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Dec 26, 2024
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DSCI 000/3411 - Fundamentals of Simulation (3 cr.)
Prerequisites DSCI 1412 ,MACT 2132 and MACT 3211
Description This course is an introduction to fundamental tools in designing, conducting, and interpreting simulation experiments. Topics covered include Random number generation; Continuous, discrete, and rare event simulations. Variance reduction techniques, Bootstrap and Jacknife; Simulation; Markov Chain Monte Carlo. The course includes an applied project (a thorough application of simulation to real-world problems such as finance, statistics) using computer programming language such as R or Python).
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