4 ms·

Ask HN: What is the best programming language for Monte Carlo simulations?

Balancing performance, expressability, maintainability. Is there any specific programming language which is naturally suited for this task? I’m comfortable with C++, Python, and Octave. Passable Common Lisp and Rust.

n3t 5y ago
Slightly off-topic but ProbLog[0] might interest you. [0]: https://dtai.cs.kuleuven.be/problog/ https://dtai.cs.kuleuven.be/problog/
iab 5y ago
First-class support for parallelism as a prerequisite for performance. Seems to exclude python, but pymc is great.
- n3t 5y ago
  You can run multiple Python processes with a MC simulation and combine the results in the end.
  - iab 5y ago
    You could do many things, but if you are focused on performance you shouldn’t do that
Bostonian 5y ago
You mentioned Octave. Modern Fortran can be considered the compiled version of it, and many Monte Carlo calculations have been done in Fortran.
d--b 5y ago
Julia seems to be a good fit. It’s python like, but a lot faster and cleaner.
deleted 5y ago
[deleted]