Latin Hypercube

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RiskGuru
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Joined: Sat Nov 26, 2005 9:27 pm
Location: Toronto, ON

Latin Hypercube

Post by RiskGuru » Sun Apr 14, 2019 12:05 pm

Does RiskyProject run Latin Hypercube?

bbadmin
Site Admin
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Re: Latin Hypercube

Post by bbadmin » Sun Apr 14, 2019 12:06 pm

No. Latin Hypercube is a sampling technique for Monte Carlo simulations. In many cases, this greatly decreases the time required to run a simulation. RiskyProject incorporates several proprietary algorithms to optimize the risk model and Monte Carlo, which mirrors the performance increases of Latin Hypercube.

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