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​​​​​軟體資訊>決策分析軟體​​

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​​Risk Simulator 風險分析軟體​

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Monte Carlo Simulation

45 Probability Distributions with easy-to-use interface, running Super Speed Simulation (thousands of trials in a few seconds) with Comprehensive Statistics and Reporting, Distributional Correlations with Copulas, Latin Hypercube and Monte Carlo Simulation, Truncation, Percentile Alternate Parameters and Percentile Fit, Linking capabilities, Multidimensional Simulations, Simulation Profiling, 6 random number generators, and Risk Simulator functions in Excel

Analytical Tools

Bootstrapping, Check Model, Cluster Segmentation, Comprehensive Reports, Data Extraction and Statistics Report, Data Import, Deseasonalization and Detrending, Detailed Data Diagnostics, Distributional Fitting (Single, Multiple, Percentile Fit), Distributional Probabilities (PDF, CDF, ICDF), Hypothesis Testing, Overlay Charts, Principal Component Analysis, Sensitivity Analysis, Scenario Analysis, Statistical Analytics, Structural Breaks, Tornado and Spider Charts

Forecasting

Box-Jenkins ARIMA, Auto ARIMA, Basic Econometrics, Auto Econometrics, Combinatorial Fuzzy Logic, Cubic Spline, Custom Distributions, GARCH, J Curve, S Curve, Markov Chain, Maximum Likelihood, Multiple Regression, Neural Network, Nonlinear Extrapolation, Stochastic Processes, Time-Series Decomposition, Trendlines

Optimization

Static, Dynamic and Stochastic Optimization with Continuous, Discrete and Integer Decision Variables, Efficient Frontier, Genetic Algorithm, Linear and Nonlinear Optimization, Single Variable Goal Seek 


Risk Simulator 為一套用 Monte Carlo 模擬來做風險分析的軟體,冰包含分析、預測、優化、模擬等模組:

蒙特卡洛仿真

45種概率分布函數,簡易使用界面,高速仿真運行 (千次/秒),Copulas、拉丁超立方和蒙特卡洛模擬

分析工具

自舉法,模型檢查、聚類分割、綜合報告、數據提取和統計報告、數據導入、去季節因素和去趨勢化、數據診斷、分布選擇(一元、多元、Percentile Fit)、分布概率 (PDF、CDF、ICDF)、假設檢驗、覆蓋率、主成分分析、敏感性分析、情景分析、統計分析、結構突變、颶風圖和蛛網圖 spider charts

預測

Box-Jenkins ARIMA、, Auto ARIMA、基礎計量經濟學、自動計量經濟學、組合模糊邏輯 Combinatorial Fuzzy Logic,三次樣條法、自定義分布、GARCH 模型、J 曲線、S 曲線、馬爾科夫鏈、極大似然法、多元回歸、神經網絡、非線性外推、隨機過程、時間序列分解、趨勢線

優化

連續、離散、整數變量的靜態優化、動態優化和隨機優化、有效前沿、 遺傳算法、線性非線性優化、單變量目標搜索​

軟體介面:

risk-simulator_UI01.png

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