Project Evaluation and Cash Flow Forecasting by Stochastic Simulation

Project Cash Flow Forecasting: a Mathematical Approach

A proactive approach to project cash flow management relies heavily on the use of a forecasting model that is, on the one hand, capable of generating reasonably accurate forecasts and, on the other hand, offers the flexibility which enables the financial manager to challenge the outcome of the forecast in the direction of corporate financial objectives of the organization. The latter was the su...

Real Estate Project Financial Evaluation Based on Cash Flow Estimation

This paper analyzes the factors influencing cash flows and divides them as certainty factors and uncertainty factors; it mainly discusses the uncertainty factors causing change of cash flow. For the characteristics of uncertainty of cash flows in real estate project, we adopted probability theory and mathematical statistics to balance and estimate the cash flows. Then the computer simulation me...

Project Time and Cost Forecasting using Monte Carlo simulation and Artificial Neural Networks

The aim of this study is to present a new method to predict project time and cost under uncertainty. Assuming that what happens in projects implementation which is expressed in the form of Earned Value Management (EVM) indicators is primarily related to the nature of randomness or unreliability, in this study, by using Monte Carlo simulation, and assuming a specific distribution for the time an...

Case-Based Reasoning for Cash-Flow Forecasting using Fuzzy Retrieval

Case-Based Reasoning (CBR) simulates human way of solving problems as it solves a new problem using a successful past experience applied to a similar problem. In this paper we describe a CBR system that performs forecasts for cash flow accounts. Forecasting cash flows to a certain degree of accuracy, is an important aspect of a Working Capital decision support system. Working Capital (WC) manag...

Estimating And Forecasting Demand For Broad Money In Iran Through Cointegration Analysis And Stochastic Simulation