TI LIU HNG DN DNG CRYSTAL BALL

1.5. Tng quan v xy dng m hnh v phn tch ri ro Crystal Ball l mt cng c phn tch bng cch thc hin vic m phng trn m hnh bng tnh v t cung cp cc thng tin cn thit h tr cho ngi ra quyt nh mt cch chnh xc hn, hiu qu hn v tin cy hn. Trong phn ny s trnh by s lc v cc khi nim phn tch ri ro v lp m hnh. Ri ro v phn tch ri ro S khng chc chc thng lin quan n ri ro, m bao gm kh nng xut hin cc s kin khng mong mun rt ln. V d nh doanh s k vng thng ti s cao hn tng gi tr thng hin hnh (s kin k vng), khi s c nhiu n hng hn v s lm gim lng hng tn kho. Nu lng hng tn kho gim qu nhiu th s lm chm tr vic chuyn giao cc n hng (s kin khng chc chn). S tr hon ny c th dn n vic nh mt cc n t hng v iu ny c kh nng gy nn mt s ri ro. Khi s khng chc chn v ri ro tng ln, vic ra quyt nh s tr nn kh khn hn rt nhiu. C hai im phi nh khi phn tch ri ro l: Ri ro u? Mc m ri ro gy nn nh th no? Hu ht cc s thay i tt hoc xu u tim n cc ri ro. S phn tch chng thng thng s gip pht hin cc vng m ri ro tim n nh l: cc chi ph ngoi gi, s thiu ht hng tn kho, doanh s tng lai, cc kt qu kho st a cht, s thay i bt thng v nhn s, nhu cu khng th d bo, s thay i trong chi ph lao ng, cc quyt nh ca chnh ph, nhng s lin doanh lin kt tim n, cc lut mi sp ban hnh, Khi bn xc nh c cc ri ro ca mnh, mt m hnh ph hp c th gip bn nh lng c chng. S nh lng ri ro c ngha l s xc nh cc thay i m ri ro c th xy ra v tn tht m n c th gy ra. iu ny s gip bn quyt nh xem c ng phi chp nhn ri ro hay khng nhm t c mc tiu mong mun. V d nh, nu bn c 5% kh nng b tr tin v nu tr th bn phi tr khon tin pht ti $10.000 th khi bn c chp nhn ri r ny hay khng. Vic tm kim mt s chc chn t c mt kt qu xc nh no thng thng chnh l mc tiu ca m hnh phn tch. Phn tch ri ro s dng mt m hnh v xem xt cc bin no nh hng n mc tiu cn phn tch. Phn tch ri ro c th: Gip thot khi tnh trng khng iu khin v gip vic ra quyt nh tt hn bng cch kho st nhanh tt c cc tnh hung c th xy ra. Nhn dng c yu t hoc bin no nh hng nhiu nht ln mc tiu d bo. b Lm sng t cc yu t khng chc chn trong m hnh gip cho thng tin v cc ri ro c nm bt tt hn.

M hnh l g? Crystal Ball lm vic vi m hnh trn bng tnh, c bit l m hnh bng tnh Excel. Bng tnh ca bn c th c sn mt m hnh ty thuc vo loi thng tin m bn c trn bng tnh v cch m bn s dng n. D liu i lp vi s phn tch: Nu bn ch s dng bng tnh lu tr d liu: d liu v doanh thu, d liu hng tn kho, d liu k ton, th bn cha c mt m hnh trn bng tnh. Thm ch khi bn c s dng cc cng thc tnh ton trn d liu th c th bn vn cha c mt m hnh ph hp cho vic m phng. Mt m hnh l mt bng tnh m c t chc v d liu ph hp cho mt cng c phn tch. Mt m hnh phi biu din c s quan h gia cc bin u vo v u ra bng cch s dng phi hp cc cng thc, cc hm v d liu. Cc phn tch truyn thng trn bng tnh Khi to mt m hnh bn phi xc nh c cc bin bin i ca m hnh bng cch t t cu hi cho mnh Ti cm thy gi tr ca n (bin) chc chn nh th no? N c bin i hay khng? N c c c lng tt nht hay cha hay n l mt s vic c bit ri?. T , bn c th thy c trong m hnh ca mnh c mt vi yu t bin i m bn khng xc nh c mt cch chc chn. iu , c th l do bn vn cha c d liu thc t (s liu v doanh s thng ny) hoc l do s bin i khng th d bo c (chi ph n v sn phm). Phn tch truyn thng trn bng tnh c gng kim sot s khng chn chn ny bng 3 cch: c lng im: L cch c lng cc gi tr m bn cho l i din tt nht cho cc bin khng chc chn. c lng ny th d thc hin nhng c th dn n cc kt qu sai lm. c lng khong: L vic phn chia thnh 3 tnh hung phn tch tnh hung tt nht, tnh hung xu nht v tnh hung k vng. Cc kt qu phn tch cng th hin gi tr dng khong nhng khng bit c xc sut xut hin ca cc kt qu ny. Phn tch nhn qu: L dng phn tch nhm tr li cu hi iu g s xy ra nu nh (what if). Phn tch ny xem xt yu t u vo no l quan trng nht (yu t mang tnh cht ri ro) nh hng n kt qu bi ton (li nhun hoc chi ph). Trong Excel h tr phn tch nhy 1 chiu v hai chiu, ngha l ch nh gi c ti a 2 yu t ri ro. Phn tch nhy khng xt n mi quan h tng quan gia cc bin. Tuy nhin cc phng php phn tch trn c hai im hn ch chnh: Mt ln bn ch c th thay i mt bng tnh. Nh th, bn gn nh khng th kho st t m ton b dy kt qu c th c. Thc t, bn khng th xc nh c lng ri ro ang tc ng vo kt qu phn tch. Php phn tch nhn qu lun lun dn n nhng c lng im n, khng cho bit kh nng t c mt kt qu c th no . Trong khi nhng c lng im n cho bn bit ci g c th xy ra th chng li khng cho bn bit ci g c l ng. M phng bng Crystal Ball khc phc c cc gii hn ny: Bn c th m t mt phm vi cc gi tr c th c cho mi khng chc chn trong bng tnh ca bn. Cc ny gi l gi thuyt v khi m phng th chng bin i mt cch ng thi v cng ng thi tc ng n kt qu phn tch.

