statistical-simulation

Synthetic Traffic Models Capturing a Full Range of Cache Coherent Behaviour

R package to facilitate simulations for survival endpoints with non proportional hazards

Simulates the flaring activity of a single magnetar using the Monte Carlo technique.

R package for propensity score weighting using machine learning methods

A scalable stochastic simulation engine for derivative pricing that models uncertainty through probabilistic path sampling. Designed for high-dimensional financial systems, enabling accurate valuation of complex and path-dependent options.

Simulation study: Mean dispersion

Synthetic threshold-payoff portfolio optimization on the probability simplex using projected CRN-SPSA and multistart simulation.

Survival Distributions with Piece-Wise Constant Hazards

Implementing Stochastic Models in Queuing Theory

Simulator for Nintendo’s top grossing mobile game with customizable pools, rates, and goals.

Monte carlo simulation to illustrate robustness of one sample t-test

Senior capstone on European call option pricing: derives Black–Scholes vs Monte Carlo under GBM and demonstrates convergence using real market inputs. Includes the Python pipeline (yfinance + NumPy) that reproduces the BS vs MC comparison table.

R Package with statistical research tools

[PT] Simulação para calcular a distância média percorrida em uma caminhada aleatória utilizando diferentes números de passos.

Known-answer simulations comparing four analysis pipelines under missingness and measurement-error scenarios, with deterministic replay and Safety Cards.