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Построение кросс-корреляционных зависимостей при прогнозе загруженности железнодорожного узла
Машинное обучение и анализ данных. 2013. Т. 1. № 5. С. 503-516.
The problem of detecting causal relationships between time series is studied. The authors propose a forecasting model that considers detected relationships. The model is aimed to forecast the utilization of a railway junction station. The model relies on the history of a junction station utilization as well as on the time series for the main financial instruments and regulations. Expert’s assessments are used to construct the model. A method that evaluates plausibility of the expert’s assessments is proposed. The method is illustrated with the Russian Railways data.
Keywords: прогнозирование
Klemashev N., Шананин А. А., Journal of Inverse and Ill-posed problems 2016 Vol. 24 No. 4 P. 367-391
According to Pareto's theory of consumer demand a rational representative consumer should choose their consumption bundle as the solution of mathematical programming problem of maximization of utility function under their budget constraint. The inverse problem of demand analysis is to recover the utility function from the demand functions. The answer to the question of solvability ...
Added: March 5, 2019
Afanasyev A. A., Экономика и математические методы 2017 Т. 53 № 4 С. 26-35
This study is devoted to forecasting the Russian Gazprom natural gas production from the Tyumen region's fields and its production potential under in the context of the Russian economy crises and foreign economic restrictions that has been occurred since 2014, including a reduction in external and domestic demand for all Russian natural gas as well ...
Added: August 31, 2017
Inverse problems in Pareto’s demand theory and their applications to analysis of stock market crises
Klemashev N., Shananin A. A., Zhang S., Journal of Inverse and Ill-posed problems 2016 Vol. 26 No. 1 P. 95-108
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 ...
Added: March 5, 2019
Afanasyev A. A., Газовая промышленность 2014 № 716 С. 37-41
This paper proposes econometric models built around a dummy-variable production function, aiming to assess future Gazprom’s natural gas production across Tyumen fields. The effort targets feasible accuracy improvements with these projections over the post-crisis period. The dummy variable is introduced into the production function here specifically for 2009 when sharp production declines were reported, to ...
Added: November 10, 2014
Хабров В. В., Вопросы статистики 2011 № 11 С. 44-52
Построение эффективных портфелей на основе средне-дисперсионного анализа Марковица предполагает, что ряды доходностей активов являются стационарными. В данной статье рассматривается практическая реализация построения эффективных портфелей для случая, когда доходности активов не только являются стационарными временными рядами, но и подчинены определенному процессу ценообразования.
Поиск оптимальных портфелей осуществлялся на основе решения оптимизационной задачи, относящейся к классу задач выпуклого программирования. ...
Added: March 4, 2013
Radionova M. V., Фролова Н. В., Чичагов В. В., Пермь : Пермский государственный университет, 2011
Пособие подготовлено авторами на основе опыта преподавания эконометрики для студентов экономических факультетов ПермГНИУ и НИУ ВШЭ – Пермь. В учебном пособии изложены основные сведения по разделам курса «Эконометрика». Помимо необходимого теоретического материала приведено много примеров практического применения теоретических результатов. Большое количество практических примеров, приложений и статистических таблиц, а также заданий для самостоятельной работы студентов призвано ...
Added: February 5, 2013
Yasnitsky L., Ясницкий В. Л., Имущественные отношения в Российской Федерации 2017 Т. 186 № 3 С. 68-84
Developed complex economic and mathematical models of mass valuation of residential real estate of cities of Yekaterinburg and Perm, which take into account both construction and operating parameters of the apartments, and the changing economic situation in the country and the world. Study models showed that the increase in new housing in Yekaterinburg, 4% in ...
Added: December 12, 2017
Grinin L. E., Tsirel S. V., Korotayev A., Technological Forecasting and Social Change 2015 Vol. 95 P. 294-308
The role of China in the world economy is constantly growing. In particular we observe that it plays more and more important role in the support of theworld economic growth (as well as high prices of certain very important commodities). In the meantime the perspectives of the Chinese economy (as well as possible fates of ...
Added: October 25, 2014
Kryuchkov M., Rusakov S. V., Управление экономическими системами: электронный научный журнал 2014 № 72
The paper describes a method of constructing mathematical models for systems of investment decisions. It covers the following types of derivatives: futures, binary options, financial bets. In each case, the input parameters of the model are the values of the derivative observed in the past and broker estimate of market opinion. Decision support is proposed ...
Added: January 22, 2015
Afanasyev A. A., Экономика и математические методы 2017 Т. 53 № 2 С. 50-65
The author proposes a modification of a computable simulation model for money circulation in the Russian economy developed in the Laboratory of social simulation CEMI together with academician V.L. Makarov and researcher A.A. Losev due to disaggregation of a block “Oil and gas industry” agent on the two modified model block – a block “Exploration of oil ...
Added: July 12, 2017
Arkhipova M., Друкеровский вестник 2015 № 3 С. 5-17
The paper presents the results of studying the innovation activity of small enterprise in Russia. It has been shown that even for relatively low level of innovative processes the competitiveness of products and services and the technological efficiency of small enterprise is significantly higher than the mean level in Russian economy. The regression analysis and ...
