ROV - Software - Risk Simulator General Overview Flyer (English) risksim.pub

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1 RISK SIMULATOR 2012 Monte Carlo Risk Simulation 38 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 (Normal, T, Quasi-Normal), Multiple Random Generators, Truncation, Alternate Parameters, Linking capabilities, Multidimensional Simulations and Risk Simulator functions in Excel, and works with Windows 7/Vista/XP with Excel 2010/2007/2003 and MAC (Parallels or Virtual Machine) Analytical Tools Bootstrapping, Cluster Segmentation, Comprehensive Reports, Data Extraction, Data Import, Data Diagnostics (checks for data quality including heteroskedasticity, multicollinearity, nonlinearity, outliers, autocorrelation, and more), Distributional Fitting, Distributional Probabilities (PDF, CDF, ICDF), Hypothesis Testing, Overlay Charts, Sensitivity Analysis, Scenario Analysis, Statistical Analytics, Tornado and Spider Charts, Seasonality Test, Detrending, Cluster Analysis, Structural Breaks, ROV Bistats (160 business statistical models), ROV Decision Trees (Bayes analysis, risk simulation on decision trees, sensitivity and scenario analysis, utility functions) and more Forecasting Box-Jenkins ARIMA, Auto ARIMA, Basic Econometrics, Auto Econometrics, Cubic Spline, Custom Distributions, GARCH, J Curve, S Curve, Markov Chain, Maximum Likelihood, Limited Dependent Variables (Logit, Probit, Tobit), Multiple Regression, Nonlinear Extrapolation, Stochastic Processes, Time-Series Decomposition, Multivariate Trendlines Optimization Static, Dynamic and Stochastic Optimization with Continuous, Discrete and Integer Decision Variables, Efficient Frontier, Project Portfolio Selection, Linear and Nonlinear Optimization Real Options Valuation, Inc F Dublin Blvd., Suite 425, Dublin, CA USA

2 WHAT IS RISK ANALYSIS? How do you make critical business decisions? Do you consider the risks of your projects and decisions, or are you more focused on returns? Do you have a hard time trying to understand what risk is, let alone quantifying risk? Well, our Risk Simulator software will help you identify, quantify, and value risk in your projects and decisions. RISK SIMULATOR is a powerful Excel add-in software used for applying simulation, forecasting, statistical analysis, and optimization in your existing Excel spreadsheet models. The software was developed specifically to be extremely easy to use. For instance, running a risk simulation is as simple as 1-2-3, set an input, set an output, and run. Performing forecasting can be as simple as two or three mouse clicks away and the software does everything for you automatically, complete with detailed reports, powerful charts and numerical results. It even comes in English, Spanish, Chinese and Japanese, with additional languages on their way. If we have the technology to send spacecrafts half way across the solar system, why can t we spend a little more time quantifying risk? Such technology already exists and Risk Simulator encapsulates these advanced methodologies into a simple and user-friendly tool. We have books, live training (Certification in Risk Management) seminars, training DVDs, consultants and free sample getting started videos in risk analysis and modeling on our website. Risk Simulator is also integrated with our other software including the Real Options Super Lattice Solver, Employee Stock Options Valuation Toolkit, Modeling Toolkit (Over 800 Functions and 300 Models), ROV Modeler, ROV Optimizer, ROV Valuator, ROV Basel II Modeler, ROV Compiler, ROV Extractor and Evaluator, and ROV Dashboard. Please visit our website for more details. MODULE DETAILS Monte Carlo Risk Simulation 45 Probability Distributions with very easy-to-use interface, running Super Speed Simulations (thousands of trials in a few seconds) with Comprehensive Statistics and Reporting capabilities, Distributional Correlations with Copulas (Normal, T, Quasi-Normal), Various Random Number Generators, Truncation, Alternate Parameters, Linking capabilities, Multidimensional Simulations and Risk Simulator functions in Excel. All of this in 11 foreign languages including English. Analytical Tools Bootstrapping, Cluster Segmentation, Comprehensive Reports, Data Extraction, Data Import, Detailed Data Diagnostics (heteroskedasticity, autocorrelation, multicollinearity, outliers, and much more), Distributional Fitting, Distributional Exact Probabilities (PDF, CDF, ICDF), Hypothesis Testing, Dynamic Sensitivity Analysis, Scenario Analysis, Tornado and Spider Charts, Seasonality Test, Structural Break, Segmentation Clustering, Cyclicality Detrending, ROV Bistats (160 business statistical models), ROV Decision Trees (Bayes analysis, risk simulation on decision trees, sensitivity and scenario analysis, utility functions), and much more! Forecasting Box-Jenkins ARIMA, Auto ARIMA, Basic Econometrics, Auto Econometrics, Cubic Spline, Customized Distributions, GARCH Volatility, J Curve, S Curve, Markov Chains, Limited Dependent Variables (Logit, Probit, Tobit), Multiple Regression, Nonlinear Extrapolation, Stochastic Processes, Time-Series Decomposition, Trendlines and more! Watch out for more advanced techniques in future versions! Optimization Static, Dynamic and Stochastic Optimization with Continuous, Discrete and Integer Decision Variables, Efficient Frontier Analysis, Linear and Nonlinear Optimization with complete control over the advanced algorithm types and precision levels SUPPORT MATERIALS 10 books on risk analysis, simulation, forecasting, optimization, real options, and options valuation written by the software s creator Training DVD on risk analysis (simulation, forecasting, optimization, real options, and applied business statistics) Live training and certification courses on general risk management, risk simulation, forecasting, optimization, and strategic real options analysis Detailed user manual, help file, and an extensive library of example files Live project consultants with advanced degrees and years of consulting and industry experience TRIAL AND ACADEMIC VERSIONS Risk Simulator can be downloaded immediately from our website with a default 10 day trial license. Our philosophy is you get to try before you buy. Once you use it, we are convinced you will fall in love with the simplicity and the power of the tool, and it will become an indispensible part of your modeling toolbox. We also have academic licenses for full time professors teaching risk analysis (and their students) or other associated courses using Risk Simulator or our other software products. Contact admin@realoptionsvaluation.com for details. TRAINING AND CONSULTING Advanced analytical tools such as the Risk Simulator software are built to be easy to use but may get the analyst in trouble if used inappropriately. Sufficient theoretical understanding coupled with pragmatic application experience is vital; therefore, training is critical. Our Risk Analysis course is a two-day seminar focused on hands-on computerbased software training, with topics covering the basics of risk and uncertainty, using Monte Carlo simulation (pitfalls and due diligence), and all of the detailed methods in forecasting and optimization. We also have a Real Options for Analysts course for the analysts who want to immediately begin applying strategic real options in their work, but lack the hands-on experience with real options analytics and modeling. This two-day course covers how to set up real options models, apply real options, and solve real options problems using simulation, closed-form mathematics, binomial and multinomial lattices using the Real Options SLS software. The Certified in Risk Management (CRM) seminar is a four-day hands-on class that covers the materials on our Risk Analysis and Real Options for Analysts courses and geared towards the CRM certification provided by the International Institute of Professional Education and Research (AACSB member and eligible for 30 PDU credits with the PMI). Our Risk Analysis for Senior Managers is a one day course specially designed for senior executives, where we will review case studies in risk management from 3M, Airbus, Boeing, GE, and many others. It provides an executive overview of risk analysis, strategic real options, portfolio optimization, forecasting and risk concepts without the technical details. Also available are other customized decision, valuation and risk analysis courses with an emphasis on on-site trainings customized to your firm s exact needs based on your business cases and models). Consulting services are available, including the framing of risk analysis problems, simulation, forecasting, real options, risk analytics, model building, decision analysis, integrated OEM and software customization. EXPERTISE Dr. Johnathan Mun is the software s creator and teaches the Risk Analysis, Real Options for