mP Simulator

Realistic backtesting for sound risk assessment and model selection.

Automated backtesting over any historical time periods

Risk assessment prior to contract conclusion – automated as part of the quotation process

Data-driven model comparison to determine the best forecasting decision

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.

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