/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.

Primary LanguageObjective-C

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.