Analysts, Risk Analysis for Managers, CRM, and other courses. He has consulted for many Fortune 500 firms (from 3M, Airbus, Boeing to GE and Motorola) and the government (Department of Defense, State and Federal Agencies) on risk analysis, valuation, and real options, and has written a number of books on the topic, including Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting and Optimization, 1st and 2nd Edition (Wiley, 2006, 2010); Real Options Analysis: Tools and Techniques, 1st and 2nd Edition (Wiley Finance, 2005, 2002); Real Options Analysis Course: Business Cases (Wiley Finance, 2003); Applied Risk Analysis: Moving Beyond Uncertainty in Business (Wiley, 2003); Valuing Employee Stock Options Under 2004 FAS 123 (Wiley Finance, 2004); Advanced Analytical Models: 800 Functions and 300 Models from Basel II to Wall Street and Beyond (Wiley 2008); The Banker s Handbook on Credit Risk: Implementing Basel II (Elsevier Academic Press 2008); and others. He is the founder and CEO of Real Options Valuation, Inc., and is responsible for the development of analytical software products, consulting, and training services. He was formerly Vice President of Analytics at Decisioneering, Inc. (Oracle), and was a Consulting Manager in KPMG s Global Financial Strategies practice. Before KPMG, he was head of financial forecasting for Viking, Inc. (an FDX/FedEx Company). Dr. Mun is also a full professor at the U.S. Naval Postgraduate School and a professor at the University of Applied Sciences and Swiss School of Management (Zurich and Frankfurt), and he has held other adjunct professorships at various universities. He has a Ph.D. in finance and economics, an MBA in business administration, an M.S. in the area of management science, and a BS in applied sciences. He is certified in Financial Risk Management (FRM), Certified in Financial Consulting (CFC), and Certified in Risk Management (CRM). Real Options Valuation, Inc F Dublin Blvd., Suite 425, Dublin, CA USA

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4 tests for the most common mistakes in your model runs tests on heteroskedasticity, micronumerosity, outliers, nonlinearity, autocorrelation, normality, sphericity, nonstationarity, multicollinearity and correlations extract data to Excel or flat text files and Risk Sim files, runs statistical reports and forecast result reports retrieves previous simulation run results deasonalizes and detrends your data computes exact PDF, CDF and ICDF of all 42 distributions and generates probability tables create your own custom distributions Kolmogorov-Smirnov and Chi-Square tests on continuous distributions, complete with reports and distributional assumptions runs multiple variables simultaneously, accounts for correlations and correlation significance tests if two forecasts are statistically similar or different simulation of the statistics to obtain the precision and accuracy of the results fully customizable overlay charts of assumptions and forecasts together (CDF, PDF, 2D/3D chart types) tests the best predictor variables and ways to reduce the data array English, French, German, Italian, Japanese, Korean, Portuguese, Spanish, Simplified Chinese, Traditional Chinese Works in Window 7, Vista and XP; integrates with Excel 2010, 2007, 2003; and works in MAC operating systems running virtual machines. Fully customizable colors and charts (tilt, 3D, color, chart type, and much more!) hundreds and thousands of static two dimensional scenarios Multiple language user manuals and help files Check Model Data Diagnostics Data Extraction and Export Data Open and Import Detrending and Deseasonalization Distributional Analysis Distributional Designer Distributional Fitting (Single) Distributional Fitting (Multiple) Hypothesis Testing Nonparametric Bootstrap Overlay Charts Principal Component Analysis 42 detailed example models Linkable to Real Options SLS and Modeling Toolkit All analyses come with detailed reports RS functions and right-click support in Excel Works well with other ROV software including: Real Options SLS, Modeling Toolkit, Basel Toolkit, ROV Compiler, ROV Extractor and Evaluator, ROV Modeler, ROV Valuator, ROV Optimizer, ROV Dashboard, ESO Valuation Toolkit, and others! 