mP Simulator
Realistic backtesting for sound risk assessment and model selection.
The true quality of a forecast only becomes apparent when comparing forecast and actual
measured values – over a representative period. mP Simulator carries out this comparison
automatically: as if you had already been forecasting for twelve months. Before you go live,
you know exactly what you’re dealing with.
The challenge
- It is almost impossible to assess the quality of a forecasting model before it goes live
- Risks associated with new client projects only become apparent when deviation costs arise
- Model comparisons are carried out manually – a time-consuming and non-reproducible process
- Data quality issues within the portfolio often remain undetected until settlement
The solution
- Ongoing forecasting across any historical time periods – fully automated
- Simulation shows, before a contract is signed, whether a new customer is predictable or poses a risk
- Compare multiple forecasting approaches in parallel using historical data – data-driven, not
subjective - Automatic data quality checking: inconsistencies and gaps are systematically identified
Identifying risks before they arise
Watch a demo to find out how mP Simulator highlights your forecasting risks – before they go live.