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updated 1 year ago

Monte Carlo Simulation for Portfolio Assets by Wilson Amoretty Palmeiro

Simulate sample path allow us to see the pattern that assets price will face. Crucial to hedge risk. (monte carlo simulatio..., finance, statistics)

PortfolioMontecarlo.m

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updated 2 years ago

Texas Hold'Em Poker Simulator by Brian Moore

This application simulates Texas Hold'Em poker probabilities via Monte Carlo simulation. (monte carlo simulatio..., simulation, gui)

TexasHoldEmSimulator(varargin)

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updated 2 years ago

Measurement Fusion & State Vector Fusion by VPS Naidu

Measurement fusion and state vector fusion with suitable simulation is presented (extended kalman filte..., target tracking, fusion)

ekf(F,G,Q,R,xk,Pk,meas)

ekfIR(F,G,Q,R,xk,Pk,meas)

gen3trj(F,G,q,X,T,N)

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updated 2 years ago

Crude Monte Carlo simulation - Footing by Felipe Uribe

Failure probability analysis of a superficial square footing. (monte carlo simulatio..., statistics, structural reliabilit...)

MCS_square_footing.m

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updated 2 years ago

Crude Monte Carlo simulation - Beam by Felipe Uribe

Failure probability estimation of a simply supported beam, using deflection criteria. (monte carlo simulatio..., statistics, structural reliabilit...)

MCS_simple_beam.m

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updated almost 3 years ago

Monte Carlo Method by Siva Srinivas Kolukula

Calculating pi using Monte Carlo Method (monte carlo method, monte carlo simulatio..., random numbers)

MonteCarlo.m

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updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

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updated 7 years ago

Practical Monte Carlo Simulation Tool by Gianluca Dorini

Monte Carlo Simulation for generic Matlab commands (statistics, probability, monte carlo simulatio...)

expressionMCS(parameters,expression,n,varargin)

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updated 8 years ago

One Single Component Reliability Monte Carlo Chronological Method by Jorge Thomas

This program calculates the availability and unavailability of a single component given the MTTF and (statistics, probability, reliability)

MCCSingleComponent.m

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