6 random number generators, 3 correlation copulas (Normal, T, Quasi-Normal), and 2 sampling methods (Monte Carlo and Latin Hypercube) multiphasic optimization general linear optimization detailed results including Hessian matrices, LaGrange functions and more quick optimizations continuous, integers and binary optimizations simulation with optimization quadratic, tangential, central, forward, convergence criteria combinations of stochastic and dynamic optimizations on multivariate efficient frontiers Linear Optimization Nonlinear Optimization Static Optimization Dynamic Optimization Stochastic Optimization Efficient Frontier Scenario Analysis Optimization Analytics General Settings Risk Simulator 2011 Business Statistics Forecasting ARIMA Auto ARIMA Auto Econometrics Basic Econometrics Cubic Spline GARCH J-S Curves Markov Chains Percentile Distributional Fitting Probability Distributions Statistical Analysis--descriptive statistics, distributional fitting, histograms, charts, nonlinear extrapolation, normality test, stochastic parameters estimation, time-series forecasting, trend line projections, etc. ROV BIZSTATS--over 130 business statistics and analytical models:absolute Values, ANOVA: Randomized Blocks Multiple Treatments, ANOVA: Single Factor Multiple Treatments, ANOVA: Two Way Analysis, ARIMA, Auto ARIMA, Autocorrelation & Partial Autocorrelation, Autoeconometrics (Detailed), Autoeconometrics (Quick), Average, Control Chart: C, Control Chart: NP, Control Chart: P, Control Chart: R, Control Chart: U, Control Chart: X, Control Chart: XMR, Correlation, Correlation (Linear, Nonlinear), Count, Covariance, Cubic Spline, Custom Econometric Model, Data Descriptive Statistics, Deseasonalize, Difference, Distributional Fitting, Exponential J Curve, GARCH, Heteroskedasticity, Lag, Lead, Limited Dependent Variables (Logit), Limited Dependent Variables (Probit), Limited Dependent Variables (Tobit), Linear Interpolation, Linear Regression, LN, Log, Logistic S Curve, Markov Chain, Max, Median, Min, Mode, Nonlinear Regression, Nonparametric: Chi-Square Goodness of Fit, Nonparametric: Chi-Square Independence, Nonparametric: Chi-Square Population Variance, Nonparametric: Friedman s Test, Nonparametric: Kruskal-Wallis Test, Nonparametric: Lilliefors Test, Nonparametric: Runs Test, Nonparametric: Wilcoxon Signed-Rank (One Var), Nonparametric: Wilcoxon Signed-Rank (Two Var), Parametric: One Variable (T) Mean, Parametric: One Variable (Z) Mean, Parametric: One Variable (Z) Proportion, Parametric: Two Variable (F) Variances, Parametric: Two Variable (T) Dependent Means, Parametric: Two Variable (T) Independent Equal Variance, Parametric: Two Variable (T) Independent Unequal Variance, Parametric: Two Variable (Z) Independent Means, Parametric: Two Variable (Z) Independent Proportions, Power, Principal Component Analysis, Rank Ascending, Rank Descending, Relative LN Returns, Relative Returns, Seasonality, Segmentation Clustering, Semi-Standard Deviation (Lower), Semi-Standard Deviation (Upper), Standard 2D Area, Standard 2D Bar, Standard 2D Line, Standard 2D Point, Standard 2D Scatter, Standard 3D Area, Standard 3D Bar, Standard 3D Line, Standard 3D Point, Standard 3D Scatter, Standard Deviation (Population), Standard Deviation (Sample), Stepwise Regression (Backward), Stepwise Regression (Correlation), Stepwise Regression (Forward), Stepwise Regression (Forward-Backward), Stochastic Processes (Exponential Brownian Motion), Stochastic Processes (Geometric Brownian Motion), Stochastic Processes (Jump Diffusion), Stochastic Processes (Mean Reversion with Jump Diffusion), Stochastic Processes (Mean Reversion), Structural Break, Sum, Time-Series Analysis (Auto), Time-Series Analysis (Double Exponential Smoothing), Time-Series Analysis (Double Moving Average), Time-Series Analysis (Holt-Winter s Additive), Time-Series Analysis (Holt-Winter s Multiplicative), Time-Series Analysis (Seasonal Additive), Time-Series Analysis (Seasonal Multiplicative), Time-Series Analysis (Single Exponential Smoothing), Time-Series Analysis (Single Moving Average), Trend Line (Difference Detrended), Trend Line (Exponential Detrended), Trend Line (Exponential), Trend Line (Linear Detrended), Trend Line (Linear), Trend Line (Logarithmic Detrended), Trend Line (Logarithmic), Trend Line (Moving Average Detrended), Trend Line (Moving Average), Trend Line (Polynomial Detrended), Trend Line (Polynomial), Trend Line (Power Detrended), Trend Line (Power), Trend Line (Rate Detrended), Trend Line (Static Mean Detrended), Trend Line (Static Median Detrended), Variance (Population), Variance (Sample), Volatility: EGARCH, Volatility: EGARCH-T, Volatility: