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Thursday, 26 May 2011

Monte Carlo and sensitivity analysis: A practical example.

Monte Carlo y análisis de sensibilidad: Ejemplo práctico

Monte Carlo experiments are stochastic techniques that can be used to analyze the response of a system. It is commonly viewed as the alternative when all other analysis techniques have failed. Me and my friends recorded the following presentation during an informal meeting we had back in 2010. The link to that meeting is this one. Links to similar resources are appreciated.

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