monte carlo

  1. R

    Creating a random skewed distribution

    Good evening, I am creating a monte-carlo simulation using NORM.INV distribution based on a mean and standard deviation. However, the distribution of the data that these numbers are based on is skewed; which doesn't get reflected, as only using mean/sd produces a symmetrical distribution. Is...
  2. C

    Best Easy Monte Carlo for Odds Calculations?

    I need an inexpensive, easy to learn Monte Carlo simulator. Any suggestions? Here's the scenario - Residents and nonresidents can apply for any of 100 opportunities in a particular state. Each opportunity has a limited number of spots. But, once 10% of the total slots are filled, nonresidents...
  3. D

    Monte Carlo simulation in VBA

    Hi everyone, I am running a brief simulation with VBA where one variable (call it x) affects the output (call it y). The variables are two time series (x1,x2,...,x10 and y1,y2,...,y10). I just implemeted the code to run 200 simulations at once and get the average values for x and y for each...
  4. R

    MonteCarlo Simulation VBA... Help cleaning the code to only a certain WS in this WB

    I have created some VBA to quickly run a monte carlo simulation of forecast errors to create prediction intervals for my forecasts. The VBA is simply 1000 iterations of simulated forecast errors. Question: What is the best way to ensure the VBA will run only on WS "MonteCarlo" in this workbook...
  5. N

    modeling Monte Carlo with non-standard distribution

    Hello everybody, I'm using the NORMINV() function to calculate likely random outcomes of specific variables in a Monte Carlo simulation. (Modeling this after the example from the excellent book, How To Measure Anything.) However, NORMINV() uses standard distribution. What if my distribution is...
  6. R

    Multivariate Normal Distribution in Excel

    Hey, I have a portfolio of 20 stocks over a time period of 15 years. I calculated the mean returns and the covariance matrix. Now I want to perform a Monte Carlo simulation based on a multivariate normal distribution with the same parameters. I downloaded the “real statistics resource pack”...
  7. J

    Speeding up simulations with arrays

    Hi all, I was wondering if anyone can help me. I have a workbook that does some relatively simple financial modelling with one stochastic variable - annual equity returns (the model assumes they are normally distributed). There are three outputs I want to capture for each simulation - values...
  8. Y

    Oracle Crystal Ball - Skewness and Kurtosis in Distribution

    Hello, I've been running an Excel based monte carlo simulation with Oracle Crystal Ball. Currently, I am running a normal distribution simulation. I would like to add skewness and kurtosis. Does anyone know how I can add skewness and kurtosis into my crystal ball monte carlo simulation...
  9. L

    Evaluating a string of text inside a formula

    My end goal is to create a model that predicts revenue from closing fees based on the amount of deals done every month, after applying a failure rate. For example, in month 4, I have 4 deals that will be started. Based upon a close rate of 70%, I need to predict how many will be closed. I...
  10. M

    trying to trigger multithreaded calculations, no such luck.

    I have an excel workbook that do a monte carlo simulation where the recalculation take much too time for the purpose. In an attempt to speed things up I have made radical redesigns and the recalculation time has improved some but not enough. I really need to trigger multithreaded...
  11. M

    How to code for multiple cores (rand() and monte carlo)?

    I have a rather smallish workbook I am trying to speed up. It is a behavioral model where each row consist of a “choice”: Based on some rand()s and likelihoods calculated from the result of the previous row it generates its own result that are then used in the next line etc for a total of 250...
  12. R

    Are constraints possible on Monte Carlo models in Add ons (@Risk CB etc.)

    Hi, I was looking to perhaps start using a Monte Carlo package to help during investment appraisal again; I have not used one for years. I have downloaded a few trial versions of the well known ones including the ones above. However, I am not sure any of them will do one of the things I want...
  13. A

    How to generate a log-normal distribution?

    I need to generate a random log-normal distribution with a given average 500,000 and standard deviation 100,000. For a normal distribution I would simply type =NORM.INV(RAND();500000;100000) which produces reasonable results with approximately an average output of 500,000 and standard deviation...
  14. M

    Excel Wisdom

    Assuming I have two tables, Table 1 and Table 2: <tbody> 1 9 11 20 40 6 10 23 44 49 10 18 23 24 40 5 10 25 29 44 10 16 18 31 42 1 4 9 43 50 </tbody> Table 1, are numbers between 1 and 25 randomly selected and Table 2, are numbers between 20 and 50 randomly selected...
  15. L

    Assign Cell Value to Array Dimension

    This forum is a Godsend for people like me trying to teach VBA to themselves. Thanks in advance for any help. I'm trying to run a Monte Carlo simulation through a four dimensional array, and I'd like to do so in a way that's at least a little user friendly. So I've set up a worksheet with some...
  16. D

    Best Monte Carlo for novices

    I would love to be able to plug in ranges for different factors of my personal finances and Monte Carlo it out, such as how much I earn, how much I have in stocks, bonds, real estate, and see the results. I know Excel well, but I've never played with Monte Carlo plug ins. Anyone know if there...
  17. J

    Looping Worksheet & Capturing Output For Monte Carlo Analysis

    I'm relatively experienced with Excel (among normal people, relatively less so in this crowd) and have very little experience with VB. I'm trying to complete a Monte Carlo simulation to better understand distribution of returns for a specific financial analysis model. I have built a worksheet...

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