Monte Carlo

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Glossary

Méthodes de Monte Carlo

Les méthodes de Monte Carlo sont des algorithmes informatiques utilisant un échantillonnage aléatoire répété pour résoudre des problèmes complexes, souvent déterministes. Largement utilisées en finance, ingénierie, IA, et autres, elles permettent de modéliser l'incertitude, d'optimiser et d'évaluer les risques en simulant de nombreux scénarios et en analysant les résultats probabilistes.

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