The Chaos Monte Carlo Project

[This project is not active]

See the aiParts Project for the latest artificial intelligence work by Brian Marshall.

I began work on a C++ framework for building software that models chaotic systems. I have this idea that applying a Monte Carlo simulation technique to a model of a chaotic system might be useful. I intended to derive a set of classes from the framework that would be specialized for modeling a financial market. My goal was to develop a tool for analyzing short-term position-risk in equity markets.

This work was the latest phase in a long-term research and development project aimed at recognizing and implementing techniques people use to solve 'hard' problems like container packing and staff scheduling. The project's previous incarnation was a now-defunct open-source project to build artificial intelligence software parts.

Email bmarshal@agt.net for more information.