware | Cost: $0.00 USD | Size: 1.32 MB | Download (36): STP Monte Carlo Pi Model Download |
The model functions as a microsimulation (Monte Carlo) model with a monthly cycle, in which individual women are simulated and their histories remembered (and used to affect future probabilities in the model). Several variables in the model also rely on discrete event simulation, which allows for...
Platforms: Mac
License: Commercial | Cost: $0.00 USD | Size: 409.6 KB | Download (43): Maternal Mortality - Monte Carlo Simulator Download |
MCS is a tool that exploits the Monte Carlo method and, with a complex algorithm based on the PERT (Program Evaluation and Review Technique), it estimates a project's time.
MCS is a opensource project and it was devolped by Java Programming Language.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 2.2 MB | Download (60): Monte Carlo Simulations Download |
To calculate an area S(A) of a figure A, bounded by a Jordan curve (which in our case is constructed by a cubic splineapproximation) the Monte Carlo method is applied
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Monte Carlo method for estimating plane figure area Download |
Monte Carlo methods have long been used in computational finance to solve problems where analytical solutions are not feasible or are difficult to formulate. However, these methods are computationally intensive making it challenging to implement and adopt. In the last decade, advances in...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 552.96 KB | Download (46): Approaches to implementing Monte Carlo methods in MATLAB Download |
This code implements a Markov chain Monte Carlo algorithm which automatically and efficiently tunes the proposal distribution to the covariance structure of the target distribution. This is achieved while maintaining the target distribution as the stationary distribution of the Markov chain. The...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Differential Evolution Monte Carlo sampling Download |
ALAMOUTI performs Monte-Carlo simulation and estimates Bit Error Rate (BER) of Alamouti Scheme [1] over Rayleigh channel. The scheme presumes 2 transmit (Tx) and arbitrary number of receive (Rx) elements. If Rx=1 (one receive element) the ALAMOUTI is transformed to the order 2 transmit diversity...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Alamouti Scheme with GUI Download |
Simulation model to accompany the article, "Monte-Carlo Simulation in MATLAB Using Copulas" in the November 2003 issue of MATLAB News&Notes. The function METAPOP runs the metapopulation simulation model described in the article.MATLABdlT«'s Statistics Toolboxd-OC?D? includes a variety of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Copula Functions Download |
The STP XY Model program implements a Monte Carlo simulation of the planar ferromagnet or XY Model of spins on a lattice. The simulation returns the configuration of spins with the option of showing the vortices. The default system is a lattice of linear dimension L = 20 at temperature T = 0.89....
Platforms: Mac
License: Freeware | Size: 489.47 KB | Download (41): XY Model Download |