3 ms·
Monte Carlo simulations need to be repeatable. So you can take a seed from entropy, but then you seed your own deterministic RNG. You log the seed so that you
by moomin 12y ago
Monte Carlo simulations need to be repeatable. So you can take a seed from entropy, but then you seed your own deterministic RNG. You log the seed so that you can backtest.
Doesn't appear many people on this thread are considering such use cases, but it appears the authors have.