发明名称 Method for performing monte carlo risk analysis of business scenarios
摘要 The present invention uses Monte Carlo simulation techniques to evaluate the risk of business scenarios. A method of angular approximations (Gaussangular distributions(TM)) 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.
申请公布号 US2004073505(A1) 申请公布日期 2004.04.15
申请号 US20020268393 申请日期 2002.10.09
申请人 WRIGHT JAMES FOLEY 发明人 WRIGHT JAMES FOLEY
分类号 G06Q40/00;(IPC1-7):G06F17/60 主分类号 G06Q40/00
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