风险管理软件CrystalBall使用指导

Monte-CarloSimulationwithCrystalBallTorunasimulationusingCrystalBall:1.SetupSpreadsheetBuildaspreadsheetthatwillcalculatetheperformancemeasure(e.g.,profit)intermsoftheinputs(randomornot).Forrandominputs,justenteranynumber.谢谢阅读2.DefineAssumptions—i.e.,randomvariables谢谢阅读Definewhichcellsarerandom,andwhatdistributiontheyshouldfollow.感谢阅读3.DefineForecast—i.e.,outputorperformancemeasure感谢阅读Definewhichcell(s)youareinterestedinforecasting(typicallytheperformancemeasure,e.g.,profit).感谢阅读4.ChooseNumberofTrials精品文档放心下载Selectthenumberoftrials.IfyouwouldlaterliketogeneratetheSensitivityAnalysischart,choose“SensitivityAnalysis”underOptionsin精品文档放心下载Run Preferences.5.RunSimulationRunthesimulation.Ifyouwouldliketochangeparametersandre-runthesimulation,youshould“reset”thesimulation(clickonthe“ResetSimulation”buttononthetoolbarorintheRunmenu)first.感谢阅读6.ViewResultsTheforecastwindowshowingtheresultsofthesimulationappearsautomaticallyafter(orduring)thesimulation.Manydifferentresultsareavailable(frequencychart,cumulativechart,statistics,percentiles,sensitivityanalysis,andtrendchart).Theresultscanbecopiedintotheworksheet.精品文档放心下载CrystalBallToolbar:DefineAssumptions

DefineForecast

RunStartPreferencesSimulation谢谢阅读

ResetForecastSimulationWindow精品文档放心下载

TrendChartWaltonBookstoreSimulationwithCrystalBall谢谢阅读RecalltheWaltonBookstoreexample:ItisAugust,andtheymustdecidehowmanyofnextyear’snaturecalendarstoorder.Eachcalendarcoststhebookstore$7.50andissoldfor$10.AfterFebruary,allunsoldcalendarsarereturnedtothepublisherforarefundof$2.50percalendar.SupposeWaltonpredictsdemandwillbesomewherebetween100and300(discreteuniform).精品文档放心下载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)精品文档放心下载A B C D E FSimulationofWalton'sBookstore感谢阅读23Data4UnitCost=$7.505UnitPrice=$10.006UnitRefund=$2.5078DemandDistribution(Uniform)9Minimum=10010Maximum=3001112DecisionVariable13OrderQuantity=2001415Simulation16DemandRevenueCostRefundProfit17200$2,000.00$1,500.00$0.00$500.00BCDEF15Simulation16DemandRevenueCostRefundProfit17200=C5*MIN(C13,B17)=C4*C13=C6*MAX(C13-B17,0)=C17-D17+E17WaltonBookstoreSimulationwithCrystalBall精品文档放心下载Step#2(DefineAssumptions—i.e.,randomvariables)精品文档放心下载Selectthecellthatcontainstherandomvariable(B17)—colorcode(blue):谢谢阅读andclickonthe“DefineAssumptions”buttonintoolbar(orintheCellmenu):谢谢阅读Selecttypeofdistribution:感谢阅读Provideparametersofdistributions:精品文档放心下载WaltonBookstoreSimulationwithCrystalBall感谢阅读Step#3(DefineForecast—i.e.,output)感谢阅读Selectthecellthatcontainstheoutputvariabletoforecast(F17):谢谢阅读clickonthe“DefineForecast”buttonintoolbar(orintheCellmenu),感谢阅读andfillintheDefineForecastdialoguebox.感谢阅读Step#4(ChooseNumberofTrials)感谢阅读Clickonthe“RunPreferences”buttonintoolbar(orintheRunmenu):精品文档放心下载andselectthenumberoftrialstorun.精品文档放心下载WaltonBookstoreSimulationwithCrystalBall精品文档放心下载Step#5(RunSimulation)Clickonthe“StartSimulation”buttonintoolbar(orRunintheRunmenu):精品文档放心下载Step#6(ViewResults)Theresultsofthesimulationcanbeviewedinavarietyofdifferentways(frequencychart,cumulativechart,statistics,andpercentiles).ChoosedifferentoptionsundertheViewmenuintheforecastwindow.谢谢阅读TheresultscanbecopiedintoaworksheetorWorddocument(chooseCopyundertheEditmenuinthesimulationoutputwindow.精品文档放心下载UsingTrendChartstoFindtheImpactofOrderQuantityonPotentialProfit感谢阅读Defineseveralforecastcells(G14:G18)forseveralpossibleorderquantities(Q=100,150,200,250,300).Usethesamerandomorderquantityforeachtocomparethemmoreequally(i.e.,oneassumptioncellfordemand—C14—withtherestsetequaltoC14).感谢阅读ABCDEFG1SimulationofWalton'sBookstore23Data4UnitCost=$7.505UnitPrice=$10.006UnitRefund=$2.5078DemandDistribution(Uniform)9Minimum=10010Maximum=3001112Simulation13OrderQuantityDemandRevenueCostRefundProfit14100200$1,000.00$750.00$0.00$250.0015150200$1,500.00$1,125.00$0.00$375.0016200200$2,000.00$1,500.00$0.00$500.0017250200$2,000.00$1,875.00$125.00$250.0018300200$2,000.00$2,250.00$250.00$0.00BCD12Simulation13OrderQuantityDemandRevenue14100200=$C$5*MIN(B14,C14)15150=$C$14=$C$5*MIN(B15,C15)16200=$C$14=$C$5*MIN(B16,C16)17250=$C$14=$C$5*MIN(B17,C17)18300=$C$14=$C$5*MIN(B18,C18)

