PHYS 242

Final Project - Simulating stock options with MCMC

Authors

  • Xiaojian Jin
  • Lingyi Kong
  • J. Sidrach

Folders

  • bin: temporary folder for the binaries
  • data: data input/output from the simulations
    • data/historical: historical stock prices in csv format
    • data/output: output from the CUDA simulations
  • docs: documentation
    • docs/individual-reports: individual contribution reports
    • docs/notebooks: HTML versions of the IPython notebooks
    • docs/report: project report
  • graphs: simulation images used in the report
  • src: source code (IPython and CUDA)

Assignment URL

https://physics.ucsd.edu/students/courses/spring2016/physics142/Labs/FinalProjects/final.html