Eric: Thanks anyway, but the CVaR that I refer is not mathematically equivalent to "component VaR" or "DelVaR" of Mark Garman. I mean CVaR in the sense of...
Somebody please help me! I've used CB for 20 years, usually via site licenses for use in courses that I teach. Last year I bought a perpetual academic...
Dale, I think that I can assist in the Crystal Ball installation problem that you are seeing. Most likely, you are running the installer from a Zipped version...
David I follow your directions below, but when I click on the setup.exe, I am prompted to save the file. I do so, and when I try to open that file, I get a...
Dale, Based on the behavior that you are seeing, it sounds like you are using Firefox. You need to make sure that the setup.exe installer executable and all...
I did that. After downloading CB, I extracted all the files to a single folder on my desktop. I am using Firefox. ________________________________________ ...
Hi all, In some off-line discussions with Dale, we determined that there was an issue with how Crystal Ball's multi-file installer was being handled by Firefox...
Hi Alden, That is not the easiest question. The error (i.e. 'uncertainty') around the Pearson's correlation coefficient can be determined using classical ...
Hi All- Curious about this question: I wanted to toss this out to the group to comment on. What does everyone think about the use of bootstrapped confidence...
Hi All, When using the non-parametric Bootstrap approach to determine the uncertainty (i.e. distribution) around a mean, percentile, or any other statistic,...
Hi Huybert - If you instead sampled a large number of points from an empirical cdf (some user defined distribution in CB), then using a percentile method,...
Hi Jeff, Maybe I don't fully understand your approach. However, empirical distributions are typically totally based on data (that's their strength and reason...
I am trying to create a simulation that is path-dependent (forecast/assumption value #612 in year 5 depends on forecast/assumption value #612 for years 1...
I apply OptQuest>Objetives>Add Requirement> The "Mean" of "C95" must be "greater than" 0,00665. Suddenly OptQuest apply 0,00, but not 0,00665. How to solve...
Hi Dan, Doing path-dependent simulations with CB is typically fairly straightforward. For example, employee-stock options nowadays frequently only vest if the...
Thanks--I'm not sure if the stock-option example will work in my case. I'm running a garch model where the current year's volatility is a function of the prior...
Assuming that you are using the most recent version of Crystal Ball (11.1.1.3.00), the workaround for this issue is easy. The formatting of the righthand side...
You're welcome. I see your point. We've done GARCH models with CB, but not with looking back 10 periods to determine this year's volatility. Hope others on the...
Hi, I'm getting an out of memory error when trying to extract the data from a run, I only started getting these recently. It performs the run OK but then will...
Ian, This error message is a system-level out-of-memory message, so you might want to look at the length of the simulation you are running, the size of the...
Hello, All, I have a model with a key forecast, Y, and 10 intermediate variables, X1,...,X10, which I have designated as forecasts as well. I want to...
Hi Jim, All of this functionality is still available in the Developer's Kit. You'll want to refer to a newer copy of the documentation since there have been...
Hi Hilary. It looks like the code for automatically pasting the forecast would be only a few lines from that example, and I agree that the custom distribution...
Huybert: I read your instructions and tried them but how to say to OptQuest that, what I want is a CVaR efficient portfolio... About your instructions: 1.- For...
Steve, The Extreme Speed engine uses a third party utility to speed up simulations (and optimizations that run a series of simulations), but it does have a few...
David, Â Â Â Â Â Â Â Â Thanks for your response to my question about Extreme Speed. Â Â Â Â Â Â Â Â In accordance with your suggestion, I did run the...
Hi Edgar, Thank you for your email and updates. In the previous email I outlined the general way (conceptually) how to go about building a model for a CVar...
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