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Risk Simulator 2014 - Complete Edition

SKU: ROV10ASL-EN

Risk Simulator is the most complete simulation and stats package for MS Excel. It includes all 6 modules (Simulation, Forecasting, Optimization, Analytical Tools and BizStats) This is a must try add-in for those who need that extra depth and function

$1,495.00
$1,420.25
Products specifications
Min. OS Requirement Windows XP
Language 11 languages (EN, FR, DE, IT, JP, KR, PT, CN (Simple + Traditional), ES RU), complete with the localized languages' user interface, user manuals, reports, examples, exercises, tools, charts,…
Add-In Requires Excel
Available for Mac No, requires Parallels Emulation
Price includes 1st year maintenance
Requires other Software? Requires Microsoft Excel to run
Scripting Support Built In
Simulation Monte Carlo
VBA Support Built In
CSV Support
XML Support
Distribution Fitting Built In
User Defined Distributions
Distribution Gallery 45 base distributions
Monte Carlo Sampling
Latin HyperCube Sampling
Process Capability (6 Sigma)
Sensitivity Analysis
Tornado Analysis
Precision Control
Probability calculations functions
Correlation
Correlation Methods Normal Copula Only (Iman- Conover)
SIP Math Support
Decision Trees Decision Trees are bundled
Stats Tools Includes BizStat and Analytical Tools
MS Project Support
Charting Built In
Charts can be customized
Automated Reporting
Multi-Core Support
Developper Kit
Example Models
Network Licensing Available
Data Base Integration 30+ Data Sources with CDATA Connectors
Supported DBs Standard ODBC sources from Excel + 3rd party connectors
User Defined Distribution Library !!! User Defined Distribution Library
Linear Optimization Methods
Non-Linear Optimization Methods
Requirements / Soft Constraints
Max Requirements Unlimited
Max Decision Variables Unlimited
PSI support
Solution Filtering
Efficient Frontier
Scenario Analysis Support Must be setup as separate submodels
Convergence Testing
Genetic Algorithims
Ranges for Decision Variables
Main Solver Engine OptQuest
Optimize multiple statistics
Optimization Goal Types Minimize & Maximize
Static Optimization Support
Dynamic Optimization Support
Stochastic Optimization Support
Time Series as distributions
Time Series Fitting
Time Series Methods 8 Methods + ARIMA, J/S Curves, Fuzzy Logic and Econometrics
Multiple Linear Regression Deterministic Only
Seasonal Methods Seasonal Multiplicative, Seasonal Additive, Holt-Winter's Additive, Holt-Winter's Multiplicative
Non-Seasonal Methods Double Moving Average, Single Exponential Smoothing, Double Exponential Smoothing, Single Moving Average
GBM Support
Cubic Spline Tool included to generate a Cubic Spline
Heteroscedastic Models GARCH Model
ARIMA Support
AutoARIMA
Data Sensoring Manual
Time-Series Event Support
Define Time Series J/S-Curves, Cubic Spline
Markov Chains Basic Generation only
Automatic Data Transform
Manual Data Transform Methods
Manual Deseasonalization
Manual Detrending
Visualize Simulated Output
Exception Reporting
Time Series Scenario Analysis
Error Measures RMSE, MSE, MAD, MAPE, Theil's U
Time Series Fit Criteria Adjusted R2, Akaike Information Criteria (AIC), Schwarz Information Criteria (SIC), Durbin-Watson
Product description

RISK SIMULATOR is a powerful Excel add-in software used for applying simulation, forecasting, statistical analysis, and optimization in your existing Excel spreadsheet models. The software was developed specifically to be extremely easy to use. For instance, running a risk simulation is as simple as 1-2-3, set an input, set an output, and run. Performing forecasting can be as simple as two or three mouse clicks away and the software does everything for you automatically, complete with detailed reports, powerful charts and numerical results. It even comes in English, Spanish, Chinese and Japanese, with additional languages on their way. Learn More...

Risk Simulator 2012's complete set of features and functionality

Monte Carlo Simulation (Standard)

45 Probability Distributions with easy-to-use interface, running Super Speed Simulation (thousands of trials in a few seconds) with Comprehensive Statistics and Reporting, Distributional Correlations with Copulas, Latin Hypercube and Monte Carlo Simulation, Truncation, Percentile Alternate Parameters and Percentile Fit, Linking capabilities, Multidimensional Simulations, Simulation Profiling, 6 random number generators, and Risk Simulator functions in Excel

 

Analytical Tools (Standard)

 Bootstrapping, Check Model, Cluster Segmentation, Comprehensive Reports, Data Extraction and Statistics Report, Data Import, Deseasonalization and Detrending, Detailed Data Diagnostics, Distributional Fitting (Single, Multiple, Percentile Fit), Distributional Probabilities (PDF, CDF, ICDF), Hypothesis Testing, Overlay Charts, Principal Component Analysis, Sensitivity Analysis, Scenario Analysis, Statistical Analytics, Structural Breaks, Tornado and Spider Charts


