Multi-period financial simulator of a process

摘要

A system configured for predicting a financial impact of a process is provided that includes a financial forecasting system (FFS) having at least one operational parameter and at least one financial data. The system further includes a discrete event simulator (DES) in communication with the FFS, wherein the DES is configured simulate a process based upon the at least one operational parameter and the at least one financial data for a first period of time, communicate resultant data from the simulation to the FFS, such that the FFS is configured to update the at least one operational parameter and the at least one financial data, which are based upon the communicated resultant data, and the DES is further configured to simulate the process based upon the updated at least one operational parameter and the at least one financial data for a sequential second period of time. The FFS and the DES are further configured to replicate the simulations of the sequential first and second periods of time with the operational parameter and the financial data having different statistical variations, and determine a confidence interval associated with the communicated resultant data.

主权项

1. A system configured for predicting a financial impact of a process, said system comprising:
a financial forecasting system (FFS), wherein the FFS is configured to receive starting input comprising at least one initial operational parameter and at least one initial financial data, said FFS having a first output based on the at least one initial operational parameter and the at least one initial financial data which comprises:
at least one operational parameter; andat least one financial data; and a discrete event simulator (DES) in communication with said FFS, wherein said DES is configured to simulate a process based upon said at least one operational parameter for a first period of time, communicate resultant DES data from said simulation to said FFS, such that said FFS is configured to determine at least one updated operational parameter based upon said communicated resultant DES data and to determine at least one updated financial data based upon said communicated resultant DES data, and said DES is further configured to again simulate said process based solely upon said at least one updated operational parameter for a sequential second period of time, wherein said FFS and said DES are further configured to replicate said simulations of said sequential first and second periods of time a plurality of times utilizing at least one new operational parameter and at least one new financial data that are utilized as inputs to said FFS, wherein the at least one new operational parameter and the at least one new financial data comprise statistical variations of the at least one initial operational parameter and the at least one initial financial data, and determine a confidence interval associated with at least one of said at least one updated operational parameter and said at least one updated financial data.