Statements (33)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
computational technique |
| gptkbp:application |
gptkb:machine_learning
option pricing queueing theory project management risk analysis statistical physics particle transport |
| gptkbp:category |
numerical analysis
probabilistic modeling simulation methods |
| https://www.w3.org/2000/01/rdf-schema#label |
Monte Carlo simulation
|
| gptkbp:namedAfter |
Monte Carlo Casino
|
| gptkbp:notableFigure |
gptkb:John_von_Neumann
gptkb:Stanislaw_Ulam |
| gptkbp:originatedIn |
1940s
|
| gptkbp:purpose |
numerical integration
optimization uncertainty quantification |
| gptkbp:relatedTo |
gptkb:probability_theory
gptkb:stochastic_process gptkb:simulation gptkb:Markov_chain_Monte_Carlo |
| gptkbp:requires |
generator
|
| gptkbp:usedIn |
computer science
engineering finance physics statistics |
| gptkbp:uses |
random sampling
|
| gptkbp:bfsParent |
gptkb:Stanislaw_Ulam
|
| gptkbp:bfsLayer |
4
|