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Published on 2010-05-26T22:45:00Z
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When should the Monte-Carlo method be used?
For example, why did Joel decide to use the Monte-Carlo method for Evidence Based Scheduling instead of methodically processing all user data for the past year?
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I am thinking about getting one of these (PCI) to set up an internal entropy pool similar to this service who incidentally brought us fun captcha challenges.
Prior to lightening my wallet, I'm hoping to gather feedback from people who may be using this device. As there is no possible 'correct' answer…
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My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors.
It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will…
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When should the Monte-Carlo method be used?
For example, why did Joel decide to use the Monte-Carlo method for Evidence Based Scheduling instead of methodically processing all user data for the past year?
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I'm running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, average, standard deviation) and returns the inverse of the cumulative distribution.
I'd like to move my code into a web app…
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I am working on a project which has no determined algorithm to solve using C language. I am Using Monte Carlo technique for solving that problem. And the number of random guesses I want to limit to the execution time specified by the user.
This means I want to make full use of the execution time…
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