风险管理软件Crystal_Ball使用指导(中英文)

Monte-Carlo Simulation with Crystal Ball®用水晶球软件进行蒙特卡洛模拟To run a simulation using Crystal Ball®:1.Setup Spreadsheet1．设定数据表Build a spreadsheet that will calculate the performance measure (e.g., profit) in terms of the inputs (random or not). For random inputs, just enter any number.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. Define Assumptions—i.e., random variablesDefine which cells are random, and what distribution they should follow.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. Define Forecast—i.e., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, 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. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.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. Run SimulationRun the simulation. If you would like to change parameters and re-run the simulation, you should “reset” the simulation (click on the “Reset Simulation” button on the toolbar or in the Run menu) 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. View ResultsThe forecast window showing the results of the simulation appears automatically after (or during) the simulation. Many different results are available (frequency chart, cumulative chart, statistics, percentiles, sensitivity analysis, and trend chart). The results can be copied into the worksheet.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。

Crystal Ball Toolbar:（水晶球的工具栏）Define Define Run Start Reset Forecast Trend Assumptions Forecast Preferences Simulation Simulation Window Chart （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Walton Bookstore Simulation with Crystal Ball®水晶球在Walton书店模拟中的应用Recall the Walton Bookstore example: It is August, and they must decide how many of next year’s nature calendars to order. Each calendar costs the books tore $7.50 and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $2.50 per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).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]Order Quantity = Q (decision variable)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 (Setup Spreadsheet)第一步（制作电子表格）Walton Bookstore Simulation with Crystal Ball ®用水晶球对Walton 书店进行模拟Step #2 (Define Assumptions —i.e., random variables) 第二步（定义假设-例如，随机变量）Select the cell that contains the random variable (B17) — color code (blue): 选择包含随机变量的单元（B17）—色标（蓝色）and click on the “Define Assumptions” button in toolbar (or in the Cell menu):、 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Select type of distribution:提供分布的参数Provide parameters of distributions:Walton Bookstore Simulation with Crystal Ball®Step #3 (Define Forecast—i.e., output)第三步（确定预测—例如，输出量）Select the cell that contains the output variable to forecast (F17):选择包含输出变量的单元格进行预测（F17）click on the “Define Forecast” button in toolbar (or in the Cell menu),在确定预测对话框中输入and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)第四步（选择试验的次数）Click on the “Run Preferences” button in toolbar (or in the Run menu):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and select the number of trials to run.Walton Bookstore Simulation with Crystal Ball®Step #5 (Run Simulation)第五步（进行模拟）Click on the “Start Simulation” button in toolbar (or Run in the Run menu):点击工具栏（或者运行菜单栏）中的“开始模拟”按钮Step #6 (View Results)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。

The results of the simulation can be viewed in a variety of different ways (frequency chart, cumulative chart, statistics, and percentiles). Choose different options under the View menu in the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.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）Using Trend Charts to Find the Impact of Order Quantity onPotential Profit用趋势图找到订货量对利润的影响Define several forecast cells (G14:G18) for several possible order quantities (Q=100, 150, 200, 250, 300). Use the same random order quantity for each to compare them more equally (i.e., one assumption cell for demand—C14—with the rest set equal to C14).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After running the simulation, choose “Open Trend Chart” in the Run menu. This chart gives “certainty bands” for the forecast cells. 10% of the time, the project duration will fall within the inner band (light blue), 25% of the time within the 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).运行模拟之后，选择运行菜单下的“打开趋势图”。