Monte Carlo Simulation
The top rated J and L Financial Planner is tool that allows you to create simple or complex financial scenarios based on financial events through out your life. You create the scenario based on your current financial status and future financial events. The J and L Financial Planner executes your...
Platforms: Windows
License: Shareware | Cost: $99.95 USD | Size: 1.24 MB | Download (170): J and L Financial Planner Professional Download |
Computes Parallel Analysis criteria (eigenvalues) for determining the number of factors to retain for rotation in factor analysis.
Platforms: Mac
License: Freeware | Size: 1.4 MB | Download (164): Monte Carlo PCA for Parallel Analysis Download |
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...
Platforms: Windows
License: Freeware | Size: 6.3 MB | Download (121): OptionMatrix Download |
Baker's Dozen contains 25 card solitaire games including Aces Square, Auld Lang Syne, Black Hole, Block Ten, Carpet, Double Auld Lang Syne, Doublets, Double or Quits, Easy Golf, Five Piles, Fourteen Out, Golf, Monte Carlo, Nestor, Pairs, Pyramid, Pyramid 2, Quadrille, Robert, Suits, Thirteens,...
Platforms: Windows
License: Shareware | Cost: $15.00 USD | Size: 2.36 MB | Download (482): Baker's Dozen Download |
When planning and saving for retirement, investors are confronted with a variety of investment choices, ranging from the very safe to very aggressive. There are 100s of Monte Carlo simulators and calculators to assist retirees in projecting a so-called "safe withdrawal rate" (SWR) from their...
Platforms: Windows
License: Freeware | Size: 1.66 MB | Download (526): TIP$TER Download |
A Monte Carlo Micro Black Hole event generator for Particle Physics.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 626.61 KB | Download (50): BlackMax Download |
Inyo is a Monte Carlo-based global illumination renderer written in Java.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 1.12 MB | Download (53): Inyo Renderer Download |
Photonics is a photon tracking Monte Carlo package, which calculates photon flux and time distributions in a heterogeneous medium surrounding a light source. The propagation medium and detector and light sources are highly customizable.
Platforms: Mac, BSD, Linux
License: Freeware | Size: 454.79 KB | Download (45): Photonics Download |
The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can be described by an arbitrary PDF, i.e., any function which...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (56): Metropolis-Hastings Sampler Download |
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
License: Freeware | Size: 2.35 MB | Download (44): Introduction to Unscented Kalman Filtering Download |
In Evolutionary Multiobjective Optimization (EMO), an algorithm produces a set of points in the performance space as an estimation of the Pareto front. A quantitive measure is desired to estimate the closeness of the estimated data points to the true Pareto front.One of such measures is the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Hypervolume Indicator Download |
Introduction----------------This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.The paper detailing the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 266.24 KB | Download (45): Clewlow and Strickland Commodity one factor spot model Download |
Simulates the wall effect in a gaseous thermal neutron detector with a gaseous neutron converter (He-3) using the Monte Carlo method. Based on the gap thickness (in m) and the partial pressure of helium-3 (in bar), this program computes the fraction of events that suffers to some extent from the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): WallEffect Download |
Applying the inverse transform method to the normal distribution entails evaluation of the inverse normal. This is the Beasley-Springer-Moro algorithm for approximating the inverse normal.Input: u, a sacalar or matrix with elements between 0 and 1Output: x, an approximation for the inverse normal...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Approximating the Inverse Normal Download |
As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (53): An Example of Markov Chain and multinominal option pricing Download |
Function PAGE computes the value of Page test statistic for layout matrix x, with subjects in rows and treatments in columns. Midranks are calculated with Matlab's TIEDRANKS.Function MCPAGE computes the value of Page test statistic for layout x and B random within-subject permutations of x,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Perform Page test Download |
The script gf_mmc_driver.m runs multiple independent instances of a MMC method in parallel with MATLAB's Distributed Computing Toolbox. The outer loop in script gf_mmc_driver.m represents the basic MMC iteration, which initializes and runs a Markov chain and performs a Berg update. In each of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Multicanonical Monte Carlo scheme for finding rare growth factors Download |
The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): boothomvart Download |
The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): boothomvargr Download |
The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): bootanovagr Download |