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Title:      A SIMULATOR FOR MRDDV MODEL IN VISUAL STUDIO .NET
Author(s):      J.h. Seol , N.j. Park , C.a. Maxwell , N. Park , K.m. George
ISBN:      972-98947-3-6
Editors:      Nuno Guimarães and Pedro Isaías
Year:      2004
Edition:      Single
Keywords:      ARMS, MRDDV, 3-D GUI interaction, OLS (Ordinary Least Square), Parameter estimation .
Type:      Short Paper
First Page:      2183
Last Page:      2186
Language:      English
Cover:      cover          
Full Contents:      click to dowload Download
Paper Abstract:      This paper presents a simulator for MRDDV model in Visual Studio .Net environment. Ad Hoc Risk Management System (ARMS) is a tool for statistical modeling, management, and forecasting of risky event. The ARMS provides the capability of dynamic forecasting of risky event. An Ad-hoc Risk Management System (ARMS) using multiple regression with dependent dummy variable (MRDDV) method has been developed [N.-J. Park, 2003] to provide more adequate and realistic forecasting capability by incorporating both historical and non-historical data. A 3-D GUI-based software is developed to demonstrate the efficiency and effectiveness of the MRDDV method, and an example implementation is shown.
   

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