摘要:
A computer implemented method, apparatus, and computer usable program code for generating a route for a vessel to travel from a start point to an end point. A start point and an end point for the vessel are identified. A forecast of wave conditions during a period of time is obtained. A model of the vessel is obtained, wherein the model includes parameters used to calculate a response of the vessel to the wave conditions. A route is generated from the start point to the end point for the vessel to travel on using the model of the vessel and the forecast of the wave conditions, wherein the route avoids conditions that may cause a treacherous environment and meets a set of goals.
摘要:
A system, method and computer program product are provided for performing a contingent claim valuation of a combination option including one or more multi-stage contingent claims, and an early-launch contingent claim. The method may include determining a first value representing payoffs attributable to exercise of the early-launch contingent claim at a selected decision point; and a second value representing payoffs the attributable to exercise of the multi-stage contingent claim(s) at respective decision point(s), and a contingent claim at an expiration exercise point. The first and/or second values may be determined based upon a respective present value distribution of contingent future value and a respective present value of an exercise price, the present values including a respective distribution and exercise price discounted according to first and second discount rates, respectively. A value of the contingent claim may then be determined based upon the first value and/or the second value.
摘要:
A method is provided that includes modeling demand and/or future supply for a good in a differentiated market. In accordance with the method, demand/supply in a differentiated market is modeled by first modeling demand and/or supply for a good in a non-differentiated market based upon a price sensitivity distribution of a unit purchase of the good, as well as a market potential distribution of a number of units of the good in a market associated with the good. Thereafter, the model of demand and/or supply in the non-differentiated market is integrated to thereby model demand and/or supply for a good in a differentiated market. The method can further include modeling cost and/or profitability of the good in a differentiated market. Profitability can be modeled based upon the demand model and the cost model for the differentiated market.
摘要:
Systems, methods and computer program products for determining a learning curve value and modeling an associated profitability of a good are provided. According to one method of determining a learning curve value, recurring costs of producing each unit of the good are modeled as a function of potential learning curve values. Nonrecurring costs of producing each unit of the good are then modeled as a function of potential learning curve values. Next, the learning curve value is determined based upon the recurring costs model and the nonrecurring costs value such that the sum of the recurring costs and nonrecurring costs at the determined learning curve value is minimized over the potential learning curve values.
摘要:
Systems, methods and computer program products for determining a learning curve value and modeling an associated profitability of a good are provided. According to one method of determining a learning curve value, recurring costs of producing each unit of the good are modeled as a function of potential learning curve values. Nonrecurring costs of producing each unit of the good are then modeled as a function of potential learning curve values. Next, the learning curve value is determined based upon the recurring costs model and the nonrecurring costs value such that the sum of the recurring costs and nonrecurring costs at the determined learning curve value is minimized over the potential learning curve values.
摘要:
A computer implemented method, apparatus, and computer usable program code for generating a route for a vessel to travel from a start point to an end point. A start point and an end point for the vessel are identified. A forecast of wave conditions during a period of time is obtained. A model of the vessel is obtained, wherein the model includes parameters used to calculate a response of the vessel to the wave conditions. A route is generated from the start point to the end point for the vessel to travel on using the model of the vessel and the forecast of the wave conditions, wherein the route avoids conditions that may cause a treacherous environment and meets a set of goals.
摘要:
A system, method and computer program product are provided for determining a minimum future benefits value for exercising a contingent claim of an option. The method may include determining present value distribution(s) of contingent future value and present value(s) of respective exercise price(s) at an expiration exercise point and/or one or more decision points before that point. Determining these present value distribution(s) and present value(s) may include discounting respective distribution(s) and value(s) according to first and second discount rates, respectively. The method may also include repeatedly determining, for a plurality of candidate minimum asset values at a selected decision point, respective values based upon one or more of the present value distribution(s) and one or more of the present value(s), where the respective values may be conditioned on the candidate minimum asset values. A candidate minimum asset value that maximizes the value may then be selected.
摘要:
A method for processing at least partially unstructured data is provided. The method includes receiving, at a data processing tool, at least partially unstructured data from at least one data source, and processing the at least partially unstructured data to generate at least partially structured data that includes tagged data, wherein processing the at least partially unstructured data includes at least one of processing the at least partially unstructured data using an associative memory application, and processing the at least partially unstructured data using a regular expression processing program. The method further includes transmitting the at least partially structured data to a main application, and incorporating the at least partially structured data into the main application based at least in part on the tagged data, wherein incorporating the at least partially structured data includes at least one of including and excluding data based on the existence, content and/or type of a tag.
摘要:
Systems, methods and computer program products for determining a learning curve value and modeling an associated profitability of a good are provided. According to one method of determining a learning curve value, recurring costs of producing each unit of the good are modeled as a function of potential learning curve values. Nonrecurring costs of producing each unit of the good are then modeled as a function of potential learning curve values. Next, the learning curve value is determined based upon the recurring costs model and the nonrecurring costs value such that the sum of the recurring costs and nonrecurring costs at the determined learning curve value is minimized over the potential learning curve values.
摘要:
Systems, methods and computer program products for modeling demand, supply and associated profitability of a good. According to one method, a price sensitivity distribution is determined, and then a market potential distribution of a number of units of the good is determined. Next, a forecasted market is selected according to a Monte Carlo method based upon the market potential distribution, where the forecasted market includes a predefined number of units of the good. A demand and/or supply for the good in the forecasted market is then modeled based upon the price sensitivity distribution and the predefined number of units in the forecasted market. By so modeling demand and/or supply, the method can account for uncertainty in a market for the good, as defined by the number of units of the good purchased and the price at which those units are purchased and/or produced.