The Comparison of Modifications of the Russian Banking System Model with Identification, Using a Method for Solving Inverse Problems
The work is devoted to solving the problem of identification for two versions of the model of the Russian banking system on the available statistical data. To identify the parameters of models, the method of solving the inverse problem for a system of differential equations is used. For calculations, the Runge-Kutta method of order 4 is used, taking into account the features of model systems, the explicit form of which depends on the values of statistical quantities. Identification is performed on statistical data in the period from 2011 to 2017: in the pre-crisis period (2011-2014) and in the period of the crisis of 2014 and after. Calculations and implementation of the algorithm are performed in the computer algebra system Maplesoft Maple.