Re: Monte Carlo Simulation Experiences
- To: mathgroup at smc.vnet.net
- Subject: [mg54627] Re: Monte Carlo Simulation Experiences
- From: Valentina Mikel <valentina.mikel at po.htnet.hr>
- Date: Thu, 24 Feb 2005 03:21:31 -0500 (EST)
- References: <email@example.com>
- Sender: owner-wri-mathgroup at wolfram.com
> What tools do you use to perform simulations, and more specifically
> Monte Carlo type simulations? I assume those reading this newsgroup are
> using Mathematica, but how specifically are you using it? What other
> tools do you / have you used statistical math packages, spreadsheet
> plug-ins, homegrown code, other?
When I need most performace I use plain C++ and WMPI interface (grid)
Otherwise MathLink for Excel in combination with Solver and Crystal Ball
or DecisionTools from Palisade
> How long do your simulations typically take to complete?
Longest one was 10 days, usually much less :)
> What techniques, if any, do you use to reduce your simulation time?
Use C++ and as much computing power you can get!
> What class of computer Hardware do you use?
> (PC, supercomputer, low cost HPC cluster, other?)
I have my own home grid station:
-2x P4 3Ghz laptops
-dual XEON 3Ghz server
> What kind of applications (generally) are you applying Monte Carlo
> analysis to?
Financial modeling, risk analysis, business-case scenarios
> I have access to general information on Monte Carlo Simulation, but I'm
> more interested in real world uses and users. Any links to that type of
> information, discussion groups, etc... again would be greatly
Mike, try testing evaluations of Crystal Tools and/or DecisionTools
package. Both pages have some tutorials on using their tools. I think
Excel + these add-ins are a great start for simulations (real world
uses, as you said). Also a good page with tutorials is
www.risk-modelling.com (both Crystal Ball and @RISK from Palisade). The
www.palisade.com (Excel add-ins)
www.crystalball.com (Excel add-ins)
www.risk-modelling.com (tutorials for Crystal Ball and @RISK)
www.criticalsoftware.com/hpc/ (commercial Grid platform for C++, works
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