The essence of MC FLO reduced to the max. See here how easy it is to define correlations, time series, to
value a portfolio, calculate revenues given compounded values....
In the example we show how to derive an investment plan for a machine park using techniques from
predictive analytics. The patterns used can be applied to any investment plan.
Here we show how to calculate the value-at-risk of a portfolio using different time series
processes and taken into account correlations between the titles.