Туманное будущее российской экономики
The authors present initial results of a study dealing with the scenario forecasting of the Russian economy development in its uncertainty and ambiguity. The Russia’s future now looks very “nebulous” because of the large number of less predictable foreign economic and political risks. But the main factor of uncertainty, which can be characterized as the fundamental, i.e., excluding the possibility of a correct conversion to the risk situation, springs from the well-established resource dependence of the Russian economy over the past half-century. The peculiarity of the study is related to the application of expert-statistical Bayesian method based on non-formalized source of information by the method of peer reviews. The direct object of the study is to evaluate the probability of the basic scenario of the Russian economy in the long term and in a broader sense it solves a problem of identifying the conditions, which will be required for the realization of favorable scenarios and will be able to prevent adverse ones. According to the results of the two phases of the study conducted in 2014 and 2015, most experts appreciate the likelihood of further development of the country on the way of creating a “resource superpower” with the risk of fi nding itself on the “periphery of the world”, because there is the slightest difference between the two scenarios. Trying to build a “resource superpower” without precisely formulated transparent terms and conditions, we may not cope with the threats and challenges and become a raw material appendage of the “world-economy”.
The actuality of scenario forecasting of economy of Russia is stipulated by the importance of timely assessment of the situation in the country and crisis prevention actions. The goal of the researchis definition of outlook for the development of economy of Russia on the basis of scenario forecasting. The basis of the expert and statistical Bayesian method are basic scenarios of the development of economy; problem situations, resolution events. Forecasting is based on four pillars - formation of basic scenarios; description of problem situations and related events; expert assessment of realization of events (experts - doctors of sciences); calculation of chances of a scenarios of parameters of model. Following the analysis of the current trends, 18 issues, each resolved by 5 events, are revealed. The experts assessedprior and posterior odds of the events of the revealed issues. Formal and statistical check of competence of the experts was carried out on the basis of the hierarchy analysis method by T. Saati. The generalized assessments of the experts are counted. The order of solution of the issues is defined in a random manner, the choice of the event is modeled by the Monte-Carlo method, theprobabilities of scenarios for the obtained chainare calculated stepwise. Procedures are repeated many times for achievement of stable values. Following the modeling process, the results of the forecast are obtained.
Abstract. This article describes a mathematical model designed to predict the box office of movies. The model is based on a neural network trained on data about films obtained from open sources. Computer experiments were performed by the method of “freezing”: with the help of a neural network calculations were performed with a gradual change in the value of one of the input parameters of the model, while the remaining input parameters were not changed. It is established that the size of the film budget has the greatest impact on the amount of box office among all other input parameters. However, its impact is not always positive. It is established that the United States, as a country that takes part in the production of the film, is able to have the greatest impact on box office compared to other countries. According to the research the duration of the film to varying degrees can affect the amount of box office. Moreover, the power of influence depends on such a factor as the genre of the film. As a rule, the power of this influence increases with the increasing semantic load of the film. The practical value of the study is that the created mathematical model can be used to optimize costs when planning the production of new films.
This article is devoted to the method of creating an intelligent neural network system. Unlike existing similar systems, the proposed system does not require frequent updates, because it is able to adapt itself to the constantly changing state of the economy and to the peculiarities of a particular region. Besides, the proposed system allows performing scenario forecasting of regional real estate markets depending on virtually changing economic parameters such as the dollar rate, the market price of oil, gross domestic product and gross regional product, the volume of housing construction in the region, the parameters of the state’s credit policy, etc.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.