三十一、蒙特卡罗模拟法的金融应用(1):使用Python QuantLib库 前一阵子在网上社群看到许多朋友在讨论蒙特卡罗模拟法(Monte-Carlo Simulation Method, MCSM)的问题,忍不住就想写篇文章谈谈这个议题,因为如果大家知道,每一年几兆美元的资金移动,竟然跟蒙特卡罗模拟法有关,大概就可以知道现代财务根本就是靠MCSM过活,金融界
Pyg 4 ometry : A Python library for the creation of Monte Carlo radiation transport physical geometriesS.D. WalkerA. AbramovL.J. NevayW. ShieldsS.T. Boogert
# 利用 scipy 库函数求积分 def use_scipy_library(): val, err = integrate.quad(f, 0, 1) print(f'scipy 积分结果 : {val}') def f(x): return x ** 2 if __name__ == '__main__': calculate_PI(10000) calculate_Integral1(10000) calculate_Integral2(0, 1, 100) use_scipy_library...
icet - A Python library for constructing and sampling alloy cluster expansionsalloyscluster expansionsmachine learningmethodsMonte Carlo simulationsorderingsoftwareAlloy cluster expansions (CEs) provide an accurate and computationally efficient mapping of the potential energy surface of multi-component systems ...
Python library for real space quantum Monte Carlo. Contribute to WagnerGroup/pyqmc development by creating an account on GitHub.
A random point is generated by generating two random numbers, each between 0 and 1 (including 0, but not 1). See Lab 2 how to generate random numbers using library random. A point (x,y) lies inside the circle if sqrt(x^2 + y^2) <1. ...
A Python Echarts Plotting Library Superset 类型:开源的 企业级 轻量BI工具 GitHub star :24937 功能: 创建和分享可视化面板 有丰富的可视化方法来分析数据,且具有灵活的扩展能力 具有可扩展的、高粒度的安全模型,可以用复杂规则来控制访问权限。目前支持主要的认证提供商:DB、OpenID、LDAP、OAuth、和Flask App...
This will compile the file classy.pyx, which is the python wrapper for CLASS, into a library, classy.so, located in the build/ subdirectory. This is the library called in Monte Python afterwards. If this step fails, check that you have cython installed, numpy (a numerical package for pyth...
# We will use numpy's `testing` library to confirm compiled and uncompiled versions run the same from numpy import testing # This assertion will fail until you successfully complete the exercise one cell above testing.assert_almost_equal(monte_carlo_pi(nsamples), monte_carlo_pi.py_func(nsampl...
在Python中,有许多针对不同采样需求的salib(Sensitivity Analysis Library)方法可供选择。以下是几种常用的采样方法: 1. Monte Carlo采样:通过在输入参数的取值范围内进行随机抽样,从而获得大量采样点,以全面评估模型的输出变化。可以使用Python中的numpy库生成随机数。 2. Sobol采样:基于Sobol序列的低差异采样方法,具有...