Event Date:
Monday, November 28, 2022 - 3:30pm to 4:30pm
Event Location:
- North Hall 2111
- Economics Thormahlen seminar room
Monte Carlo and quasi-Monte Carlo simulation are popular numerical methods used in a wide variety of disciplines including economics and finance. In this talk I will give a survey of pseudorandom and low-discrepancy sequences, discuss how they are used in computing, and present some examples from time series forecasting and option pricing.
September 15, 2022 - 8:55am