monte carlo simulation

  1. Y

    Replacing Data Table with a dynamic array

    Up until the arrival of dynamic arrays to Excel I ran Monte Carlo simulations using the DATA TABLE as in range D2:D11 in the example below. Notice that each cell in that range is an independent trial of the computation in D2. Now, if I want to change the number of trials, I have to retype the...
  2. K

    =1-2*rand()

    In Gerard Verschuuren's book on excel monte carlo simulations, he uses the above formula to generate brownian motion. Can someone explain what this does and its signficance? Thanks.
  3. D

    Monte Carlo simulation in VBA

    Hi everyone, I am running a brief simulation with VBA where one variable (call it x) affects the output (call it y). The variables are two time series (x1,x2,...,x10 and y1,y2,...,y10). I just implemeted the code to run 200 simulations at once and get the average values for x and y for each...
  4. M

    Probability Sequence Until Success

    Suppose I have success rate probabilities based on years of experience and I am looking to generate random simulations indication what year success is achieved. If not in year one, move to year two, and so forth until success. Year Success Rate 1 5% 2 15% 3...
  5. J

    Problem with array in VBA - monte carlo simulation

    All, I'm trying to do a montecarlo simulation, and have the following code: Dim asd As Double Dim bsd As Double Dim csd As Double Dim dsd As Double Dim xx As Variant Dim montecarloarray() As Variant ReDim montecarloarray(1 To 1) For xx = 1 To 100 asd = Rnd bsd = Rnd csd = Rnd dsd =...
  6. J

    Copy simulation results with macro

    I'am trying to place a macro code to copy Monte Carlo simulation results from a "results" sheet to the "simulation results" sheet. I browsed plenty of forums and solutions bit my macro is still not working as I want. This is my last version that is work but tt copies and paste values only to...
  7. G

    How do I store the values of a changing cell into an array and then paste it to another sheet?

    Hi, I know somebody asked this somehow but I'm relatively new to this and need help. I'm trying to write a code to accomplish the following but am having massive issues. I have 2 sheets, "Sheet 1" and "Sheet 2". Theres actually a bunch more sheets in this model but these are important for the...
  8. D

    Monte Carlo VBA Probability Macro

    I am trying to create a Macro/formula that calculates the probability that the value of a property is greater than a "Goal" value (which is an input). I want the value to be calculated a certain number of times, hence the Do While Loop, just like a Monte Carlo Simulation. I am very new to...
  9. A

    Faster Way to Loop Through Cells?

    Hi everyone, I'm quite new to VBA and need to produce a Monte Carlo simulation and then save the results. Currently, I have several macros that look through cells in loops, do calculations and then print the value to new cells. This is quite time consuming and was wondering if there's a way...
  10. P

    Options to speed up calculation of non-volatile RAND() function for Monte Carlo simulation?...

    Hello, I am currently developing a basic monte carlo simulation for planning, based on a beta distribution. I have 12 worksheets, each with up to 20 columns - one for each different scenario (different max, mode, min variables), with each scenario being modelled for 2000 events (i.e. 2000...

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