Accelerating Monte Carlo Simulations Research – 2025
Join the research group speeding up Monte Carlo simulations for financial risk assessment and uncertainty quantification
Research Focus
Our research group develops advanced computational methods for Monte Carlo simulations used in financial risk assessment and uncertainty quantification. Experience with statistics and Python programming would be helpful but not required.
Explore Our Work
- Start with our main site: Visit qmcpy.org and read our blog post explaining “Why Add Q to MC?”
- Check our code: Explore our GitHub repository and read the project description
- Watch our tutorial: View Professor Hickernell’s tutorial talk with accompanying Google Colab notebook
- Review presentation slides: PDF slides available here
What You’ll Learn
- Quasi-Monte Carlo methods and algorithms
- Financial risk modeling and uncertainty quantification
- Python programming for scientific computing
- Statistical analysis and computational mathematics
Ready to get involved?
Contact Fred Hickernell at hickernell@iit.edu for more information
Department of Applied Mathematics, Illinois Institute of Technology
