A simple Monte Carlo Simulation for simulating chances of winning a gambler.

MOCASSIN - MOnte CArlo SimulationS of Ionized Nebulae, Version 2.0

Repository for the code written for the MMC LongLab

Pricing TARN Using Numerical Methods

ATLAS is one of two general-purpose detectors at the Large Hadron Collider (LHC) at CERN. It investigates a wide range of physics, from the search for the Higgs boson to extra dimensions and particles that could make up dark matter. The ATLAS detector consists of a series of ever-larger concentric cylinders around the interaction point where the…

Pseudo-random number Linear Congruential Generator (LCG) with arbitrarily long integer arithmetic

This program generates dots with an active user interface.

Monte Carlo Simulation Course Assignments

This was a first year University project I completed in 2013. It uses a Monte Carlo method to find an approximation to Pi. See Buffon's needle problem for related reading. Written in Python, and uses Turtle.

Parallel and sequential versions of Monte Carlo integral estimation algorithm implemented in Scala

Web apps illustrating science & math concepts.

A set of radiation transport mini-applications used for performance optimization on HPC systems.

Monte Carlo simulations in R

Data Science portfolio of ipython Notebooks with several Machine Learning algorithms. They follow a structured data science methodology to face various challenges

Hard sphere monte carlo simulations in C++

the goal is to find out the probability of an insurance company going bankrupt given the insurance data

In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.

using the Inverse-Transform method to speed up options pricing simulations in R

Third year mathematics dissertation on variational, laplace and mcmc approximations of bayesian logistic regression

An asset-pricing model using historical prices. Volatility of the asset is modeled as the random variable that changes over time and each iteration. For modelling the future price behavior, Monte Carlo simulations were performed.