风险管理软件Crystal-Ball使用指导(中英文)

[e-mail]1CrystalBallMonte-CarloSimulationwithCrystalBall®用水晶球软件进行蒙特卡洛模拟TorunasimulationusingCrystalBall®:1.SetupSpreadsheet1．设定数据表Buildaspreadsheetthatwillcalculatetheperformancemeasure(e.g.,profit)intermsoftheinputs(randomornot).Forrandominputs,justenteranynumber.通过建立数据表可以对输入数据（随机的，非随机）进行评估。随机数据的输入，输入任意数即可。2.DefineAssumptions—i.e.,randomvariablesDefinewhichcellsarerandom,andwhatdistributiontheyshouldfollow.2．定义假设的前提—例如，随机变量确定那些单元格的数据时随机的，这些数据应该服从什么样的分布3.DefineForecast—i.e.,outputorperformancemeasureDefinewhichcell(s)youareinterestedinforecasting(typicallytheperformancemeasure,e.g.,profit).3．预测结果的确定—例如，数据输出或者性能的测定确定哪些单元格的数据是你想预测的（典型的性能指标，例如，利润）4.ChooseNumberofTrialsSelectthenumberoftrials.IfyouwouldlaterliketogeneratetheSensitivityAnalysischart,choose“SensitivityAnalysis”underOptionsinRunPreferences.4.选择试验的次数选择试验的次数。如果要生成敏感度分析图表，选择优先运行下的“敏感度分析”5.RunSimulationRunthesimulation.Ifyouwouldliketochangeparametersandre-runthesimulation,youshould“reset”thesimulation(clickonthe“ResetSimulation”buttononthetoolbarorintheRunmenu)first.运行模拟运行模拟。如果要改变参数重新进行模拟，需要首先重置模拟（点击运行菜单工具栏或者运行菜单下的“重置模拟”按钮）。6.ViewResultsTheforecastwindowshowingtheresultsofthesimulationappearsautomaticallyafter(orduring)thesimulation.Manydifferentresultsareavailable(frequencychart,[e-mail]2CrystalBallcumulativechart,statistics,percentiles,sensitivityanalysis,andtrendchart).Theresultscanbecopiedintotheworksheet.查看结果在模拟最后或者运行的过程中，预测窗口会自动显示模拟的结果。可以获得不同的结果（频率图，累计图，统计图，百分比图，模拟分析图和趋势图），结果可以复制到工作表中。CrystalBallToolbar:（水晶球的工具栏）DefineDefineRunStartResetForecastTrendAssumptionsForecastPreferencesSimulationSimulationWindowChart（确定假设）确定预测结果优先运行开始模拟模拟重置预测窗口趋势图[e-mail]3CrystalBallWaltonBookstoreSimulationwithCrystalBall®水晶球在Walton书店模拟中的应用RecalltheWaltonBookstoreexample:ItisAugust,andtheymustdecidehowmanyofnextyear’snaturecalendarstoorder.Eachcalendarcoststhebookstore$7.50andissoldfor$10.AfterFebruary,allunsoldcalendarsarereturnedtothepublisherforarefundof$2.50percalendar.SupposeWaltonpredictsdemandwillbesomewherebetween100and300(discreteuniform).回想Walton书店的例子。在八月份，书店需要确定订购的明年的日历的数量。单个日历的进价是7.5美元，售价是10美元。二月份之后，所有未售的日历将会以2.5美元的价格退还给出版商。假设Walton日历的销售量在100~300之间（离散型均匀分布）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+Refund需求量=d~Uniform[100,300]订购量=Q(随决定变化)收入=$10*Min(Q,d)成本=$7.50*Q退款=$2.50*Max(Q–d,0)利润=收入-成本+退款Step#1(SetupSpreadsheet)第一步（制作电子表格）[e-mail]4CrystalBall1234567891011121314151617ABCDEFSimulationofWalton'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)=[e-mail]5CrystalBallWaltonBookstoreSimulationwithCrystalBall®用水晶球对Walton书店进行模拟Step#2(DefineAssumptions—i.e.,randomvariables)第二步（定义假设-例如，随机变量）Selectthecellthatcontainstherandomvariable(B17)—colorcode(blue):选择包含随机变量的单元（B17）—色标（蓝色）1617BDemand200andclickonthe“DefineAssumptions”buttonintoolbar(orintheCellmenu):、点击在工具栏中（单元格菜单）的“定义假设”按钮选择分布类型Selecttypeofdistribution:提供分布的参数Provideparametersofdistributions:[e-mail]6CrystalBall8910BCDemandDistribution(Uniform)Minimum=100Maximum=[e-mail]7CrystalBallWaltonBookstoreSimulationwithCrystalBall®Step#3(DefineForecast—i.e.,output)第三步（确定预测—例如，输出量）Selectthecellthatcontainstheoutputvariabletoforecast(F17):选择包含输出变量的单元格进行预测（F17）1617FProfit$500.00点击工具栏（单元格菜单）中的“确定预测”按钮clickonthe“DefineForecast”buttonintoolbar(orintheCellmenu),在确定预测对话框中输入andfillintheDefineForecastdialoguebox.Step#4(ChooseNumberofTrials)第四步（选择试验的次数）Clickonthe“RunPreferences”buttonintoolbar(orintheRunmenu):点击工具栏（或者运行菜单）中的“优先运行”按钮然后选择运行的次数并运行[e-mail][e-mail]9CrystalBallWaltonBookstoreSimulationwithCrystalBall®Step#5(RunSimulation)第五步（进行模拟）Clickonthe“StartSimulation”buttonintoolbar(orRunintheRunmenu):点击工具栏（或者运行菜单栏）中的“开始模拟”按钮Step#6(ViewResults)第六步（查看结果）可以通过不同的方法观察模拟结果（频率图，累计图，统计图及百分比图）。在预测窗口中的查看菜单中进行不同的选择。Theresultsofthesimulationcanbeviewedinavarietyofdifferentways(frequencychart,cumulativechart,statistics,andpercentiles).Ch[e-mail]10CrystalBallTheresultscanbecopiedintoaworksheetorWorddocument(chooseCopyundertheEditmenuinthesimulationoutputwindow.结果可以复制到工作表或者Word文档中（选择模拟输出窗口中编辑菜单下的复制）[e-mail]11CrystalBallUsingTrendChartstoFindtheImpactofOrderQuantityonPotentialProfit用趋势图找到订货量对利润的影响Defineseveralforecastcells(G14:G18)forseveralpossibleorderquantities(Q=100,150,200,250,300).Usethesamerandomorderquantityforeachtocomparethemmoreequally(i.e.,oneassumptioncellfordemand—C14—withtherestsetequaltoC14).针对不同可能的订货量(Q=100,150,200,250,300)，定义一些预测单元格（G14:G18），为了更为公平的对比，每次都使用相同的随机订货量123456789101112131415161718ABCDEFGSimulationofWalton'sBookstoreDataUnitCost=$7.