jeudi 22 octobre 2020

Monte Carlo simulation for (n x 1) matrix

I'm working on Monte Carlo Code (I'm a beginner). I want to perform Monte Carlo simulation by generating multiple (15 x 1) matrices and then ranking them in ascending order, storing those ranked values and then finding stats of say 1000 runs. I'm stuck and don't know where to begin. So far, I'm able to generate random matrices of (15 x 1) using

np.random.rand(1000,15,1)

I want to add range to these random generated numbers. Now ranking them and checking which index has highest ranked (ideal solution) after 1000 random matrices.




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