E FCost Refund=$C$4*B14 =$C$6*MAX(B14-C14,0)谢谢阅读=$C$4*B15 =$C$6*MAX(B15-C15,0)谢谢阅读=$C$4*B16 =$C$6*MAX(B16-C16,0)感谢阅读=$C$4*B17 =$C$6*MAX(B17-C17,0)感谢阅读=$C$4*B18 =$C$6*MAX(B18-C18,0)谢谢阅读

GProfit=D14-E14+F14=D15-E15+F15=D16-E16+F16=D17-E17+F17=D18-E18+F18Afterrunningthesimulation,choose“OpenTrendChart”intheRunmenu.Thischartgives“certaintybands”fortheforecastcells.10%ofthetime,theprojectdurationwillfallwithintheinnerband(lightblue),25%ofthetimewithinthe2ndband(red),50%ofthetimewithinthethirdband(green),and90%ofthetimewithintheoutsideband(darkblue).谢谢阅读ProjectManagement—GlobalOil谢谢阅读GlobalOilisplanningtomovetheircreditcardoperationtoDesMoines,IowafromtheirhomeofficeinDallas.Themoveinvolvesmanydifferentdivisionswithinthecompany.Realestatemustselectoneofthreeavailableofficesites.PersonnelhastodeterminewhichemployeesfromDallaswillmove,howmanynewemployeestohire,andwhowilltrainthem.Thesystemsgroupandtreasurer’sofficemustorganizethenewoperatingprocedureandmakefinancialarrangements.Thearchitectswillhavetodesigntheinteriorspace,andoverseeneededstructuralimprovements.Eachsiteisanexistingbuildingwithsufficientopenspace,butofficepartitions,computerfacilities,furnishings,andsoon,mustallbeprovided.精品文档放心下载Acomplicatingfactoristhatthereisaninterdependenceofactivities.Inotherwords,somepartsoftheprojectcannotbestarteduntilotherpartsarecompleted.Forexample,Globalcannotconstructtheinteriorofanofficebeforeithasbeendesigned.Neithercanithirenewemployeesuntilithasdetermineditspersonnelrequirements.感谢阅读Thenecessaryactivitiesandtheirnecessarypredecessors(duetointerdependence)arelistedbelow.Threeestimatesaremadeforthecompletiontimeofeachactivity—theminimumtime,mostlikelytime,andmaximumtime.谢谢阅读ImmediateTimeEstimates(days)ActivitDescriptionPredecessoMinimumMostMaximumyrLikelyASelectOfficeSite—212121BCreateOrg.&Fin.Plan—202530CDeterminePersonnelReq.B152030DDesignFacilityA,C202842EConstructFacilityD404866FSelectPersonneltoMoveC121212GHireNewEmployeesF202532HMoveKeyEmployeesF282828ITrainNewPersonnelE,G,H101524ADEIStartGEndBCFHGlobalOilSimulationwithCrystalBall谢谢阅读Step#1(SetupSpreadsheet)谢谢阅读ABCDEFGHIJ1GlobalOilRelocationProject2ActivityTime(Triangular)3ImmediateMostStartActivityFinish4ActivityDescriptionPredecessorsMinimumLikelyMaximumTimeTimeTime5ASelectSite-212121021216BCreateOrg.