• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Article

Inverse problems in Pareto’s demand theory and their applications to analysis of stock market crises

Journal of Inverse and Ill-posed problems. 2016. Vol. 26. No. 1. P. 95-108.
Klemashev N., Shananin A. A., Zhang S.

We develop an approach to analysis of stock market crises based on the generalized nonparametric method. The generalized nonparametric method is based on solvability and regularization of ill-posed inverse problem in Pareto's demand theory. Our approach allows one to select a few companies that may be considered as the main reason for the crisis. We apply this approach to study the Chinese stock market crash in 2015.