Search Results for "algorithms"
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Showing 2 open source projects for "algorithms"
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The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.
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A log player for "The Fourth Coming" ("T4C", http://www.the4thcoming.com). Given a log-file, this tool will replay a T4C game you've played before. It will have built-in functionnalities like : merging log files together, searching and cleaning
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