---
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.
publishedAt: 2024-11-24
readingTime: 3
status: Completed
tags:
  - R
  - Mathematics
  - Statistics
  - Monte Carlo
  - Numerical Methods
  - Estimation
icon: i-ph-dice-five-duotone
---

This is the report for the Monte Carlo Methods Project. The project was done as part of the course `Monte Carlo Methods` at the Paris-Dauphine University. The goal was to implement different methods and algorithms using Monte Carlo methods in R.

Methods and algorithms implemented:
- Plotting graphs of functions
- Inverse c.d.f. Random Variation simulation
- Accept-Reject Random Variation simulation
- Random Variable simulation with stratification
- Cumulative density function
- Empirical Quantile Function

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

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