| Issue |
MATEC Web Conf.
Volume 387, 2023
9th International BAPT Conference “Power Transmissions 2023”
|
|
|---|---|---|
| Article Number | 06002 | |
| Number of page(s) | 4 | |
| Section | Other Relevant Subjects | |
| DOI | https://doi.org/10.1051/matecconf/202338706002 | |
| Published online | 06 November 2023 | |
Monte Carlo simulation in risk assessment in mathematical generation of long data
1 Technical University of Varna, Faculty of Manufacturing Engineering and Technologies, 9010, Varna, Bulgaria
2 Technical University of Varna, Faculty of Manufacturing Engineering and Technologies, 9010, Varna, Bulgaria
* E-mail: a.antonov@tu-varna.bg
E-mail: s_demirova@tu-varna.bg
The report will address the main problem in risk measurement, namely the lack of a sufficiently long series of data for the various variables, so that the trend of their development can be formed with negligible error. A model will be made through a mathematical calculation in order to derive a long enough series with statistics reflecting the correlation between the individual variable indices and the standard deviation (volatility) to be able to obtain results with greater accuracy.
© The Authors, published by EDP Sciences, 2023
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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