Research of influence of sample size on normal information diffusion based on the Monte Carlo method: risk assessment for natural disasters

В работе разработан алгоритм применения метода имитационного моделирования при оценке эффективности финансовых инвестиций на примере оценки корпоративных облигаций в кризисной ситуации. Авторы рассчитали доходность к погашению корпоративных облигаций в период кризиса 2020 года и подготовили рекомендации по выбору наиболее привлекательных ценных бумаг для инвестора. In this paper, we have developed an algorithm for applying the simulation method to evaluate the effectiveness of financial investments on the example of evaluating corporate bonds in a crisis situation. The authors calculated the yield to maturity of corporate bonds during the crisis in 2020 and prepared recommendations for choosing the most attractive securities for investors.

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RISK ASSESSMENT WITH THE USE OF THE MONTE-CARLO METHOD

Science and Transport Progress Bulletin of Dnipropetrovsk National University of Railway Transport ◽

10.15802/stp2019/195376 ◽

2019 ◽

Vol 0 (6(84)) ◽

pp. 16-26

Author(s):

L. V. Amelina ◽

M. M. Biliaiev ◽

O. V. Berlov ◽

L. A. Cherednychenko

Keyword(s):

Risk Assessment ◽

Monte Carlo ◽

Monte Carlo Method ◽

The Monte Carlo Method

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Risk Assessment Models to Improve Environmental Safety in the Field of the Economy and Organization of Construction: A Case Study of Russia

Sustainability ◽

10.3390/su132413539 ◽

2021 ◽

Vol 13 (24) ◽

pp. 13539

Author(s):

Arkadiy Larionov ◽

Ekaterina Nezhnikova ◽

Elena Smirnova

Keyword(s):

Risk Assessment ◽

Monte Carlo ◽

Monte Carlo Method ◽

Rapid Development ◽

Environmental Safety ◽

Quantitative Risk Assessment ◽

Optimal Decision ◽

Environmental Damage ◽

The Monte Carlo Method ◽

The Future

This article assesses risks in order to substantiate the economic and organizational efficiency of housing and industrial construction. This topic is relevant because it is necessary for sustainable development. In Russia, environmental safety in construction and housing, as well as communal services, is poorly developed and not regulated by the legal system. As building construction, housing, and communal services should be based on environmental safety, this topic requires rapid development. Methods related to quantifying environmental risk and making decisions under conditions of uncertainty were studied. A quantitative risk assessment was performed using the Monte Carlo method for pessimistic and optimistic options to prevent environmental damage. The model reproduced the distribution derived from the evidence-based fit. The results of sensitivity analysis are also presented to prove the hypothesis. The selection of the most appropriate probability density functions for each of the input quantities was implemented through settings in a computer program. The simulation modeling results clearly illustrate the choice of the general principle of assessment and the adoption of the optimal decision. In conditions of uncertainty, the decision to choose the optimistic options with high cost (to maintain the reliability of the technical system) but less risk plays a decisive role in the future environmental safety strategies of construction projects. The Monte Carlo method is preferable for environmental impact assessments. In the future, the amended methodology can be applied to raise environmental safety in the field of construction.

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METROLOGICAL SUPPORT OF SELECTIVE MULTI-PARAMETRIC CONTROL

Kontrol Diagnostika ◽

10.14489/td.2019.05.pp.032-036 ◽

2019 ◽

pp. 32-36 ◽

Cited By ~ 1

Author(s):

S. B. Danilevich ◽

M. V. Golobokov ◽

V. V. Tretyak

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Sample Size ◽

Simulation Modeling ◽

Parametric Control ◽

Reliability Indicators ◽

The Monte Carlo Method ◽

Measurement Control ◽

Accuracy Of Measurement

The development of methods for selective measurement control of commercially available products, the quality of which is characterized by a number of parameters, is considered. At the same time, it is necessary to establish reasonable requirements for the accuracy of measurement of parameters, as well as the sample size of controlled products. If the controlled parameters are correlated, the problem of optimizing their number arises.Using the Monte Carlo method (simulation modeling), we investigated the effect of measurement uncertainty and the sample size of controlled products on control reliability indicators. The average risks of the customer and the manufacturer are calculated while monitoring samples of products of various volumes. The calculations were made under the assumption that the quality of each product is characterized by 30 uncorrelated parameters. It is shown that in the considered case there is an almost linear dependence of the mentioned risks on the volume of the controlled sample of products.

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Improving the assessment of the environmental and economic efficiency of measures

SHS Web of Conferences ◽

10.1051/shsconf/202111200002 ◽

2021 ◽

Vol 112 ◽

pp. 00002

Author(s):

Inna P. Bandurinа ◽

Mikhail A. Bandurin ◽

Alexander P. Bandurin

Keyword(s):

Risk Assessment ◽

Monte Carlo ◽

Monte Carlo Method ◽

Economic Efficiency ◽

Land Reclamation ◽

Simulation Method ◽

International Standards ◽

Future Research ◽

Investment Projects ◽

The Monte Carlo Method

The purpose of the study is to improve methods for improving the regulatory and methodological framework for assessing the environmental and economic effectiveness of land reclamation investment projects. The research methodology is based on the Monte Carlo method, which corresponds to international standards, the theory and algorithms of innovative methods for determining risks, as well as the ability to provide the user with information about the content of risk assessment operations and ensure that their preferences are taken into account in the calculation process. Currently, many tools have been developed for automating risk analysis procedures, including those performed by the Monte Carlo method, which are described in various studies with varying degrees of completeness. The analysis of priority methods of assessing the risks of achieving the projected economic indicators of project solutions is performed and the prospects of the simulation method for practical use in the field of land reclamation are shown. The results of the risk assessment of environmental and economic efficiency of anti-filtration coatings of hydraulic structures of irrigation systems performed by the Monte Carlo method in the environment of the Crystal Ball software product are presented, and the need to improve the reliability of the predicted results of the effectiveness of the designed measures is established. Future research is risk assessment of profitability of the designed activities promote the development of existing and formation of new theories to justify the feasibility of implementation of reclamation investment projects.

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RISK ASSESSMENT FOR VIOLATION OF ANTI-TRUST LEGISLATION BY STATE EXECUTIVE AUTHORITIES

Strategic decisions and risk management ◽

10.17747/2618-947x-924 ◽

2021 ◽

Vol 11 (4) ◽

pp. 390-401

Author(s):

A. B. Androsova ◽

O. N. Orlova ◽

S. D. Furta

Keyword(s):

Risk Assessment ◽

Risk Management ◽

Monte Carlo ◽

Monte Carlo Method ◽

Statistical Modelling ◽

Point Of View ◽

The Monte Carlo Method ◽

Bow Tie

The article deals with a problem of building an anti-trust compliance system in state executive authorities from the point of view of contemporary risk management. The authors expound a well-known instrument based on the bow-tie diagram construction which successfully helps to develop effective measures to prevent violation of anti-trust legislation cases by state executive authorities. They also give some numeric results of statistical modelling of anti-trust legislation violation risks by state executive authorities by means of the Monte-Carlo method.

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