Forecasting & Planning Solutions
Manage Business Risk and Simulate Complex Systems
The Monte Carlo Simulation Add-in gives you the
ability to perform Monte Carlo simulations
and sensitivity analyses.
Monte Carlo simulations help to manage business risk
and simulate complex systems. They are best for modeling
uncertainty and volatility. Using Monte Carlo simulation
allows you to replace point estimates with fuzzy
values that reflect your uncertainty. This helps you
characterize the range of potential outcomes in a
business situation and assess the probability of reaching
Like decision trees, Monte Carlo
simulations result in an expected value that aids in
choosing the most attractive course of action. They also
provide information about the range of possible outcomes,
probability of reaching specific targets, most likely
Because Vanguard supports artificial intelligence and
advanced programming techniques, you can build Monte
Carlo models that simulate complex systems such as
production processes or even consumer behavior.
Vanguard's Monte Carlo Simulation Features
- Distribution gallery
- Automatic distribution fitting using historical
- User-defined distributions
- Correlated inputs
- Unlimited number of Stochastic inputs
- Output reports including distribution graphs and
- Automatic sensitivity analysis
- 60 times the speed of spreadsheets
- Optional grid computing for speeds over 1,500
times that of spreadsheets
We respect your privacy
and do not share your information.
The distribution gallery makes it
easy to assign uncertainty to any number of inputs.
The Fit Distribution tool will find
the distribution that best fits your historical or
Generate Probability Density and
Cumulative Distribution graphs to illustrate uncertainty.
Use Time-based projection
simulations to illustrate the effects of uncertainty over
Use standard correlation-based
sensitivity analysis to see which inputs contribute most
to overall uncertainty.
Vanguard's exclusive sensitivity
analysis outperforms correlation analysis by showing you
how uncertainty has different upside and downside