Forecasting and Risk Simulation: Proposed Analytical Tool
Author(s)
Datta, Shoumen![Thumbnail](/bitstream/handle/1721.1/41913/Forecasting%20and%20Risk%20Simulation%20Tool.pdf.jpg?sequence=7&isAllowed=y)
DownloadForecasting and Risk Simulation Tool.pdf (2.164Mb)
Alternative title
Risk in the Global Supply Chain
Metadata
Show full item recordAbstract
Advances in econometrics and financial mathematics are still confined to use within the domains of stocks, bonds, shares, currency exchanges and derivatives markets. Extracting the principles (see paper by Datta & Granger) and simulating a data environment for its use, in business operations and security, may provide clues to future software systems that can use these analytical engines to improve forecasting and risk analytics.
Description
This is a proposal to create a simulation tool that can explore advanced tools and techniques from econometrics to use in operations management in business and security.
Date issued
2008-08-01Keywords
Risk, SCM, GARCH, Simulation, DSS, intelligent decision systems, software system
Collections
The following license files are associated with this item: