Amazon.com, Inc.
Monte Carlo simulation monitoring and optimization

Abstract:

Techniques for monitoring and optimizing Monte Carlo simulations within a provider network are described. A metric representing a similarity between a first data distribution associated with a Monte Carlo simulation template and a second data distribution associated with a data source is generated and evaluated against a condition based on a threshold. A new Monte Carlo simulation template is generated based on the Monte Carlo simulation template. A Monte Carlo simulation is run based on the new Monte Carlo simulation template using a plurality of virtual machines (VMs).