风险管理软件Crystal Ball使用指导VIP免费

第1页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第1页共21页Monte-CarloSimulationwithCrystalBall®TorunasimulationusingCrystalBall®:1.SetupSpreadsheetBuildaspreadsheetthatwillcalculatetheperformancemeasure(e.g.,profit)intermsoftheinputs(randomornot).Forrandominputs,justenteranynumber.2.DefineAssumptions—i.e.,randomvariablesDefinewhichcellsarerandom,andwhatdistributiontheyshouldfollow.3.DefineForecast—i.e.,outputorperformancemeasureDefinewhichcell(s)youareinterestedinforecasting(typicallytheperformancemeasure,e.g.,profit).4.ChooseNumberofTrialsSelectthenumberoftrials.IfyouwouldlaterliketogeneratetheSensitivityAnalysischart,choose“SensitivityAnalysis”underOptionsinRunPreferences.5.RunSimulationRunthesimulation.Ifyouwouldliketochangeparametersandre-runthesimulation,youshould“reset”thesimulation(clickonthe“ResetSimulation”buttononthetoolbarorintheRunmenu)first.6.ViewResultsTheforecastwindowshowingtheresultsofthesimulationappearsautomaticallyafter(orduring)thesimulation.Manydifferentresultsareavailable(frequencychart,cumulativechart,statistics,percentiles,sensitivityanalysis,andtrendchart).Theresultscanbecopiedintotheworksheet.CrystalBallToolbar:第2页共21页第1页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第2页共21页DefineDefineRunStartResetForecastTrendAssumptionsForecastPreferencesSimulationSimulationWindowChart第3页共21页第2页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第3页共21页WaltonBookstoreSimulationwithCrystalBall®RecalltheWaltonBookstoreexample:ItisAugust,andtheymustdecidehowmanyofnextyear’snaturecalendarstoorder.Eachcalendarcoststhebookstore$7.50andissoldfor$10.AfterFebruary,allunsoldcalendarsarereturnedtothepublisherforarefundof$2.50percalendar.SupposeWaltonpredictsdemandwillbesomewherebetween100and300(discreteuniform).Demand=d~Uniform[100,300]OrderQuantity=Q(decisionvariable)Revenue=$10*Min(Q,d)Cost=$7.50*QRefund=$2.50*Max(Q–d,0)Profit=Revenue–Cost+RefundStep#1(SetupSpreadsheet)1234567891011121314151617ABCDEFSimulationofWalton'sBookstoreDataUnitCost=$7.50UnitPrice=$10.00UnitRefund=$2.50DemandDistribution(Uniform)Minimum=100Maximum=300DecisionVariableOrderQuantity=200SimulationDemandRevenueCostRefundProfit200$2,000.00$1,500.00$0.00$500.00151617BCDEFSimulationDemandRevenueCostRefundProfit200=C5*MIN(C13,B17)=C4*C13=C6*MAX(C13-B17,0)=C17-D17+E17第4页共21页第3页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第4页共21页第5页共21页第4页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第5页共21页WaltonBookstoreSimulationwithCrystalBall®Step#2(DefineAssumptions—i.e.,randomvariables)Selectthecellthatcontainstherandomvariable(B17)—colorcode(blue):andclickonthe“DefineAssumptions”buttonintoolbar(orintheCellmenu):Selecttypeofdistribution:Provideparametersofdistributions:1617BDemand2008910BCDemandDistribution(Uniform)Minimum=100Maximum=300第6页共21页第5页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第6页共21页第7页共21页第6页共21页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第7页共21页WaltonBookstoreSimulationwithCrystalBall®Step#3(DefineForecast—i.e.,output)Selectthecellthatcontainstheoutputvariabletoforecast(F17):clickonthe“DefineForecast”buttonintoolbar(orintheCellmenu),andfillintheDefineForecastdialoguebox.Step#4(Ch...