Introduction to simulation methods - model design process, statistical significance and pdf tests.
Introduction to Python Programming for simulation analysis.
Discreet event simulation.
Queuing system modelling with spreadsheet.
Queuing system modelling and discreet event simulation with Python.
Introduction to multi-agent simulation, simple multi-agent models.
Optimization of simulation models: Variance reduction methods and quasi random number generators.
Simulation in optimization - setting the production plan. Basic probability distributions (density functions, parameter estimation, applications). Distribution fitting.
Simulation in optimization - setting the production plan. Automating spreadsheet solver with VBA.
Simulative evaluation of investment decisions. Pareto-optimality. Stochastic dominance, estimation of Value at Risk, Cash Flow at Risk, Conditional Value at Risk (simulative and approximate, with multidimensional normal distribution).
Simulation modelling of financial risk management
Simulating insurance products with Python.
Networks & complex systems simulation with PyCX and Networkx.
Networks & complex systems simulation with PyCX and Networkx part II.
Presentation of final projects.
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