GARCH, Volatility: GARCH-M, Volatility: GJR GARCH, Volatility: GJR TGARCH, Volatility: Log Returns Approach, Volatility: TGARCH, Volatility: TGARCH-M, Yield Curve (Bliss), and Yield Curve (Nelson-Siegel). autoregressive integrated moving average models ARIMA (P,D,Q) runs the most common combinations of ARIMA to find the best-fitting model runs thousands of model combinations and permutations to obtain the best-fitting model for existing data (linear, nonlinear, interacting, lag, leads, rate, difference) econometric and linear/nonlinear and interacting regression models nonlinear interpolation and extrapolation volatility projections using generalized autoregressive conditional heteroskedasticity models: GARCH, GARCH-M, TGARCH, TGARCH-M, EGARCH, EGARCH-T, GJR-GARCH, GJR-TGARCH Limited Dependent Variables Multiple Regression Analysis logistic S and exponential J curves two competing elements over time and market share predictions Logit, Probit, Tobit: logistic-based regressions for forecasting probability of an event linear and nonlinear regression, stepwise regression with detailed reports (correlation, forward, backward, combination) Simulation 42 Distributions Super Speed Simulation Custom Distribution Discrete and Continuous Distributions Distributions as Excel Functions Correlations Sampling Methods Random Number Generator Arcsine, Bernoulli, Beta, Beta 3, Beta 4, Binomial, Cauchy, Chi-Square, Cosine, Custom, Discrete Uniform, Double Log, Erlang, Exponential, Exponential 2, F Distribution, Gamma, Geometric, Gumbel Max, Gumbel Min, Hypergeometric, Laplace, Logistic, Lognormal (Arithmetic) and Lognormal (Log), Lognormal3 (Arithmetic) and Lognormal3 (Log), Negative Binomial, Normal, Parabolic, Pareto, Pascal, Pearson V, Pearson VI, PERT, Poisson, Power, Power 3, Rayleigh, T and T2, Triangular, Uniform, Weibull, Weibull 3 runs 100,000 trials in a few seconds make your own distributions, running historical simulations, and applying the Delphi method correlated simulations, truncation, alternate parameters, multidimensional simulation set input assumptions and output forecasts using functions inside Excel correlated simulations with copulas (Normal, T, Quasi-Normal) Monte Carlo and Latin Hypercube ROV Advanced Subtractive Generator, Subtractive Random Shuffle Generator, Long Period Shuffle Generator, Portable Random Shuffle Generator, Quick IEEE Hex Generator, Basic Minimal Portable Generator tests for various seasonality lags Seasonality Test Nonlinear Extrapolation nonlinear time-series forecasting groups data into statistical clusters for segmenting your data dynamic sensitivity (simultaneous analysis) descriptive statistics, distributional fitting, histograms, charts, nonlinear extrapolation, normality test, stochastic parameters estimation, time-series forecasting, trend line projections, etc Segmentation Clustering Sensitivity Analysis Statistical Analysis Stochastic Processes Time-Series Analysis Trendlines forecasting using simulation and geometric and exponential Brownian motion, mean-reversion, jump diffusion, and mixed processes 8 time-series decomposition models for predicting levels, trends and seasonalities linear, nonlinear, power, logarithmic, exponential, moving average with goodness of fit tests if your time-series data has statistical structural breaks static perturbation of sensitivities, spider and tornado analysis, and scenario tables Structural Break Test Tornado Analysis

5 2012 버전의 새로운 기능 Risk Simulator 기능의 종합 목록 다음은 Risk Simulator 의 주요 기능들이며, 하이라이트된 것은 버전 2012 에 최신으로 주가된 기능이다. 일반 기능 개국 언어 지원 영어, 불어, 독일어, 이태리어, 일본어, 한국어, 폴투칼어, 스페인어, 중국어 간체, 러시아중국어 번체. 2. 서적 10 권의 분석적 이론, 적용, 케이스 스터디 3. 셀의 주석 셀의 주석을 ON/OFF 할수 있고, 모든 입력가정, 출력예측 결정변수에 대하여 셀의 주석을 원하는지 정할 수 있다. 4. 상세한 연습 모델 Risk Simulator 에서 24 개의 연습 모델 및 모델링 툴키트에서 300 개 이상의 모델 5. 상세한 리포트 모든 분셕에 대한 상세한 리포트 6. 상세한 사용자 매뉴얼 단계적 사용자 매뉴얼 7. 다양한 라이센스 옵션 위험 분석을 사용자에 맞게 기능을 ON/OFF 함. 예를 들어 Risk Simulator 에서 예측 도구만 필요하면 다른 모듈은 작동이 않되고 예측 도구만 작동되는 특별 라이센스을 구매할 수 있다. 이것은 소프트웨어의 구매에 있어 경제적이다. 8. 다양한 환경 조건 Window 7, Vista, XP 지원; 엑셀 2010, 2007, 2003 과의 통합 지원; virtual machine 하에서의 MAC OS 지원 9. 완전한 사용자 정의의 색상 및 차트 틸트, 3D, 색상, 차트 타입 등등 10. 간편한 연습 결과물 해설을 포함한 Risk Simulator 실행에 있어서 상세한 단계적 가이드 11. 다수의 셀의 총괄 복사/붙이기 가정, 결정변수, 예측의복사/붙이기 12. 프로파일 한 개의 모델에서 다수의 프로파일 생성 (한개의 모델에서 다른 시뮬레이션 모델의 시나리오가 생성, 복제, 수정, 실행될 수 있다) 13. 엑셀 2007/2010 에서의 개정된 아이콘 더 직감적이고 사용이 편리하게 완전히 개정된 아이콘 툴 바. 대부분의 해상도에 적합한 네 가지의 아이콘 세트(1280 x 760 이상).

