monte-carlo-engine

What problem does it solve?

This skill enables rigorous uncertainty quantification and risk assessment by running large-scale Monte Carlo simulations on stochastic models, producing distributions, confidence intervals, and convergence diagnostics.

Core Features & Use Cases

• Uncertainty quantification: sample from parameter distributions and generate outcome distributions.
• Probabilistic reporting: produce confidence intervals, histograms, and convergence plots for decision making.
• Use Case: apply to scenarios with randomness or incomplete data to compare risk across alternatives (e.g., project cost, demand, or arrival processes).

Quick Start

Run a basic Monte Carlo forecast by calling monte_carlo_simulation(n_simulations=10000) and inspect the results in the results directory for mean, CI, and convergence diagnostics.