maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

In this study, we delve into the financial market to compare the performance of prominent AI and robotics … stocks have delivered superior performance, as indicated by metrics like Sharpe and Treynor ratios, providing insights into …

Risk analysis and management currently have a strong presence in financial institutions, where high performance and …. This allows us for the first time to investigate their performance on heterogeneous compute systems and across different … code, and the size of the simulations is scaled in order to evaluate variations in performance. Furthermore, we assess …

, managers face a problem in obtaining accurate forecasts for the dynamics of changes in key business performance indicators. The … chain services and economic indicators of the retail trade network. Using the anyLogistix software tool, a simulation model … operational performance indicators of the supply chain of grocery retail. The results obtained show that the main factors of …

future exchanges. Therefore, this paper uses a Value at Risk (VaR) model to measure the risk of investment in Bitcoin. In … this paper, we showed the results of the predicted daily loss of investment by using the historical simulation VaR model …, the delta-normal VaR model, and the Monte Carlo simulation VaR model with the confidence levels of 99%, 95%, and 90%. This …

-copula simulated returns give very similar but not identical results. Furthermore, the copula simulation provides more accurate market …-risk estimates than historical simulation. Finally, the results support the notion that G7 countries can provide an important …

the Box–Muller simulation method. In passing, we prove an extension of the sector and circle number functions. …