mimic-sim 0.1.0

Monte Carlo simulation engine for the Mimic ecosystem — 10,000 runs, LLM-agent decisions, economically-coherent distributions

mimic-sim

Monte Carlo simulation engine for the Mimic ecosystem.

10,000 runs. LLM-agent decisions. Economically-coherent distributions.

What It Does

mimic-sim answers: "Across 10,000 possible futures, what is the distribution of outcomes for this company?"

Unlike traditional Monte Carlo (random numbers + formula), mimic-sim Monte Carlo:

• Samples plausible world states (severity, timing, macro conditions)
• Runs LLM agents that make economically-rational company decisions
• Records the full distribution shaped by actual company behavior

The result: distributions that are narrower, better calibrated, and more actionable than naive Monte Carlo.

Install

pip install mimic-sim

Quick Start

from mimic_sim import Simulation, ParameterSpace, Distribution
from mimic_sim.execution.tier3_formulas import CompanyProfile

space = ParameterSpace(
    severity=Distribution.triangular(low=0.4, mode=0.7, high=0.95),
    duration_days=Distribution.lognormal(mean=3.4, sigma=0.5),
    macro_conditions={
        "oil_price": Distribution.normal(mean=85, std=20),
        "usd_cny": Distribution.normal(mean=7.3, std=0.3),
    },
)

sim = Simulation(
    profiles=[
        CompanyProfile.walmart(),
        CompanyProfile.apple(),
        CompanyProfile.fedex(),
    ],
    scenario_name="taiwan_strait_closure_30d",
    parameter_space=space,
    n_runs=10_000,
)

result = sim.run(mode="tier3")

# Key risk metrics
print(result.percentile("WMT", "financial_impact", 5))   # P5 worst case
print(result.percentile("WMT", "financial_impact", 50))  # Median
print(result.var("WMT", confidence=0.95))                # Value at Risk
print(result.cvar("WMT", confidence=0.95))               # Expected Shortfall

# What drives WMT's outcomes?
print(result.sensitivity("WMT", "financial_impact"))

# Visualise
result_viz = result  # result has no plot methods — import from visualization
from mimic_sim.visualization import plot_distribution, plot_fan_chart
plot_distribution(result, "WMT")
plot_fan_chart(result, "WMT")

Three Execution Tiers

Tier	Mode	LLM Calls	Speed	Runs	Use When
3	tier3	None (formulas)	Seconds	10,000–100,000	Exploration, sensitivity
2	tier2	Pre-cached	Minutes	1,000–5,000	Interactive analysis
1	tier1	Live LLM	Hours	100–500	Final decisions, papers

Start with tier3 to explore. Narrow the question. Then run tier2/tier1 for precision.

Ecosystem

mimic          → single company digital twin
mimic-bench    → grades predictions
mimic-forecast → quantitative forecasts
mimic-world    → multi-company cascade simulation
mimic-sim      → 10,000-run Monte Carlo  ← YOU ARE HERE
mimic-signal   → real-time event detection

Roadmap

• v0.1.0 — Tier 3 formula-only simulation (this release)
• v0.2.0 — Tier 2 cached LLM decisions + sensitivity tornado charts
• v0.3.0 — Full analytics: correlation, tail coincidence, fan charts
• v1.0.0 — Tier 1 live LLM + DecisionOptimizer

License

MIT