Search Results for "monte carlo simulation"
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Showing 4 open source projects for "monte carlo simulation"
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Stock ReturnAnalysis
Java program that uses Monte Carlo
This program uses the Monte Carlo simulation to calculate the stock returns .It uses the historical data . -
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This project provides a Fortran90 library and a python module for singular spectrum analyses such as PCA/EOF or MSSA. It is intended for people interested, for example, in analysing climate or financial variability.
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MonteCarlo portfolio simulation - it can be used as stand-alone command line application - it takes simple XML file needed data as entry and creates simple XML file with output, also this stuff have JNI and ISAPI interface.
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Garrett is a simple scripting language for Monte Carlo portfolio evaluation. It has applications in energy, economics and more. Garrett automatically parallelizes and vectorizes the input simulation for maximum performance.
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