Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand

Ming-Guan Huang

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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand

机译：基于实物期权方法的需求预测方法，用于一系列具有高度波动和相关需求的产品

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To achieve a competitive edge needed for marketing highly competitive products, modern enterprises have actively sought to provide the marketplace with an expansive range of products with high random volatility of demand and correlations between demands of product. Consequently, traditional forecasting methods for separately forecasting demand for these products are likely to yield significant deviations. Therefore, this study develops a real options approach-based forecasting model to accurately predict future demand for a given range of products with highly volatile and correlated demand. Additionally, this study also proposes using Monte Carlo simulation to solve the demand forecasting model. The real options approach associated with Monte Carlo simulation not only deals effectively with random variation involving a particular demand stochastic diffusion process, but can handle the correlations in product demand.

机译：为了获得营销高度竞争产品所需的竞争优势，现代企业积极寻求为市场提供种类繁多的产品，这些产品具有很高的需求随机波动性和产品需求之间的相关性。因此，用于单独预测这些产品需求的传统预测方法可能会产生重大偏差。因此，本研究开发了一种基于实物期权方法的预测模型，可以准确地预测给定范围内具有高度波动和相关需求的产品的未来需求。此外，本研究还建议使用蒙特卡洛模拟来解决需求预测模型。与蒙特卡洛模拟相关的实物期权方法不仅可以有效地处理涉及特定需求随机扩散过程的随机变化，而且可以处理产品需求中的相关性。

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来源
《European Journal of Operational Research》 |2009年第3期|共11页
作者
Ming-Guan Huang;
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正文语种 eng
中图分类 519LB005;
关键词
Demand forecasting; Demand correlation; Real options approach; Monte Carlo simulation;

机译：需求预测;需求关联;实物期权法;蒙特卡洛模拟;

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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand

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