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添加1字节 、 2021年7月30日 (五) 21:05
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蒙特卡罗方法也是近似随机化和置换检验的折衷。近似随机化测试是基于所有排列的特定子集(这需要潜在的庞大的内务管理,其中排列已被考虑)。蒙特卡罗方法是基于一定数量的随机排列(如果排列被抽取两次或更频繁,精度会有轻微的损失,因为不必追踪哪些排列已经被选择)。
 
蒙特卡罗方法也是近似随机化和置换检验的折衷。近似随机化测试是基于所有排列的特定子集(这需要潜在的庞大的内务管理,其中排列已被考虑)。蒙特卡罗方法是基于一定数量的随机排列(如果排列被抽取两次或更频繁,精度会有轻微的损失,因为不必追踪哪些排列已经被选择)。
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Monte Carlo methods in finance are often used to evaluate investments in projects at a business unit or corporate level, or other financial valuations. They can be used to model project schedules, where simulations aggregate estimates for worst-case, best-case, and most likely durations for each task to determine outcomes for the overall project.[https://risk.octigo.pl/] Monte Carlo methods are also used in option pricing, default risk analysis. Additionally, they can be used to estimate the financial impact of medical interventions.
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金融领域的蒙特卡罗方法通常用于评估一个业务单位或公司层面的项目投资,或其他金融估值。它们可以用于对项目进度表进行建模,模拟对每个任务的最坏情况、最好情况和最可能的持续时间进行聚合估计,以确定整个项目的结果。蒙特卡罗方法也用于期权定价,违约风险分析 https://risk.octigo.pl/。此外,它们还可以用来评估医疗干预措施的财务影响。
      
{{anchor|Monte Carlo tree search}}
 
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蒙特卡罗模拟通常用于评估影响不同决策方案结果的风险和不确定性。蒙特卡洛模拟允许商业风险分析师在销售量、商品和劳动力价格、利率和汇率等变量中考虑不确定性的总体影响,以及不同风险事件的影响,如合同的取消或税法的改变。
 
蒙特卡罗模拟通常用于评估影响不同决策方案结果的风险和不确定性。蒙特卡洛模拟允许商业风险分析师在销售量、商品和劳动力价格、利率和汇率等变量中考虑不确定性的总体影响,以及不同风险事件的影响,如合同的取消或税法的改变。
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Monte Carlo methods in finance are often used to evaluate investments in projects at a business unit or corporate level, or other financial valuations. They can be used to model project schedules, where simulations aggregate estimates for worst-case, best-case, and most likely durations for each task to determine outcomes for the overall project.[https://risk.octigo.pl/] Monte Carlo methods are also used in option pricing, default risk analysis. Additionally, they can be used to estimate the financial impact of medical interventions.
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金融领域的蒙特卡罗方法通常用于评估一个业务单位或公司层面的项目投资,或其他金融估值。它们可以用于对项目进度表进行建模,模拟对每个任务的最坏情况、最好情况和最可能的持续时间进行聚合估计,以确定整个项目的结果。蒙特卡罗方法也用于期权定价,违约风险分析 https://risk.octigo.pl/。此外,它们还可以用来评估医疗干预措施的财务影响。
    
The traveling salesman problem is what is called a conventional optimization problem. That is, all the facts (distances between each destination point) needed to determine the optimal path to follow are known with certainty and the goal is to run through the possible travel choices to come up with the one with the lowest total distance. However, let's assume that instead of wanting to minimize the total distance traveled to visit each desired destination, we wanted to minimize the total time needed to reach each destination. This goes beyond conventional optimization since travel time is inherently uncertain (traffic jams, time of day, etc.). As a result, to determine our optimal path we would want to use simulation - optimization to first understand the range of potential times it could take to go from one point to another (represented by a probability distribution in this case rather than a specific distance) and then optimize our travel decisions to identify the best path to follow taking that uncertainty into account.
 
The traveling salesman problem is what is called a conventional optimization problem. That is, all the facts (distances between each destination point) needed to determine the optimal path to follow are known with certainty and the goal is to run through the possible travel choices to come up with the one with the lowest total distance. However, let's assume that instead of wanting to minimize the total distance traveled to visit each desired destination, we wanted to minimize the total time needed to reach each destination. This goes beyond conventional optimization since travel time is inherently uncertain (traffic jams, time of day, etc.). As a result, to determine our optimal path we would want to use simulation - optimization to first understand the range of potential times it could take to go from one point to another (represented by a probability distribution in this case rather than a specific distance) and then optimize our travel decisions to identify the best path to follow taking that uncertainty into account.
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