Numpy and Scipy: Using Sparse Matrices in our Monte Carlo Simulation (part 3)
4 years ago
8
We review our Monte Carlo code for simulating a large number of stick runs. This is a detailed breakdown on how the matrices involved are built.
Part 1: https://youtu.be/v_S7cOL5ZWU
Tip Jar: https://paypal.me/kpmooney
Loading comments...
-
33:17
kpmooney
4 years ago $0.01 earnedNumpy and Scipy: Using Sparse Matrices to Speed up Calculations (part 1)
22 -
20:38
kpmooney
4 years agoLinear Systems and Sparse Matrices with Numpy and Scipy
63 -
36:00
wangshusen
4 years agoMonte Carlo Algorithms
107 -
18:24
kpmooney
4 years agoProbability of a Touch in Finance using Python Monte Carlo Methods
37 -
29:48
kpmooney
4 years agoSparse Matrices to Speed up Calculations (Part 2): Partial Differential Equations - 1-D Diffusion
41 -
42:33
kpmooney
4 years ago $0.01 earnedMonte Carlo Techniques: Probability of Making 50% on Short Options Trades Using Python
69 -
18:45
kpmooney
4 years agoTransforming Ordinary Differential Equations to A simple Algebraic System Using SciPy (Part 2)
18 -
27:14
kpmooney
4 years agoTransforming Ordinary Differential Equations to A simple Algebraic System Using SciPy (Part 1)
28 -
0:35
CentralCali1320
4 years ago1970 Monte Carlo Getting Wheels Up
648 -
9:22
kpmooney
4 years agoIntro to Monte Carlo Techniques: Using Python and Random Numbers to Estimate the Value of Pi
79