Полисценарное прогнозирование в управленческих решениях

Марширов В. В., Марширова Л. Е. В кн.: Необходимость и опыт борьбы работников и профсоюзов за сохранение и развитие производственных кадров. Материалы международной научно-практической конференции (Нижний Новгород, 15 октября 2010 г.). Невинномысск: Издательство Невинномысского института экономики, управления и права, 2011. С. 67-71.

Added: Jul 3, 2012

Особенности кадровых решений как разновидности управленческих

Чилипенок Ю. Ю. В кн.: Социальные преобразования и социальные проблемы: сборник научных трудов. Вып. 13. Н. Новгород: Издательство НИСОЦ, 2010. С. 80-94.

Added: May 29, 2012

Forecasting Russian macroeconomic indicators with BVAR

Demeshev B., Malakhovskaya O. A. Basic research program. WP BRP. National Research University Higher School of Economics, 2015. No. 105.

This paper evaluates the forecast performance of Bayesian vector autoregressions on Russian data. We estimate BVAR models of different size and compare the accuracy of their out-of-sample forecasts with those obtained with unrestricted VARs and RW with drift. We show that many Russian macroeconomic indicators can be forecast by Bayesian VAR more accurately than by competitor models. However, contrary to several other studies, we do not confirm that relative forecast error monotonically decreases with the dimension of the sample. In half of those cases where BVAR appears to be the most accurate model, a small-dimensional BVAR outperforms its high-dimensional counterpart.

Added: Oct 23, 2015

Прогнозирование состояний корпоративной сети центра управления полетами в нейросетевом логическом базисе

Леохин Ю. Л. Качество. Инновации. Образование. 2011. № 12. С. 75-82.

Added: Apr 25, 2012

Wishful Bias in Predicting US Recessions: Indirect Evidence

Smirnov S. V., Avdeeva D. Economics. EC. Высшая школа экономики, 2016. No. 135.

There is evidence in the economic literature that professional forecasters are unsuccessful in predicting recessions, but the reasons for these failures are still not clear. Meanwhile, this phenomenon has been little studied on the basis of quarterly estimates for various target horizons. We analysed quarterly consensus forecasts of real GDP growth rates and probabilities of recession taken from the Survey of Professional Forecasters (SPF) conducted by PhilFed and established several stylized facts including: “alarm signals” usually appear only after cyclical peaks; consensus forecasts of recessions for distant target horizons (more than two quarters) have never met except several quarters after the second oil shock; as a rule, pre-recession probabilities of recessions are much less than 50%; the expected durations of recession are less than actual ones; the Mincer-Zarnowitz test with a dummy for recessions reveals that SPF give biased forecasts of real GDP growth rates for almost all target horizons; experts regularly overestimate growth rates during recessions; adding a dummy for recessions significantly increases adjusted R2s; consensus forecasts clearly signal a recession only after a black swan; the majority of experts avoid predicting declines in real GDP before a recession; depth of contraction is even more underestimated for quarters after black swans. None of these stylized facts proves the unwillingness of professional forecasters to predict recessions (especially prolonged ones) in a direct way. However, in our view, together they constitute indirect evidence for the existence of a wishful bias against predicting recessions. If this bias exists, customers of SPF forecasts should take this into account in their decision-making processes.

Added: May 19, 2016

Информационные технологии в проектировании объектов электронного машиностроения

Васин В. А., Ивашов Е. Н., Кравчук И. С. и др. Кн. 3: Информационная технология в управлении качеством производства материалов на основе углеродных структур. М.: Издательство ГНУ НИИ ПМТ, 2011.

Added: Apr 12, 2012

Черные лебеди и биржа

Алескеров Ф. Т., Егорова Л. Г. Экономический журнал Высшей школы экономики. 2010. Т. 14. № 4. С. 492-506.

Analyzing the reasons of financial crises in the book «The Black Swan» N.N. Taleb concludes that modern economic models badly describe reality for they are not able to forecast such crises in advance. We tried to present processes on stock exchange as two random processes one of which happens rather often (regular regime) and the other one - rather rare. Our answer is that if regular processes are correctly recognized with the probability a bit higher than 1/2, this allows to get positive average gain. We believe that this very phenomenon lies in the basis of unwillingness of people to expect crises permanently and to try recognizing them.

ФИНАНСОВЫЕ КРИЗИСЫ, биржа, пуассоновский процесс, financial crises, Stock exchange, Poisson processes

Added: Oct 13, 2012

Управление инвестициями в развитие филиалов. Рейтинговый подход

Тюрин Д. В. М.: ИНФРА-М, 2012.

Added: Jan 30, 2013

Procurement system for distribution company on global level

Сабаткоев Т. Р., Султанов Р. Р. В кн.: Flexibility and adaptability of global supply chains. СПб.: 2012. С. 147-153.

In this article we describe a system allowing companies to organize an efficient inventory management with 40 suppliers of different products. The system consists of four modules, each of which can be improved: demand planning, inventory management, procurement planning and KPI reporting. Described system was implemented in a real company, specializing on perishable products totaling over 600 SKUs. The system helped the company to increase its turnover by 7% while keeping the same level of services.

Added: Jun 1, 2012

Молодые географы новой России

СПб.: Факультет географии и геоэкологии СПбГУ, 2007.

Added: Oct 30, 2012

Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession: Evidence for Russia

Siliverstov B., Smirnov S. V., Tsukhlo S. KOF Working Papers. KOF. KOF Swiss Economic Institute, 2012. No. 306.

This study investigates usefulness of business tendency surveys in industrial sector for out-of-sample prediction of growth of industrial production in Russia. A special attention is paid to performance of survey-augmented models during the recent Great Recession 2008/2009. Using the real-time data vintages of the index of industrial production in Russia we conclude that the use of surveys positively contributes to boosting forecast accuracy of industrial production compared with forecasts based on a benchmark univariate autoregressive model.

Added: Apr 12, 2013