Join the research group speeding up Monte Carlo simulations, which are used for financial risk assessment and uncertainty quantification. Experience with statistics and Python would be helpful. To explore what we are doing
- Visit qmcpy.org and read our blog, https://qmcpy.org/2020/06/25/why_add_q_to_mc/
- Next, visit our repository and scroll down to read the description.
- In the description you will see link to my tutorial talk as well as an accompanying Google Colab notebook. The pdf slides are here.
If this sounds like something that might interest you, contact Fred Hickernell (hickernell@iit.edu) for more information.