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Method for performing monte carlo risk analysis of business scenarios
Method for performing monte carlo risk analysis of business scenarios
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机译:对业务场景进行蒙特卡洛风险分析的方法
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摘要
The present invention uses Monte Carlo simulation techniques to evaluate the risk of business scenarios. A method of angular approximations (Gaussangular distributions™) is used to simulate symmetrical and unsymmetrical bell-shaped, triangular, and mesa-type distributions that fit data required by the metrics in the Monte Carlo calculation. The mathematical functionality of these Gaussangular distributions is comprised of their extremes, the most likely value, and a variable analogous to its standard deviation.
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