Skip to content

hadeaninc/montecarlorisk-spark-blog

Repository files navigation

Spark Risk Monte Carlo

This is a fork of the original Cloudera Monte Carlo VaR example code.

Histogram generation is disabled and timing statements added.

Scripts used to run on Amazon EMR have been provided as run-1, run-2, and run-3.

Logs from these runs for different numbers of trials can be found in the logs folder.

About

No description, website, or topics provided.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published