الگوریتم مونت کارلو تست سرعت سیستم شما

[esyoo]

سلام
همان طور که میدونید یکی از راه های تست سرعت سیستم استفاده از این الگوریتم می باشد.

18905..jpg
برای مشاهده این لینک/عکس می بایست عضو شوید ! برای عضویت اینجا کلیک کنید


می خواستم بدونم کسی از دوستان میتونه فایل اکسلی که این سایت ها از اون برای تست استفاده کردند به دست من برسونه؟

Introduction to Monte Carlo simulation
Et cetera: Microsoft Excel 2007, Sandra XII
Microsoft Excel 2007

Microsoft Office Excel 2007 is a powerful and widely used tool with which
you can create and format spreadsheets, and analyze and share information to make more informed decisions. It allows you to import, organize and explore massive data sets within spreadsheets and then communicate your analysis with professional-looking charts. Excel 2007 also provides tools to “see” important trends and find exceptions in your data.

The Black-Scholes model is used in our Excel test to calculate a theoretical call and put price using the five key determinants of an option's price: stock price, strike price, volatility, time to expiration, and short-term (risk free) interest rate.
This workload calculates the European Put and Call option valuation for Black-Scholes option pricing using Monte Carlo simulation. It simulates the calculations performed when a spreadsheet with input parameters is updated and must recalculate the option valuation. In this scenario we execute approximately 300,000 iterations of Monte Carlo simulation. In addition, the workload uses Excel lookup functions to compare the put price from the model with the historical market price for 50,000 rows to understand the convergence. The input file is a 70.1 MB spreadsheet and with 10 times the calculations of the first test; this one should take a bit longer to complete.
Benchmark Results: With 300,000 iterations of Monte Carlo simulation taking place in this benchmark, it takes all the processors a bit longer to finish as it puts a good load on the system. The Intel Core i7-975 was 48% slower than the 980X processor, which is what we want to see as it has 50% more threads and this test put the CPU at a constant 100% work load across all 12 threads of the processor

[nima_hl]

سلام
همان طور که میدونید یکی از راه های تست سرعت سیستم استفاده از این الگوریتم می باشد.

18905..jpg
برای مشاهده این لینک/عکس می بایست عضو شوید ! برای عضویت اینجا کلیک کنید


می خواستم بدونم کسی از دوستان میتونه فایل اکسلی که این سایت ها از اون برای تست استفاده کردند به دست من برسونه؟

Introduction to Monte Carlo simulation
Et cetera: Microsoft Excel 2007, Sandra XII
Microsoft Excel 2007

Microsoft Office Excel 2007 is a powerful and widely used tool with which
you can create and format spreadsheets, and analyze and share information to make more informed decisions. It allows you to import, organize and explore massive data sets within spreadsheets and then communicate your analysis with professional-looking charts. Excel 2007 also provides tools to “see” important trends and find exceptions in your data.

The Black-Scholes model is used in our Excel test to calculate a theoretical call and put price using the five key determinants of an option's price: stock price, strike price, volatility, time to expiration, and short-term (risk free) interest rate.
This workload calculates the European Put and Call option valuation for Black-Scholes option pricing using Monte Carlo simulation. It simulates the calculations performed when a spreadsheet with input parameters is updated and must recalculate the option valuation. In this scenario we execute approximately 300,000 iterations of Monte Carlo simulation. In addition, the workload uses Excel lookup functions to compare the put price from the model with the historical market price for 50,000 rows to understand the convergence. The input file is a 70.1 MB spreadsheet and with 10 times the calculations of the first test; this one should take a bit longer to complete.
Benchmark Results: With 300,000 iterations of Monte Carlo simulation taking place in this benchmark, it takes all the processors a bit longer to finish as it puts a good load on the system. The Intel Core i7-975 was 48% slower than the 980X processor, which is what we want to see as it has 50% more threads and this test put the CPU at a constant 100% work load across all 12 threads of the processor

سلام

گوگل هم خوب چیزیه ها برای مشاهده این لینک/عکس می بایست عضو شوید ! برای عضویت اینجا کلیک کنید برای مشاهده این لینک/عکس می بایست عضو شوید ! برای عضویت اینجا کلیک کنید

http://www.google.com/#hl=en&source=...b4f7af4a13aa89

http://www3.wabash.edu/econometrics/...dIns/MCSim.htm

[esyoo]

ممنون نیما جان
ولی این الگوریتم در خیلی جا ها از جمله
اقتصاد و شیمی و...کاربرد داره
این لینک ها مثل add ins عمل میکنند.و خود اون فایلی که برای تست هست.نیست.
به این جملات توجه کنید

the put price from the model with the historical market price for 50,000 rows to understand the convergence. The input file is a 70.1 MB spreadsheet and with 10 times the calculations of the first test; this one should take a bit longer to complete.

من دقیقا همون فایل تست رو میخوام.نه خود الگوریتم به تنهایی.
با تشکر