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Universidad, Ciencia y Tecnología

versión impresa ISSN 1316-4821

Resumen

VELASQUEZ, Sergio  y  VELASQUEZ, Ronny. Modeling with random variables in simulink using montecarlo simulations. uct [online]. 2012, vol.16, n.64, pp.203-211. ISSN 1316-4821.

This article presents the model with random variables in Monte CarloSimulation Using Simulink, many models of real systems contain elements that require or permit a statistical modeling, communication systems,switching systems, sensor systems, modeling takes definite shape, random variables governing certain stochastic processes system behavior modelinginputs change over time, as are the fluctiaciones in the stock market andsome products. You must define methods to generate samples of random variables and stochastic samples. Among them is the Monte Carlo method, the implemented model showed the ability to propose optional pricing to the market price to changes in the price of a product. The simulations allowed to know more precisely the versatility of the method to other methods used, predicting with great accuracy the price fluctuations that occurred in the trial product.

Palabras clave : Simulink; MonteCarlo; Vanilla; Gaussian; Model.

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