6 14. 우측-클릭을 통한 단축키 우측 마우스 클릭을 사용하여 Risk Simulator 의 모든 툴 및 메뉴 사용 15. ROV 소프트웨어와의 통함 Real Options SLS, Modeling Toolkit, Basel Toolkit, ROV Compiler, ROV Extractor and Evaluator, ROV Modeler, ROV Valuator, ROV Optimizer, ROV Dashboard, ESO Valuation Toolkit 등등의 다른 ROV 소프트웨어의 호환성 16. 엑셀 에서의 RS 기능 가정 및 예측의 설정에 RS 기능을 삽입 및 엑셀에서의 우측 마우스 클릭 지원. 17. 트러블슈터: 이 툴은 소프트웨어를 재작동 시키며, 시스템 요건을 체크하며, 하드웨어 ID 를 구하는 등등에 사용 18. 터보 스피드 분석: 이 새로운 기능은 예측과 기타 분석 툴을 초고속 스피드로 실행한다 (버젼 5.2). 분석과 결과물은 동일하나 계산 및 리포트 생성이 훨씬 빠르다). 19. 웹 자료, 케이스 스터디, 비디오 모델, 교육 시작 비디오, 케이스 스터디, 백서 등등의 자료를 웹사이트에서 무료 다운로드 Simulation Module 시뮬레이션 모듈 가지의 난수생성기 ROV Advanced Subtractive Generator, Subtractive Random Shuffle Generator, Long Period Shuffle Generator, Portable Random Shuffle Generator, Quick IEEE Hex Generator, Basic Minimal Portable Generator 가지의 샘플링 방법 Monte Carlo 와 Latin Hypercube 가지의 Correlation Copulas 상관 시뮬레이션에서 Normal Copula, T Copula, and Quasi Normal Copula 의 적용 가지의 확률분포 Arcsine, Bernoulli, Beta, Beta 3, Beta 4, Binomial, Cauchy, Chi Square, Cosine, Custom, Discrete Uniform, Double Log, Erlang, Exponential, Exponential 2, F Distribution, Gamma, Geometric, Gumbel Max, Gumbel Min, Hypergeometric, Laplace, Logistic, Lognormal (Arithmetic) and Lognormal (Log), Lognormal 3 (Arithmetic) and Lognormal 3 (Log), Negative Binomial, Normal, Parabolic, Pareto, Pascal, Pearson V, Pearson VI, PERT, Poisson, Power, Power 3, Rayleigh, T and T2, Triangular, Uniform, Weibull, Weibull 대체 파라미터 파라미터 입력에서 대체 방법으로 백분위수를 사용. 25. 사용자 비모수적 분포 역사적 시뮬레이션을 실행하고 델피 방법을 적용하여 자신이 직접 분포를 만든다 26. 분포의 절단 데이터의 경계 설정

7 27. 엑셀 기능 엑셀 내에서의 기능을 사용하여 가정 및 예측을 설정 28. 다양한 시뮬레이션 비확실한 입력 파라미터의 시뮬레이션 29. 정확도 조종 충분한 수의 시뮬레이션의 시험이 실행되었는지의 여부를 결정 30. 초고속의 시뮬레이션 100,000 의 시험을 수초 내에 실행 예측 모듈 31. ARIMA 자동회귀 누적이동평균 모델 ARIMA (P,D,Q). 32. 자동 ARIMA 가장 적합한 모델을 찾기 위하여 가장 일반적 조합의 ARIMA 를 실행. 33. 자동 경제측정 기존 데이터에 가장 적합한 모델을 구하기 위하여 수천번의 모델 조합과 순열을 실행함 (linear, nonlinear, interacting, lag, leads, rate, difference). 34. 기본 경제측정 경제측정, 선형/비선형, 상호작용의 회귀 모델 35. 큐빅 스플라인 비선형 보간법과 보외법 36. GARCH 일반화된 자동회귀 조건부 이분산 모델을 사용한 volatility projection: GARCH, GARCH M, TGARCH, TGARCH M, EGARCH, EGARCH T, GJR GARCH, GJR TGARCH 37. J 곡선 기하급수적 J 곡선 38. 제한적 종속변수 Logit, Probit, Tobit 39. 마르코프 체인 시간과 시장 점유율 예측에 대한 두개의 경쟁 요소 40. 다중회귀 단계적 방법론적인 일반적 선형 및 비선형 회귀 (forward, backward, correlation, forward backward). 41. 비선형 외삽법 비선형 시계열 예측 42. S 곡선 로지스틱 S 곡선 43. 시계열 분석 레벨, 동향, 계절성을 예측하는 8 가지의 시계열 분해법 모델 44. Trendlines 적합도와 함께 linear, nonlinear polynomial, power, logarithmic, exponential, moving average 을 사용한 예측 및 적합성. 45. 신경망 예측 (선형, 논리학, 쌍곡선 접선, 쌍곡선 접선과 코사인) 46. 조합 퍼지 로직 예측 최적화 모듈 47. 선형 최적화 다단계 최적화 및 일반적 선형 최적화 48. 비선형 최적화 Hessian matrices, LaGrange function 등등을 포함한 상세한 결과

