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Deep Learning for Numerical Applications with SAS
book

Deep Learning for Numerical Applications with SAS

by Henry Bequet
July 2018
Intermediate to advanced content levelIntermediate to advanced
234 pages
6h 5m
English
SAS Institute
Content preview from Deep Learning for Numerical Applications with SAS

Chapter 5: Monte Carlo Simulations

Monte Carlo or Las Vegas?

Random Walk

Multi-threaded Random Walk

SAS Studio

Live ETL

A Parallel Program

A Parallel Program with Partitions

Many Cores

Conclusion

 

In this chapter, we briefly introduce Monte Carlo simulations. Monte Carlo simulations are an important tool in many disciplines, including finance, manufacturing, and physics. Broadly defined, Monte Carlo simulations are a class of algorithms that rely on random samplings to estimate stochastic and deterministic values. Monte Carlo simulations are especially valuable when a closed-form solution is not available.

By the end of this chapter, you will understand Monte Carlo simulations, random walks, and how to run simulations at scale with SAS.

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Publisher Resources

ISBN: 9781635266771