Title :
The application of Monte Carlo computer simulation in investment risk analysis
Author_Institution :
Department of Management Engineering, Chongqing aerospace polytechnic college, China
Abstract :
By constructing the suitable model and using Monte Carlo simulation methods, the randomness and uncertainties can be processed efficiently and analyzed in the decision and analysis of investment risk, which makes up the deficiencies of traditional decision-making tools and provides a good solution ideas for investment risk decision-making.
Keywords :
Analytical models; Computational modeling; Computers; Decision making; Investments; Monte Carlo methods; Uncertainty; Monte Carlo simulation; decision; investment risk;
Conference_Titel :
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location :
Hangzhou, China
Print_ISBN :
978-1-4244-7616-9
DOI :
10.1109/ICISE.2010.5691779
