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Risk management is a critical part of every industrial activity. In recent years, due to the complexity, importance and potential impacts of industrial processes, risk analysis has taken advantage of increasing computational availability to deliver tools at every level of the risk management spectrum. Bow-tie models, so called because of their generalized shape, are used at various levels in the risk...
Mathematic and simulation modeling is for an analysis, modeling and prediction of stochastic phenomena in the operation, maintenance, logistics, risk assessment very favorable, first of all for a possibility of monitoring through graphic outputs, which give more visual perception about stochastic processes.
The basis of a new approach of hybrid systems, called the mathematical-heuristic modelling, and its applications in analysis, simulation and stability of hybrid control systems are presented. The mathematical-heuristic model of a high complexity system is a hybrid model including a continuous and/or a discrete simulation model (a differential and/or a discrete-time model), a discrete event simulation...
The outbreak of the global financial crisis in 2008 and China's more strict foreign capital policy have led to the hither to unknown dilemma for foreign capitals. More and more foreign disinvestment occurred and it has brought a great risk to the development of China's economy. This essay establishes a cross market disinvest risk conduction model, analyses the conduction mechanism of the risk of foreign...
It is growing rapidly that Chinese enterprises invest resource abroad in recent years, but there is a higher percentage of failure. So, this paper presents CFaR (Cash Flow at Risk) evaluation model of risk warning for international resource investments. This evaluation model dynamically reflects the degree of project risk and cash flow status, with using the cash flow as the considering indexes and...
There is an important practical significance in studying the volatility of the GEM market from an empirical perspective. By analyzing the GEM index in a certain stage, we found that the GEM has the volatility clustering effect and leverage effect; By the co-integration test of the GEM and the Main Board Market, we find that the GEM is independent of the Main Board Market, there is no necessary connection...
The planning and effective usage of resources is a major challenge for organizations. More than ever through the global interconnections and the current economic situation the domain of resource allocation gains importance. Thus, within this paper we contribute to this research field by introducing a novel approach for dynamic activity and resource allocation using risk-aware business process simulations...
The volatility of stock price states the uncertainty of the future price movements, that is risk. By means of the ARCH and its modified models, this paper presents a verification analysis of the volatility heteroscedasticity and the resilience to external shocks for China stock market in the past three years based on the stock index of SSE180, SZSE40, Coal, Petroleum and Finance sectors. The study...
This paper analyzes all possible kinds of risks in the executive process of BOT projects bidding program and studies the problems of risk assessment of BOT projects bidding program. First of all, this paper constructs the indicator system of risk evaluation from the point of main sources of risk. Then, it makes the appraisal for the risk evaluation model of BOT project bidding program with the method...
In the processing of enterprise technology innovation, design and operation of multi-projects or replaceable solutions is main model of modern enterprise technology innovation. The paper proclaims that there is objective make up laws among projects, and poses that there are three sorts of combined models that they are series connection, parallel connection and series-parallel connection forms on the...
In stock markets, the price is fluctuating around its average value with the time being. One of the volatilities is the variance heteroscedasticity. It is found that auto-regressive conditional heteroscedasticity (ARCH) model provides an alternative approach for the simulation of stock heteroscedasticity. In this paper, the application of ARCH and its modified models is presented for the risk analysis...
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