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IMPROVED MONTE CARLO SIMULATION AND DISPLAY OF RESULTS THEREOF
IMPROVED MONTE CARLO SIMULATION AND DISPLAY OF RESULTS THEREOF
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机译:改进的蒙特卡罗模拟及其结果显示
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摘要
A Monte Carlo simulation is performed based on a simulation model comprising a plurality of input variables and at least one output variable. The Monte Carlo simulation generates a large number of scenarios, each comprising random input values and resulting output values for the input and output variables. The input and output values for each scenario are stored in a suitable storage component. A plurality of icons, uniquely corresponding to and representative of at least a portion of the scenarios, are displayed in accordance with a displayed output variable. At least one of the displayed icons is selectable causing the underlying input and output values to be displayed. The icons may be displayed in a histogram form comprising a plurality of columns and, preferably, within each column, the corresponding icons may be sorted according to similarity of the input values for each icon to a plurality of target input values.
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