Forecasting (Standard)

Box-Jenkins ARIMA, Auto ARIMA, Basic Econometrics, Auto Econometrics, Combinatorial Fuzzy Logic, Cubic Spline, Custom Distributions, GARCH, J Curve, S Curve, Markov Chain, Maximum Likelihood, Multiple Regression, Neural Network, Nonlinear Extrapolation, Stochastic Processes, Time-Series Decomposition, Trendlines

Optimization (optional)

Static, Dynamic and Stochastic Optimization with Continuous, Discrete and Integer Decision Variables, Efficient Frontier, Genetic Algorithm, Linear and Nonlinear Optimization, Single Variable Goal Seek

ROV Decision Tree (Standard)

ROV Decision Tree is used to create and value decision tree models. Additional advanced methodologies and analytics are also included: Decision Tree Models, Monte Carlo Risk Simulation, Sensitivity Analysis, Scenario Analysis, Bayesian (Joint and Posterior Probability Updating), Expected Value of Information, MINIMAX, MAXIMIN, Risk Profiles.

ROV BizStats (Standard)

Version 2012 offers a new module called ROV BizStats, which is a standalone tool that can be used to run basic to advanced statistical analyses at very high speeds. This new module includes the following 130+ methods:

Absolute Values, ANOVA: Randomized Blocks Multiple Treatments, ANOVA: Single Factor Multiple Treatments, ANOVA: Two Way Analysis, ARIMA, Auto ARIMA, Autocorrelation and Partial Autocorrelation, Autoeconometrics (Detailed), Autoeconometrics (Quick), Average, Combinatorial Fuzzy Logic Forecasting, Control Chart: C, Control Chart: NP, Control Chart: P, Control Chart: R, Control Chart: U, Control Chart: X, Control Chart: XMR, Correlation, Correlation (Linear, Nonlinear), Count, Covariance, Cubic Spline, Custom Econometric Model, Data Descriptive Statistics, Deseasonalize, Difference, Distributional Fitting, Exponential J Curve, GARCH, Heteroskedasticity, Lag, Lead, Limited Dependent Variables (Logit), Limited Dependent Variables (Probit), Limited Dependent Variables (Tobit), Linear Interpolation, Linear Regression, LN, Log, Logistic S Curve, Markov Chain, Max, Median, Min, Mode, Neural Network, Nonlinear Regression, Nonparametric: Chi-Square Goodness of Fit, Nonparametric: Chi-Square Independence, Nonparametric: Chi-Square Population Variance, Nonparametric: Friedman’s Test, Nonparametric: Kruskal-Wallis Test, Nonparametric: Lilliefors Test, Nonparametric: Runs Test, Nonparametric: Wilcoxon Signed-Rank (One Var), Nonparametric: Wilcoxon Signed-Rank (Two Var), Parametric: One Variable (T) Mean, Parametric: One Variable (Z) Mean, Parametric: One Variable (Z) Proportion, Parametric: Two Variable (F) Variances, Parametric: Two Variable (T) Dependent Means, Parametric: Two Variable (T) Independent Equal Variance, Parametric: Two Variable (T) Independent Unequal Variance, Parametric: Two Variable (Z) Independent Means, Parametric: Two Variable (Z) Independent Proportions, Power, Principal Component Analysis, Rank Ascending, Rank Descending, Relative LN Returns, Relative Returns, Seasonality, Segmentation Clustering, Semi-Standard Deviation (Lower), Semi-Standard Deviation (Upper), Standard 2D Area, Standard 2D Bar, Standard 2D Line, Standard 2D Point, Standard 2D Scatter, Standard 3D Area, Standard 3D Bar, Standard 3D Line, Standard 3D Point, Standard 3D Scatter, Standard Deviation (Population), Standard Deviation (Sample), Stepwise Regression (Backward), Stepwise Regression (Correlation), Stepwise Regression (Forward), Stepwise Regression (Forward-Backward), Stochastic Processes (Exponential Brownian Motion), Stochastic Processes (Geometric Brownian Motion), Stochastic Processes (Jump Diffusion), Stochastic Processes (Mean Reversion with Jump Diffusion), Stochastic Processes (Mean Reversion), Structural Break, Sum, Time-Series Analysis (Auto), Time-Series Analysis (Double Exponential Smoothing), Time-Series Analysis (Double Moving Average), Time-Series Analysis (Holt-Winter’s Additive), Time-Series Analysis (Holt-Winter’s Multiplicative), Time-Series Analysis (Seasonal Additive), Time-Series Analysis (Seasonal Multiplicative), Time-Series Analysis (Single Exponential Smoothing), Time-Series Analysis (Single Moving Average), Trend Line (Difference Detrended), Trend Line (Exponential Detrended), Trend Line (Exponential), Trend Line (Linear Detrended), Trend Line (Linear), Trend Line (Logarithmic Detrended), Trend Line (Logarithmic), Trend Line (Moving Average Detrended), Trend Line (Moving Average), Trend Line (Polynomial Detrended), Trend Line (Polynomial), Trend Line (Power Detrended), Trend Line (Power), Trend Line (Rate Detrended), Trend Line (Static Mean Detrended), Trend Line (Static Median Detrended), Variance (Population), Variance (Sample), Volatility: EGARCH, Volatility: EGARCH-T, Volatility: GARCH, Volatility: GARCH-M, Volatility: GJR GARCH, Volatility: GJR TGARCH, Volatility: Log Returns Approach, Volatility: TGARCH, Volatility: TGARCH-M, Yield Curve (Bliss), and Yield Curve (Nelson-Siegel).

