Arthur Danjou
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💻 Monte Carlo Methods Project

24 November 2024

A project to demonstrate the use of Monte Carlo methods in R.

This is the report for the Monte Carlo Methods Project. The project was done as part of the course Monte Carlo Methods at the Paris-Dauphine University. The goal was to implement different methods and algorithms using Monte Carlo methods in R.

Methods and algorithms implemented:

  • Plotting graphs of functions
  • Inverse c.d.f. Random Variation simulation
  • Accept-Reject Random Variation simulation
  • Random Variable simulation with stratification
  • Cumulative density function
  • Empirical Quantile Function

You can find the code here: Monte Carlo Project Code

Arthur Danjou

Hi! I'm Arthur, a Master's student in Applied Mathematics with a passion for AI, statistics, and building cool things with code.

I love turning ideas into real, working systems—whether it's a machine learning model, a self-hosted service, or a data-driven project.

This project is part of my journey to explore and apply what I learn every day. I share it here hoping it'll inspire or help others, just like I've been inspired by the open-source and tech communities.

Feel free to reach out on LinkedIn or GitHub if you have questions, feedback, or just want to connect!