シナリオベースシミュレーションにおけるシナリオ設定支援機能の提案

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Scenario-based Simulation is sometimes employed to forecast the future achievement of financial data from the actual one under the action scenario that a decision-maker is able to control such as fund operation, and the environmental scenario such as interest rate fluctuation that are hard to control. A decision-maker evaluates availability of various action scenarios under various environmental scenarios. So the scenario-based simulation is adopted by typical "What-If" type decision support system (DSS). DSS generally requires so-called trial-and-error process. We want to emphasize that the key to success of the scenario-based simulation is to increase the efficiency of this process. This paper describes, as a way that realizes this idea, a simulation environment for easy setup of the environmental scenarios. The proposed environmental provides two functions for the environmental scenarios. One is an auto-generation function of the scenarios; the other is multi-view function of the scenarios. The former is further comprised of two functions; reference model scenario generation and neighborhood scenario generation of setup scenario. Both functions are based on similarity search of the actual achievement data. By these functions, we only have to update the reference model scenario according to need, so that we can reduce setup load of the environmental scenarios. Moreover, overlooking of significant scenarios can be avoided and the total trial-and-error process becomes highly efficient. In the meantime, a multi-view function is to display and update the scenario via various interface style, and concurrently to synchronize the scenario data among the various interface. This function allows user to choose his favorite interface, and eliminate mistakes of scenario setup. Finally, the availability of the proposed functions is verified by applying to a profit simulation in the bond dealing system based on MVC (Model-View-Controller) model.
日本シミュレーション学会の論文
2005-09-15

シナリオベースシミュレーションにおけるシナリオ設定支援機能の提案

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