Top-rated recipes tagged "carlo", "numpy" and "monte"http://code.activestate.com/recipes/tags/carlo+numpy+monte/top/2014-04-27T16:42:29-07:00ActiveState Code RecipesMonte Carlo Engine : Stochastic Interest Rate Predictor (Python)
2014-04-27T16:42:29-07:00alexander bakerhttp://code.activestate.com/recipes/users/4166679/http://code.activestate.com/recipes/578867-monte-carlo-engine-stochastic-interest-rate-predic/
<p style="color: grey">
Python
recipe 578867
by <a href="/recipes/users/4166679/">alexander baker</a>
(<a href="/recipes/tags/carlo/">carlo</a>, <a href="/recipes/tags/interest/">interest</a>, <a href="/recipes/tags/model/">model</a>, <a href="/recipes/tags/monte/">monte</a>, <a href="/recipes/tags/numpy/">numpy</a>, <a href="/recipes/tags/rate/">rate</a>).
Revision 2.
</p>
<p>This is a simple Monte Carlo Engine model, based on some ideas from the Quantopian folks. The idea is that the model and the engine are separate. I have integrated a simple example from an earlier post. The idea was to try and build some game theory simulations using simple models that were separate from the Engine. </p>