Software Downloads for "Freeware Monte Carlo Simulation"

Monte Carlo eXtreme, otherwise kown as MCX, is a Monte Carlo simulation tool for time-resolved photon transport in 3D turbid media.

It uses Graphics Processing Units (GPU) based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based simulations.

Using an nVIDIA 8800GT graphics card (14MP/114Cores), the acceleration is about 300x~400x compared to tMCimg running on a single core of Xeon 5120 CPU; this ratio can be as high as 700x with a GTX 280 GPU and 1400x with a GTX 470.

A Monte Carlo simulation of Major League Baseball(TM), used to find the best strategies in a baseball game. The effect of different batting orders and the addition of one super-star can be tested and archived in retrosheet format..

MCX is a Monte Carlo simulation software for static or time-resolved photon transport in 3D media. It uses GPU-based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based simulations..

Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing. basketset.m is the function to generate a structure which is used for pricing functions. testfile.m is an example. For LMS, it draws inspiration from the following page: http://leippold.googlepages.com/longstaffSchwartz2a.

This program performs a Monte Carlo simulation of a coherent QPSK communication system and plot the error probability performance over additive whit Gaussian noise channel. The detection is based on correlation metric. Simulation is performed for 10,000 bits and measurements are made accordingly..

  • Platform: Matlab, Scripts
  • Publisher: Sanjeet Kumar
  • Date: 01-04-2013
  • Size: 10 KB

This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB". The slides are in French and a copy in English is also available You will find here : * how to code your own monte carlo simulation, for option pricing * a comparison of some of the Variance Reduction Technics * Benfeits of using MATLAB for MonteCarlo simulation.

  • Platform: Matlab, Scripts
  • Publisher: Vincent Leclercq
  • Date: 17-03-2013
  • Size: 399 KB

Numerical integration with Monte Carlo method (on FPGA chip). Requirements: - Matlab/Simulink - Diamond IDE (3L) - FPGA Xilinx VIrtex II (SMT8036E) http://www.sundance.com/web/files/static.asp?pagename=uni_offer_1) - Visual Studio (Optional) - Xilinx System Generator (Recommended) - Xilinx ISE (Recommended).

  • Platform: Matlab, Scripts
  • Publisher: Francesco Pizzo
  • Date: 22-01-2013
  • Size: 21064 KB

An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate.

  • Platform: Matlab, Scripts
  • Publisher: Sudhanshu Chadha
  • Date: 21-01-2013
  • Size: 10 KB

ALAMOUTI performs Monte-Carlo simulation and estimates Bit Error Rate (BER) of Alamouti Scheme [1] over Rayleigh channel. The scheme presumes 2 transmit (Tx) and arbitrary number of receive (Rx) elements. If Rx=1 (one receive element) the ALAMOUTI is transformed to the order 2 transmit diversity scheme with Maximum Ratio Combining (MRC). The modulation format is MPSK with arbitrary order M which can be controlled by user. The simulation parameters are entered using the built graphic user interface (GUI) and contains: 1.

  • Platform: Matlab, Scripts
  • Publisher: G. Levin
  • Date: 25-06-2013
  • Size: 10 KB
  • KU1K
  • License: Freeware
  • Rating

KU1K is a set of tools for 4D,5D and 6D compact U(1) lattice gauge theory Monte Carlo simulation using the Skipis-Vantzos algorithm. As the calculations involved, even for the 4D case, are consuming, the project is modular so as to run on the Grid..

NullAllEst is the implementation of a maximum likelihood algorithm to estimate the frequency of a null allele in microsatellite genetic data. A Markov Chain Monte Carlo simulation is used to solve the likelihood function..

Open Source Monte Carlo Simulation platform for particle level simulation of light scattering from generated paper structures.

  • RunMC
  • License: Freeware
  • Rating

C++, Fortran, Java Linux, Windows/Cygwin Framework for Monte Carlo simulation of high-energy collisions.

SimulME is a Java ME (J2ME) application with Queueing calculator, Stopwatch, Monte Carlo simulation, Random Number Generator (RNG), Probability distributions, Kolmogorov-Smirnov and Chi-square tests. It works with MIDP 2.0 and CLDC 1.1 profiles..

Soft for ab initio and MD simulating of water system. Contains program for ICE: construct ice, specific monte-carlo simulation, proton rearrangement calculations; for PDB-water: calculate rotation energy profile, for Effective Fragment simulations..

A Monte-Carlo simulation meant to calculate the position of micronsized particles in an optical trap (seen as an harmonic potential). It returns the position in meters. Bead radius, corner frequency/ trapping stiffness, sampling frequency and number of sampled points can be varied. It is small and fast. Its results have been checked for validity with experiments. Further versions will include drift and driven motion..

  • Platform: Matlab, Scripts
  • Publisher: Fabian Czerwinski
  • Date: 17-05-2013
  • Size: 10 KB

Trelis is a graphical Monte Carlo simulation tool for modeling the time evolution of chemical reaction systems involving small numbers of reactant molecules, such as occur in subcellular biological processes like genetic regulatory networks.
Trelis License - GNU Library or Lesser General Public License (LGPL).

  • Platform: WinOther
  • Publisher: Trelis
  • Date:

This project is concerned with developing a Monte Carlo simulation code for a simple hopping model of diffusion on a comb-like lattice. It is coded in C.
Diffusion on Combs License - GNU General Public License version 2.0 (GPLv2).

  • Platform: WinOther
  • Publisher: Diffcomb
  • Date:

This Monte Carlo simulation tool calculates multiple scattering down at particle level by small spherical objects and infinitely long cylinders.
FiberMC License - GNU General Public License version 3.0 (GPLv3).

  • Platform: Linux
  • Publisher: Fibermc
  • Date:
  • Size: 33 KB

Open source software for Bayesian statistics using Markov Chain Monte Carlo simulation.
OpenBUGS License - GNU General Public License version 2.0 (GPLv2).

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