GitHub - qiongsiwu/CostMonteCarlo: Simulation for a sequence of weekly cost to generate the annual cost of a process. The process is modeled with a discrete markov chain.

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
CTE.m		CTE.m
DiscountVector.m		DiscountVector.m
GeneratePath.m		GeneratePath.m
GeneratePathValue.m		GeneratePathValue.m
GenerateSinglePath.m		GenerateSinglePath.m
NextState.m		NextState.m
README.txt		README.txt
RunMonteCarloSimulation.m		RunMonteCarloSimulation.m

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CostMonteCarlo README

This is a project I created for fun last fall. I was wondering how much I would spend on a girl in a year. And I modelled the cost using a Regime Switching model. 

The model was built in Matlab so you will need matlab to run it.