Title:
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A SIMULATOR FOR MRDDV MODEL IN VISUAL STUDIO .NET |
Author(s):
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J.h. Seol , N.j. Park , C.a. Maxwell , N. Park , K.m. George |
ISBN:
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972-98947-3-6 |
Editors:
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Nuno Guimarães and Pedro Isaías |
Year:
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2004 |
Edition:
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Single |
Keywords:
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ARMS, MRDDV, 3-D GUI interaction, OLS (Ordinary Least Square), Parameter estimation . |
Type:
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Short Paper |
First Page:
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2183 |
Last Page:
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2186 |
Language:
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English |
Cover:
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Full Contents:
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click to dowload
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Paper Abstract:
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This paper presents a simulator for MRDDV model in Visual Studio .Net environment. Ad Hoc Risk Management System (ARMS) is a tool for statistical modeling, management, and forecasting of risky event. The ARMS provides the capability of dynamic forecasting of risky event. An Ad-hoc Risk Management System (ARMS) using multiple regression with dependent dummy variable (MRDDV) method has been developed [N.-J. Park, 2003] to provide more adequate and realistic forecasting capability by incorporating both historical and non-historical data. A 3-D GUI-based software is developed to demonstrate the efficiency and effectiveness of the MRDDV method, and an example implementation is shown. |
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