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Correlating Inputs In Monte-Carlo Simulation Excel Add-In (VBA & C++)

This project requires experience with simulations, statistics and VB and C++. Please include relevant experience in bid. I have an Excel Add-in developed by a rent-a-coder. The add-in addes Monte-Carlo Simulation ability to Excel. The user can define random inputs using Normal, Lognormal, Weibull, Uniform, Discrete and Triangular Distributions. The add-in then allows the user to process 1,000's of iterations and display the results. The problem we ran into is that we do not know how to appropriately correlate the inputs. For example, if the inputs are five rivers flowing into a single reserovir, their flows will be highly correlated. We need to add the functionality that allows the user to enter correlations or a correlation matrix for the inputs and have the program generate appropriately correlated random inputs from the defined underlying distributions. The correlations need to work across different inputs (the five rivers) and over time (Nov. flows are correlated with Oct. flows, and there is a seasonal shape, March is the highest, September is the lowest). This needs to be easy to use for a non-technical user, and we have to avoid overly complex and internally inconsistent correlation matrices. Attached Example shows type of data and analysis we will be dealing with and the problems with correlations between inputs and over time.

## Deliverables

1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Installation package that will install the software (in ready-to-run condition) on the platform(s) specified in this bid request. 3) Complete ownership and distribution copyrights to all work purchased. 4) Well documented code that can be interpreted and modified by others familiar with C++ and VB. 5) Professional looking input and output in Excel 6) Thoroughly debugged and error checked product 7) Program that produces statistically valid results in Monte-Carlo simulations

## Platform

I have a add-in written in C++ and VBA which I will provide upon request to potential bidders. Input and Output provided in Excel. Would like this to work with Excel 97 and higher, on Microsoft Windows.

Habilidades: Programação C, PHP

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( 13 comentários ) United States

ID do Projeto: #2957706

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frostsystems

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