8 49. 정태적 최적화 지속적인 정수 및 이진법 최적화의 빠른 실행 50. 동적 최적화 최적화의 시뮬레이션 51. 확률적 최적화 이차, 탄젠트, 중심, 앞, 수렴 기준 52. 효율 경계선 다변수 효율 경계선에 대한 동적 및 확률적 최적화 53. 유전 알고리즘 다양한 최적화 문제에 사용 54. 다단계 최적화 최적화가 실행되는 방법에 대하여 더 나은 통제를 위하여 로컬 및 글로벌 최적화의 테스트와 결과의 정확도와 의존도를 증진시킨다. 55. 백분위수 및 조건부평균 위험 측정에서 조건부 값을 계산하는데에 대단히 중요한 백분위수 및 조건부평균을 포함한 확률적 최적화에 대한 추가적인 통계 56. 검색 알고리즘 기본 단일 결정 변수 및 목표 검색 적용에 사용되는 단순하고, 빠르고, 효과적인 검색 알고리즘 57. 동적 확률적 최적화에서의 초고속 시뮬레이션 시뮬레이션을 최적화 시켜 초고속으로 실행 분석 툴 모듈 58. Check Model 모델에서 가장 일반적인 실수를 테스트 59. Correlation Editor 큰 상관 매트릭스를 직접 입력 또는 수정 60. Create Report 모델에서 가정 및 예측에 대한 리포트 생성의 자동화 61. Create Statistics Report 모든 예측 통계에 대한 비교 리포트 생성 62. Data Diagnostics heteroskedasticity, micronumerosity, outliers, nonlinearity, autocorrelation, normality, sphericity, nonstationarity, multicollinearity, correlations 에 대한 테스트 실행 63. Data Extraction and Export 데이터를 엑셀, 순수 텍스트 파일, Risk Sim 파일로 추출, 통계 리포트 및 예측 결과 리포트 실행 64. Data Open and Import 이전 시뮬레이션 실행 결과 검색 65. Deseasonalization and Detrending 데이터를 deasonalize 및 detrend 66. Distributional Analysis 42 가지 모든 분포의 정확한 PDF, CDF, ICDF 를 산출하고 확률 테이블을 생성 67. Distributional Designer 사용자 분포를 직접 생성 68. Distributional Fitting (Multiple) 다수의 변수를 동시에 실행, 상관 및 상관 중요도의 설명

9 69. Distributional Fitting (Single) 지속적 분포에 대한 Kolmogorov Smirnov 및 Chi Square 테스트, 리포트 및 분포적 가정의 완성 70. Hypothesis Testing 두개의 예측이 통계학적으로 유사한가 또는 상이한가를 판별 71. Nonparametric Bootstrap 결과의 정확도를 얻기 위한 통계의 시뮬레이션 72. Overlay Charts 가정과 예측에 대한 완전한 사용자 맞춤 오버레이 차트 (CDF, PDF, 2D/3D 차트 타입). 73. Principal Component Analysis 최적합 예측 변수 테스트 및 데이터 어레이의 감소 방법 74. Scenario Analysis 수백 수천개의 정태적 이차적 시나리오 75. Seasonality Test 다양한 계절성의 뒤처짐을 테스트 76. Segmentation Clustering 데이터의 분할을 위하여 통계적 클러스터로 데이터를 모음 77. Sensitivity Analysis 동적 민감도 (동시 분석) 78. Structural Break Test 시계열 데이터가 통계학적 구조적 단절이 있는지 테스트 79. Tornado Analysis 민감성의 정태적 변화, spider 및 tornado 분석, 시나리오 테이블 통계 및 BizStats 모듈 80. Percentile Distributional Fitting 최적합 분포를 찾기위하여 백분위수 및 최적화를 사용 81. Probability Distributions Charts and Tables 45 개의 확률 분포, 그것의 네 가지 moment, CDF, ICDF, PDF, 차트, 오버레이 다수 분포 차트를 실행하고, 확률 분포 테이블 생성. 82. Statistical Analysis 서술적 통계, 분포적 적합, 막대 그래프, 차트, 비선형 보외법, 정상 테스트, 확률적 파라미터 추산, 시계열 예측, 추세 프로젝션 등등 83. ROV 결정 트리는 결정 트리 모델을 만들고 가치를 평가하기 위해 사용됩니다. 다음과 같은 고급 방법론 및 분석기법들이 추가로 포함되어 있습니다. o 결정 트리 모델 o 몬테카를로 리스크 시뮬레이션 o 민감도 분석 o 시나리오 분석

10 o 베이지안 방법 (결합 및 사후 확률 갱신) o 정보에 대한 기대 값 o MINIMAX o MAXIMIN o 리스크 프로파일 84. ROV BIZSTATS 130 개 이상의 비즈니스 통계 및 분석 모델들: Absolute Values, ANOVA: Randomized Blocks Multiple Treatments, ANOVA: Single Factor Multiple Treatments, ANOVA: Two Way Analysis, ARIMA, Auto ARIMA, Autocorrelation and Partial Autocorrelation, Autoeconometrics (Detailed), Autoeconometrics (Quick), Average, Combinatorial Fuzzy Logic Forecasting, Control Chart: C, Control Chart: NP, Control Chart: P, Control Chart: R, Control Chart: U, Control Chart: X, Control Chart: XMR, Correlation, Correlation (Linear, Nonlinear), Count, Covariance, Cubic Spline, Custom Econometric Model, Data Descriptive Statistics, Deseasonalize, Difference, Distributional Fitting, Exponential J Curve, GARCH, Heteroskedasticity, Lag, Lead, Limited Dependent Variables (Logit), Limited Dependent Variables (Probit), Limited Dependent Variables (Tobit), Linear