---
slug: monte-carlo-project
title: Monte Carlo Methods Project
type: Academic Project
description: An implementation of different Monte Carlo methods and algorithms in R, including inverse CDF simulation, accept-reject methods, and stratification techniques.
shortDescription: A project implementing various Monte Carlo methods and algorithms in R.
publishedAt: 2024-11-24
readingTime: 3
status: Completed
tags:
  - R
  - Mathematics
  - Statistics
  - Monte Carlo
  - Numerical Methods
  - Estimation
icon: i-ph-dice-five-duotone
---

This report presents the Monte Carlo Methods Project completed as part of the **Monte Carlo Methods** course at Paris-Dauphine University. The goal was to implement a range of Monte Carlo methods and algorithms in R.

## 🛠️ Methods and Algorithms

- Plotting graphs of functions
- Inverse CDF random variation simulation
- Accept-Reject random variation simulation
- Random variable simulation with stratification
- Cumulative density function
- Empirical quantile function

## 📚 Resources

You can find the code here: [Monte Carlo Project Code](https://go.arthurdanjou.fr/monte-carlo-code)

## 📄 Detailed Report

<iframe src="/projects/monte-carlo.pdf" width="100%" height="1000px">
</iframe>
