Quasi monte carlo implementation #34

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Draft

chee-chyuan wants to merge 3 commits into main from quasi_monte_carlo

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chee-chyuan commented Mar 18, 2025

Implementation is based on #10

Findings:
QMC using the sobol crate doesnt produce results that are acceptable, ie:

res.reserve_price: 2512124725.0705104 (original computation)
reserve_price: 2588735962.6910796 (modified computation for zkvm)
reserve_price_sobol: 1533656185.7152283 (modified computation for zkvm using QMC)

as observed reserve_price_sobol differs too significantly to be usable

Chee Chyuan Ang added 3 commits

March 18, 2025 15:29


          deleted unused function because its confusing

ea0e93b


          qmc implementation

c1a2da6


          for testing

4c09e8b

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