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artsite/content/projects/monte-carlo-project.md
Arthur DANJOU bbc573e290 Refactor: Split portfolio to projects and writings sections, and update content structure
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---
slug: monte-carlo-project
title: 💻 Monte Carlo Methods Project
description: A project to demonstrate the use of Monte Carlo methods in R.
publishedAt: 2024/11/24
readingTime: 3
tags:
- r
- maths
---
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://github.com/ArthurDanjou/Studies/blob/0c83e7e381344675e113c43b6f8d32e88a5c00a7/M1/Monte%20Carlo%20Methods/Project%201/003_rapport_DANJOU_DUROUSSEAU.rmd)
<iframe src="/projects/monte-carlo-project/Report.pdf" width="100%" height="1000px">
</iframe>