Interpolation, Linear Regression, LN, Log, Logistic S Curve, Markov Chain, Max, Median, Min, Mode, Neural Network, Nonlinear Regression, Nonparametric: Chi Square Goodness of Fit, Nonparametric: Chi Square Independence, Nonparametric: Chi Square Population Variance, Nonparametric: Friedman s Test, Nonparametric: Kruskal Wallis Test, Nonparametric: Lilliefors Test, Nonparametric: Runs Test, Nonparametric: Wilcoxon Signed Rank (One Var), Nonparametric: Wilcoxon Signed Rank (Two Var), Parametric: One Variable (T) Mean, Parametric: One Variable (Z) Mean, Parametric: One Variable (Z) Proportion, Parametric: Two Variable (F) Variances, Parametric: Two Variable (T) Dependent Means, Parametric: Two Variable (T) Independent Equal Variance, Parametric: Two Variable (T) Independent Unequal Variance, Parametric: Two Variable (Z) Independent Means, Parametric: Two Variable (Z) Independent Proportions, Power, Principal Component Analysis, Rank Ascending, Rank Descending, Relative LN Returns, Relative Returns, Seasonality, Segmentation Clustering, Semi Standard Deviation (Lower), Semi Standard Deviation (Upper), Standard 2D Area, Standard 2D Bar, Standard 2D Line, Standard 2D Point, Standard 2D Scatter, Standard 3D Area, Standard 3D Bar, Standard 3D Line, Standard 3D Point, Standard 3D Scatter, Standard Deviation (Population), Standard Deviation (Sample), Stepwise Regression (Backward), Stepwise Regression (Correlation), Stepwise Regression (Forward), Stepwise Regression (Forward Backward), Stochastic Processes (Exponential Brownian Motion), Stochastic Processes (Geometric Brownian Motion), Stochastic Processes (Jump Diffusion), Stochastic Processes (Mean Reversion with Jump Diffusion), Stochastic Processes (Mean Reversion), Structural Break, Sum, Time Series Analysis (Auto), Time Series Analysis (Double Exponential Smoothing), Time Series Analysis (Double Moving Average), Time Series Analysis (Holt Winter s Additive), Time Series Analysis (Holt Winter s Multiplicative), Time Series Analysis (Seasonal Additive), Time Series Analysis (Seasonal Multiplicative), Time Series Analysis (Single Exponential Smoothing), Time Series Analysis (Single Moving Average), Trend Line (Difference Detrended), Trend Line (Exponential Detrended), Trend Line (Exponential), Trend Line (Linear Detrended), Trend Line (Linear), Trend Line (Logarithmic Detrended), Trend Line (Logarithmic), Trend Line (Moving Average Detrended), Trend Line (Moving Average), Trend Line (Polynomial Detrended), Trend Line (Polynomial), Trend Line (Power Detrended), Trend Line (Power), Trend Line (Rate Detrended), Trend Line (Static Mean Detrended), Trend Line (Static Median Detrended), Variance (Population), Variance (Sample), Volatility: EGARCH, Volatility: EGARCH T, Volatility: GARCH, Volatility: GARCH M, Volatility: GJR GARCH, Volatility: GJR TGARCH, Volatility: Log Returns Approach, Volatility: TGARCH, Volatility: TGARCH M, Yield Curve (Bliss), and Yield Curve (Nelson Siegel).