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Ephedyn


Institute

Active since 2012

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SIMD-oriented Fast Mersenne Twister (or any other fast rng) for Monte Carlo?
Is there a faster PRNG for MATLAB that is suitable for Monte Carlo simulations, besides the Mersenne twister? For example, a MEX...

9 years ago | 0 answers | 0

0

answers

Question


Parallelizing multiple iterations and randperm for a Monte Carlo simulation
I have a function which randomly picks stocks to buy, subject to the constraint of a fixed number of holding periods and fixed n...

9 years ago | 2 answers | 0

2

answers

Question


Vectorizing a simple accumulation?
I have something like a sparse array, whose first member is always nonzero, and I want to replace each zero element with the nea...

9 years ago | 2 answers | 2

2

answers

Question


Generating array of consecutive timestamps in double
I need to generate an array of consecutive timestamps, in double and yyyymmddHHMMSS format, for specified start and end times. F...

9 years ago | 2 answers | 0

2

answers