M phng Monte Carlo bng Crystal Ball m t cc kt qu trong th d bo v trnh by ton b kt qu c th c km theo kh nng (xc sut ) xut hin ca mi kt qu. M phng Monte Carlo Phn tch ri ro trn bng tnh s dng c m hnh bng tnh v m phng phn tch tc ng ca cc i lng bin i u vo ln cc i lng u ra ca m hnh h thng. M phng Monte Carlo cng l mt loi ca m phng trn bng tnh, n to ra cc gi tr ngu nhin cho cc yu t (bin) khng chc chn dng m phng mt m hnh.

M phng Monte Carlo v c bn ch l mt th nghim ly mu vi mc ch c tnh s phn phi ca mt bin kt qu m bin ny li ph thuc vo mt s bin bin i u vo. Thut ng m phng Monte Carlo u tin c dng trong sut thi k pht trin bom nguyn t di tn gi m phng my tnh ca qu trnh phn chia ht nhn. Cc nh nghin cu t tn thut ng ny cho m phng v n tng t nh vic ly mu ngu nhin trong cc tr chi sng bc ni ting ca thnh ph Monte Carlo. 1.6. Mt s thut ng M hnh bng tnh (Spreadsheet model): L bng tnh biu din mt h thng thc t hoc gi thuyt hay tp cc quan h. Gi thuyt (Assumption): L gi tr c lng hoc gi tr u vo c c lng cho mt m hnh bng tnh. M phng Monte Carlo (Monte Carlo simulation): H thng s dng cc s ngu nhin o lng nh hng ca s khng chc chn trong m hnh bng tnh. D on (Forecast): Tm tt thng k ca nhng gi thuyt trong mt m hnh bng tnh, trnh by di dng th v cc thng s. Xc sut (Probability): Kh nng s vic xy ra. S ngu nhin (Random number): Gi tr c chn mt cch ton hc, c pht sinh (theo cng thc) hoc c chn (t bng) tun theo mt phn phi xc sut. B pht s ngu nhin (Random number generator): L phng php theo chng trnh my tnh thc thi sinh ra mt chui s ngu nhin c lp. Phn phi xc sut (Probability Distribution): Tp hp tt c cc s kin c th c v xc sut ca chng lch chun (Standard Deviation): cn bc hai ca bnh phng ca phng sai i vi mt phn phi. i lng o phn tn ca cc gi tr nm xung quanh tr trung bnh. t Gi tr trung bnh (Mean): trung bnh s hc ca mt tp cc gi tr quan st (tng ca cc gi tr quan st chia cho s quan st).

Phng sai (Variance): bnh phng ca lch chun, tc l trung bnh ca bnh phng lch ca gi tr quan st so vi gi tr trung bnh. 2. S dng Crystal Ball chy m phng trn bng tnh Excel Mt s m rng t nhin ca phn tch nhy v phn tch tnh hung ng thi c tnh ti cc phn phi xc sut khc nhau v cc min gi tr tim nng khc nhau i vi cc bin chnh ca vn cn phn tch (v d d n). Cho php xt n s tng quan gia cc bin (ng bin/ nghch bin) To ra mt phn phi xc sut cho cc kt qu cn phn tch ca d n (cc ngn lu, NPV, IRR) thay v ch c tnh mt gi tr n l. Phn phi xc sut ca cc kt qu phn tch d n h tr cho cc nh ra quyt nh trong vic la chn cc phng n. Qui trnh thit lp v chy m phng:
1. 2.

3. 4. 5.

6. 7.

Lp m hnh bi ton trn Excel Xc nh cc bin nhy cm v khng chc chn: nh phn phi xc sut, cc phn phi xc sut thng thng nht l: Phn phi xc xut chun, phn phi xc sut tam gic, phn phi xc sut u, phn phi xc sut bc thang Xc nh v nh ngha cc bin c tng quan: Tng quan ng bin hoc nghch bin, mnh ca tng quan nh ngha cc d bo: cc ch tiu cn phn tch trong bi ton Thit lp cc thng s chy m phng: s ln th, chn phng php ly mu, tu chn chy phn tch nhy, ty chn chy Macro ca ngi dng trong khi m phng,... To cc bo co: th, bng thng k m t, ... Phn tch cc kt qu:Cc tr thng k,Cc phn phi xc sut

Cch Crystal Ball s dng m phng Monte Carlo Crystal Ball trin khai m phng Monte Carlo theo quy trnh lp 3 bc: 8. i vi mi gi thuyt, Crystal Ball pht ra mt s theo phn phi xc sut bn nh ngha v t n vo bng tnh. 9. Crystal Ball tnh li m hnh bi ton trn bng tnh 10. Sau Crystal Ball rt ra mt gi tr t mi d bo v thm n vo th trong cc ca s d bo. Mc d m phng Monte Carlo l mt phng tin v li mt tnh hung thc t, xin lu rng m hnh bng tnh ch c th xp x cc thnh phn ca thc tin. Khi bn kho st bi ton, bn c th loi mt s bin no v thm cc bin khc vo m hnh bng tnh. Hy tip tc iu chnh m hnh cho n khi bn cm thy n m t tnh hung thc t cng chnh xc cng tt. 2.1. Lp m hnh bi ton trn Excel Phn ny chng ta s kho st tnh hung Vision Research nhm tm hiu cc c tnh ca Crystal Ball su hn. Bg tnh Vision Research m hnh ha mt tnh hung thng mi c y tnh khng chc chn (ri ro). Vision Research pht trin ang pht trin mt loi thuc mi c tn m l ClearView dng tr tt cn th. Sn phm mi ny c th pht trin hon chnh v kim nghim kp a ra th trng trong nm ti nu c FDA cng nhn. Mc d thuc c tc

dng tt trn mt vi bnh nhn nhng tng t l thnh cng chung li rt hn ch v Vision Research khng chc FDA c cng nhn sn phm ny hay khng? Vision Research s dng Crystal Ball h tr ra quyt nh hy b d n hoc tip tc pht trin v tip th loi thuc mi ny. D n ClearView l mt s mo him nhiu triu la. Crystal Ball l mt chng trnh h tr ra quyt nh tim nng c thit k loi b nhng phn vn khi cc quyt nh nh vy. Bng tnh Vision Research chng ta c th tm thy trong phn Crystal Ball | Resources | Examples Guide ca chng trnh.

Nhp chut ln lin kt Vision Research m m hnh bng tnh

Cc bc khai bo cho bin ny nh sau: Bc 1. M m hnh bng tnh Vision Research, chn C10 Bc 2. Nhp chut vo nt Define Assumption t ngn Crystall Ball | nhm Define, ca s Distribution Gallery xut hin. Bc 3. Chn nhm All, sau chn kiu phn phi nh thc v nhp nt OK

Bc 4. Ti hp Name bn s thy Crystal Ball hin th tn cho bin C10 l Patients Cured c ly t k bn. Bn khai bo cho hp thoi ny nh sau: Ti hp Probability: nhp vo t l thnh cng l 0.25 hoc 25% u c Ti hp Trials: nhn vo s ln th nghim l 100 Nhn nt Enter xem hnh dng ca phn phi v nhn nt OK hon tt.

Phn phi nh thc: Phn phi nh thc m t s ln xut hin ca mt bin c c th trong mt s ln th nht nh, v d nh s mt nga trong 10 ln tung ng tin. Cc iu kin hnh thnh phn phi nh thc: Vi mi ln th, ch c th xy ra hai kt qu Cc ln th l c lp nhau. iu g xy ra trong ln th th nht s khng nh hng n ln th th hai, Xc sut mt bin c xy ra s khng i t ln th ny n ln th khc.