bkamins

using DataFrames
using Plots
using Random
using StatsBase

function cont_run(time=10000, n=10000, λ=0.05, q=0.1)
    r = zeros(time)
    θ = zeros(n)
    pchange = zeros(n)
    for t = 1:time

bkamins

# This file is machine-generated - editing it directly is not advised

[[Adapt]]
deps = ["LinearAlgebra"]
git-tree-sha1 = "42c42f2221906892ceb765dbcb1a51deeffd86d7"
uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
version = "2.3.0"

[[Artifacts]]
deps = ["Pkg"]

bkamins

bkamins

bkamins

What is new in Julia 1.0

Bogumił Kamiński, September 5, 2018

Agenda

1. Package management in projects
2. Handling missing data
3. Broadcasting
4. Heterogeneous collections

bkamins

using Random, Statistics, DataFrames

try
    using PyPlot
    global const HAS_PLOTS = true
catch
    global const HAS_PLOTS = false
end

@enum Tree None Green Red Brown

bkamins

using Random

function setup(density)
    [x == 1 ? 2 : rand() < density ? 1 : 0 for x in 1:251, y in 1:251]
end

function go(grid)
    any(isequal(2), grid) || return true
    for pos in shuffle!(findall(isequal(2), grid))
        x, y = pos[1], pos[2]

bkamins

Asian option pricing using Monte-Carlo simulation using multi-threading in Julia

JuliaCon 2018

Bogumił Kamiński

http://bogumilkaminski.pl/about

rand is not thread safe

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bkamins

# K. Growiec, J. Growiec, B. Kamiński
# Social Network Structure and The Trade-Off Between Social Utility and Economic Performance

# Simulation experiment design generation file

library(randtoolbox)

size <- 65536
s_design <- sobol(size, 9, TRUE, 3, 4711, FALSE)
colnames(s_design) <- c("r", "p", "lambda", "sigma", "rho",