Top "Montecarlo" questions

Monte Carlo methods are stochastic (probabilistic) systems that use many random samples to derive properties of a complex system.

Error in rep: invalide 'times' argument

When I try to run the following code for 10000 iterations I get the following error.Error in rep(G1[, 2], G1[, 3]) : …

r time-series montecarlo
Fixing set.seed for an entire session

I am using R to construct an agent based model with a monte carlo process. This means I got many …

r montecarlo random-sample agent-based-modeling
Monte Carlo Tree Searching UCT implementation

Can you explain me how to build the tree? I quite understood how the nodes are chosen, but a nicer …

java tree artificial-intelligence montecarlo
Monte Carlo Method in Python

I've been attempting to use Python to create a script that lets me generate large numbers of points for use …

python montecarlo
Implementation of sequential monte carlo method (particle filters)

I'm interested in the simple algorithm for particles filter given here: http://www.aiqus.com/upfiles/PFAlgo.png It seems …

c++ probability montecarlo inference particle-filter
Random Number from Histogram

Suppose I create a histogram using scipy/numpy, so I have two arrays: one for the bin counts, and one …

python numpy scipy montecarlo
Choosing random numbers efficiently

I have a method, which uses random samples to approximate a calculation. This method is called millions of times, so …

java random montecarlo approximation
Monte Carlo Simulation with Python: building a histogram on the fly

I have a conceptual question on building a histogram on the fly with Python. I am trying to figure out …

python numpy pandas histogram montecarlo
Geometric Brownian Motion simulation in Python

I am trying to simulate Geometric Brownian Motion in Python, to price a European Call Option through Monte-Carlo simulation. I …

python simulation finance montecarlo stocks
Monte Carlo Tree Search: Implementation for Tic-Tac-Toe

Edit: Uploded the full source code if you want to see if you can get the AI to perform better: …

c# algorithm artificial-intelligence tic-tac-toe montecarlo