Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects
Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects
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模拟分解：更好地模拟分析多变量投资项目的新方法
DOI：
10.25102/fer.2016.02.01
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发表时间：
2016
影响因子：
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通讯作者：
P. Luukka
中科院分区：
文献类型：
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作者：
M. Kozlova;M. Collan;P. Luukka
本文提出了一种新的方法，以加强模拟为基础的分析复杂的投资，包含多变量的不确定性。该方法被称为“模拟分解”。通常，基于模拟的投资分析的结果是以直方图分布的形式出现的-在这里，我们提出了一种方法，首先将选定的不确定变量的可能结果分类为状态，然后使用所创建的状态的组合将模拟分布分解为许多子分布。可以与变量的状态组合相匹配的子分布包含相关的可操作信息，这些信息可以帮助管理人员做出关于所研究的投资的决策。一个可再生能源投资的数值说明是用来证明的可用性，增强的分析能力，直观地理解的好处，可以通过使用模拟分解方法达到。所提出的方法是普遍可用的，可以独立的投资环境。
This paper presents a new method to enhance simulation-based analysis of complex investments that contain multi-variable uncertainty. The method is called “simulation decomposition”. Typically the result of simulation-based investment analysis is in the form of histogram distributions - here we propose a method for first classifying the possible outcomes of selected uncertain variables into states and then using combinations of the created states in the decomposition of the simulated distribution into a number of sub-distributions. The sub-distributions that can be matched to state-combinations of the variables contain relevant actionable information that helps managers in decision-making with regards to the studied investments. A numerical illustration of a renewable energy investment is used to demonstrate the usability, the enhanced analytical power, and the intuitively understandable benefits that can be reached by using the simulation decomposition method. The proposed method is generally usable and can be utilized independent of the investment context.