&Fin.Plan-202530025257CDeterminePersonnelReq.B1520302520458DDesignFacilityA,C2028424528739EConstructFacilityD404866734812110FSelectPersonneltoMoveC12121245125711GHireNewEmployeesF20253257258212HMoveKeyEmployeesF28282857288513ITrainNewPersonnelE,G,H101524121151361415ProjectCompletionTime=136.00HIJ3StartActivityFinish4TimeTimeTime5021=H5+I56025=H6+I67=J620=H7+I78=MAX(J5,J7)28=H8+I89=J848=H9+I910=J712=H10+I1011=J1025=H11+I1112=J1028=H12+I1213=MAX(J9,J11,J12)15=H13+I131415ProjectCompletionTime==J13Step#2(DefineAssumptions—i.e.,randomvariables)感谢阅读Eachoftherandomactivitytimes(B,C,D,E,G,andI)isassumedtofollowthetriangulardistribution.精品文档放心下载GlobalOilSimulationwithCrystalBall精品文档放心下载Step#3(DefineForecast—i.e.,output)精品文档放心下载Cell

J15

is

the

forecast

cell:G

H

I

J15

ProjectCompletionTime=

136.00Step#4(ChooseNumberofTrials)谢谢阅读500trialswererun.Inaddition,SensitivityAnalysiswasenabledintheOptionsoftheRunPreferencesdialoguebox.Thisallowsforthegenerationofsensitivityanalysisresultslater.感谢阅读Step#5(RunSimulation)Step#6(ViewResults)AdditionalResultsAvailablewithCrystalBall谢谢阅读Slidethetrianglesbelowthehistogramstodeterminetheprobabilitythattheoutput(projectduration)islessthanacertainvalue(e.g.,adeadline),greaterthanacertainvalue,orbetweenanytwovalues(byslidingbothtriangles).谢谢阅读Alternatively,youcantypeinvaluesforthelowerboundorupperboundtodeterminetheprobability.Youcanalsotypeinaprobability(in“Certainty”),anditwilldeterminetherangethathasthatprobability.谢谢阅读Thereisa79%chancetheprojectwillbecompletedwithin150days.Thereisa2.4%chancethattheprojectwilltakemorethan160days.谢谢阅读SensitivityChartChoose“OpenSensitivityChart”intheRunmenu.Notethatthischartisonlyavailableifyouselectedthe“SensitivityAnalysis”optionunderRunPreferences.Thischartgivesanindicationastowhichrandomvariables(activitytimes)havethegreatestimpactontheoutputcell(projectcompletiontime).精品文档放心下载VariabilityinactivityEhasthegreatestimpactonoverallprojectduration,followedbyactivityD,C,I,andB.VariabilityinactivityGhasalmostnoimpact.精品文档放心下载FittingaDistributionCrystalBallcanbeusedto“fit”adistributiontod