Notebook that implements a homemade class which performs Monte Carlo simulations (using eigen decomposition) for a number of timeseries that may or may not co-vary.
Simulations look something like this (found in previously mentioned notebook):
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Notebook that implements a class that performs Monte Carlo simulations for a number of timeseries that may co-vary.
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magnushelliesen/monte-carlo-simulator
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Notebook that implements a class that performs Monte Carlo simulations for a number of timeseries that may co-vary.
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