monte carlo simulations

How Do Monte Carlo Simulations Work?

Monte Carlo simulations use random sampling and statistical modeling to estimate mathematical functions and mimic the operations of complex systems. Here’s a simplified process:
1. Define a domain of possible inputs: For example, sales forecasts, market size, and cost estimates.
2. Generate inputs randomly: Use random number generators to produce a wide range of possible input values.
3. Perform a deterministic computation: Apply these inputs to a predefined model (e.g., a financial model).
4. Aggregate the results: Collect and analyze the results from numerous iterations to develop a probability distribution of possible outcomes.

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