Monte Carlo Casino

Have you ever wondered how much income you could reliably maintain from your investments and wished that you could have a practice run? The ISG(TM) Investment Income Simulator allows you to do just that. It simulates real-life stock market variability so that you can practice making investment...

EASYPLANEX is a software application that provides a COMPREHENSIVE SOLUTION for evaluating and optimizing any type of financial problems, because it allows the following: 1. Understandable models 2. Reliable results 3. Automatic documentation of the project 4. Library of reusable projects...

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features Easy...


Platforms: Windows

BestCurFit calculates the parameters of 12 curves using the method of Linear Least Squares, fitting each curve to user data. The nonlinear equations are linearized. The obtained parameters are used for following optimization procedure using Simplex and Gauss-Newton algorithm. If it does not...


Platforms: Windows

Have you ever wondered how much income you could reliably maintain from your investments and wished that you could have a practice run? The Practice Navigator allows you to do just that. It simulates real-life stock market variability so that you can practice making investment decisions without...


Platforms: Windows

The QMSys GUM program is used to analyze the uncertainty of physical measurements and calibrations. The analysis and computations follow the rules of the of the official documentations: - ISO Guide to the expression of uncertainty in measurement - EA-4/02 Expression of the Uncertainty of...


Platforms: Windows, Other

GNU Archimedes is the GNU package for the design and simulation of submicron semiconductor devices. It is a 2D Fast Monte Carlo simulator which can take into account all the relevant quantum effects, thank to the implementation of the Bohm effective potential method. The physics and geometry of a...


Platforms: *nix, C/C++, BSD

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different...


Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

A fast implementation of particle filter dedicaced to multitarget tracking with bearing only measurements. For the multitarget data association problem, a gibbsampler is used to estimate target association probabilities.Ref : "Sequential Monte-Carlo methods for multple target tracking and data...


Platforms: Matlab

Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK.Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one)...


Platforms: Matlab

1 Introduction This toolbox implements all the routine PLS-related/based algorithms which kind of serves as the basics in chemometrics, including PLS calibration and prediction, leave one out cross validation (LOOCV), K-fold cross validation, Monte Carlo cross validation(MCCV), double cross...


Platforms: Matlab

This engineering note is the first of two parts:Part 1 Design and Simulation.Part 2 Real-World System Realization. (Being written)It aims at demonstrating how you may use Matlab/Simulink together with Rapid STM32 blockset and ARM Cortex-M3 processors (STM32) to develop digital signal processing...


Platforms: Matlab

fitChiSquare is a generalized chi-square fitting routine for any model function when data measurement errors are known; it returns the model parameters and their uncertainties at the delta chi-square = 1 boundary (68% confidence interval). It also returns the chi-square and degrees of freedom...


Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...


Platforms: Matlab

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: Mac

The Tonatiuh project is applying this year, for the first time, to the Google Summer of Code program. As it is stated in the Google Summer of Code 2011 site, Google Summer of Code (GSoC) is a global program that offers student developers stipends to write code for various open source software...


Platforms: Mac

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: *nix

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: Solaris

FC-Compiler (tm) is a Calculus-level Compiler, helps Tweak parameters.. The FortranCalculus (FC) language is for math modeling, simulation, and optimization. FC is based on Automatic Differentiation that simplifies computer code to an absolute minimum; i.e., a mathematical model, constraints,...


Platforms: Windows, Windows 8, Windows 7, Windows Server