SYSTEM REQUIREMENTS
Windows XP, Vista, or WIN7 (32 and 64 bit)
Excel XP, 2003, 2007, or 2010 (32 and 64 bit)
Microsoft .NET 2.0, 3.0, 3.5 or later
350MB Hard Drive space
Administrative Rights to install software

Additional Risk Simulator Resources

Video Blog on Crystal Ball Get practical insight into risk analysis and modeling in our comprehensive blog.
Visit our ROV software home page to access additional information on Real Optionss products and services, including Training and Consulting.
   
Download Crystal Ball, @RISK, ModelRisk and Risk Simulator Software, Example Models and White-Papers Download ROV software and all its' companion resources, including whitepapers, sample models, tutorials today.
Additional information
Vendor: ROV Soft
Products specifications
Min. OS Requirement Windows XP
Language 11 languages (EN, FR, DE, IT, JP, KR, PT, CN (Simple + Traditional), ES RU), complete with the localized languages' user interface, user manuals, reports, examples, exercises, tools, charts,…
Add-In Requires Excel
Available for Mac No, requires Parallels Emulation
Price includes 1st year maintenance
Requires other Software? Requires Microsoft Excel to run
Scripting Support Built In
Simulation Monte Carlo
VBA Support Built In
CSV Support
XML Support
Distribution Fitting Built In
User Defined Distributions
Distribution Gallery 45 base distributions
Monte Carlo Sampling
Latin HyperCube Sampling
Process Capability (6 Sigma)
Sensitivity Analysis
Tornado Analysis
Precision Control
Probability calculations functions
Correlation
Correlation Methods Normal Copula Only (Iman- Conover)
SIP Math Support
Decision Trees Decision Trees are bundled
Stats Tools Includes BizStat and Analytical Tools
MS Project Support
Charting Built In
Charts can be customized
Automated Reporting
Multi-Core Support
Developper Kit
Example Models
Network Licensing Available
Data Base Integration 30+ Data Sources with CDATA Connectors
Supported DBs Standard ODBC sources from Excel + 3rd party connectors
User Defined Distribution Library !!! User Defined Distribution Library
Linear Optimization Methods
Non-Linear Optimization Methods
Requirements / Soft Constraints
Max Requirements Unlimited
Max Decision Variables Unlimited
PSI support
Solution Filtering
Efficient Frontier
Scenario Analysis Support Must be setup as separate submodels
Convergence Testing
Genetic Algorithims
Ranges for Decision Variables
Main Solver Engine OptQuest
Optimize multiple statistics
Optimization Goal Types Minimize & Maximize
Static Optimization Support
Dynamic Optimization Support
Stochastic Optimization Support
Time Series as distributions
Time Series Fitting
Time Series Methods 8 Methods + ARIMA, J/S Curves, Fuzzy Logic and Econometrics
Multiple Linear Regression Deterministic Only
Seasonal Methods Seasonal Multiplicative, Seasonal Additive, Holt-Winter's Additive, Holt-Winter's Multiplicative
Non-Seasonal Methods Double Moving Average, Single Exponential Smoothing, Double Exponential Smoothing, Single Moving Average
GBM Support
Cubic Spline Tool included to generate a Cubic Spline
Heteroscedastic Models GARCH Model
ARIMA Support
AutoARIMA
Data Sensoring Manual
Time-Series Event Support
Define Time Series J/S-Curves, Cubic Spline
Markov Chains Basic Generation only
Automatic Data Transform
Manual Data Transform Methods
Manual Deseasonalization
Manual Detrending
Visualize Simulated Output
Exception Reporting
Time Series Scenario Analysis
Error Measures RMSE, MSE, MAD, MAPE, Theil's U
Time Series Fit Criteria Adjusted R2, Akaike Information Criteria (AIC), Schwarz Information Criteria (SIC), Durbin-Watson