Added: February 19, 2016
Астраханцева И. А., Кутузова А. С., Astrakhantsev R., Научные труды Вольного экономического общества России 2019 Т. 218 № 4 С. 481-488
The Article is focused on a problem of forecasting demand for cash money in ATMs of a commercial Bank. The solution of the forecasting problem let us optimize the processes of liquidity management, cash management and ATM service by the collection service. The method of machine learning - neural network-is used to obtain the forecast ...
Added: January 16, 2020
Korotayev A., Sadovnichii V. A., Askar Akaev, European Physical Journal: Special Topics 2012 Vol. 205 No. 1 P. 355-373
The article considers dynamic processes involving non-linear power-law behavior in such apparently diverse spheres, as demographic dynamics and dynamics of prices of highly liquid commodities such as oil and gold. All the respective variables exhibit features of explosive growth containing precursors indicating approaching phase transitions/catastrophes/crises. The *rst part of the article analyzes mathematical models of demographic ...
Added: March 7, 2013
Ratnikova T. A., Туфанова Л. П., Вестник Костромского государственного университета им. Н.А. Некрасова 2012 Т. 18 № 6 С. 190-193
Currently, transportation sector is the largest and the most rapidly growing oil consumer: over a half of world oil is refined into automobile fuel. This research presents panel data analysis over the period 2000- 2010 and a single econometric specification that may be applied in each Russian region from a sample. The model provides the ...
Added: November 29, 2013
Yurashev V. V., Шелест И. В., Практический маркетинг 2007 № 126 С. 22-25
Added: March 24, 2013
Afanasyev A. A., Газовая промышленность 2010 № 14 (654) С. 16-26
В своей работе «Прошлое – будущему» академик Д.С. Лихачев писал: «Каждый ученый должен обладать благодарностью к предшественникам, уважением к современникам и ответственностью перед будущими учеными. Тогда его дело будет многолетним на земле» [1, c. 573]. Это высказывание становится все актуальнее сегодня, и особенно для такой области, как прогнозирование, где нельзя обойтись без учета прошлого, анализа ...
Added: February 4, 2013
Arkhipova M., Arkhipov K., Новочеркасск : Южно-Российский государственный политехнический университет (НПИ) имени М.И. Платова, 2016
Сборник статей "Друкеровский вестник" посвящен инновационному развитию российской экономики. В нем собраны статьи ведущих российских и иностранных ученых, посвященные анализу национальных инновационных систем, использованию методов принятия решений в развитии предприятий и отраслей, инновационному развитию региональной экономики и др. ...
Added: March 5, 2017
Aleskerov F. T., Piontkovski D., Ersel H., Dordrecht, L., Heidelberg, NY : Springer, 2011
The main aim of the book is, naturally, to give students the fundamental notions and instruments in linear algebra. Linearity is the main assumption used in all fieldsof science. It gives a first approximation to any problem under study and is widely used in economics and other social sciences. One may wonder why we decided ...
Added: September 11, 2011
Астафьева Е., Турунцева М., Баева М. et al., Научный вестник ИЭП им. Гайдара.ру (электронный журнал) 2015 № 5(87) С. 3-32
В статье представлены расчеты прогнозных значений различных экономических показателей Российской Федерации в июне–ноябре 2015 г., построенные на основе моделей временных рядов, структурных эконометрических уравнений и моделей, построенных с использованием результатов конъюнктурных опросов. ...
Added: October 20, 2015
Penikas H. I., Andrievskaya I. K., Model Assisted Statistics and Applications 2012 Vol. 7 No. 4 P. 267-280
According to the strategy of the banking system development until 2015, the Central Bank of Russia is going to implement Basel II Internal-Ratings-Based (IRB) approaches in 2015, while Basel III is planned to be introduced in full starting from 2019. Taking into account the effects of the Basel II regulation during the crisis 2008-2009, in ...
Added: November 6, 2012
Bessonov V. A., Вопросы статистики 2017 № 4 С. 22-37
Information and communication technology has reached a level of development that official sites of statistical offices and information resources stored on them has become the major channel for the distribution of statistical data. Therefore issues related to dissemination of statistical information should now be discussed in the context of internet-based databases, i.e. information and ...
Added: April 25, 2017
Polyakov K. L., Московский государственный институт электроники и математики, 2012
Рассматривается использование методов регрессионного анализа при решении количественных задач в экономике. Приводится ряд теоретических результатов, необходимых для освоения других разделов эконометрики.
Для студентов старших курсов, имеющих хорошую математическую и экономическую подготовку, аспирантов, а также инженеров, применяющих на практике методы регрессионного анализа. ...
Added: March 16, 2013
Yasnitsky L., Пермь : Пермский государственный национальный исследовательский университет. – Электронные данные. , 2020
The collection contains materials from the international conference "Intelligent systems in science and technology" and the Sixth all-Russian scientific and practical conference "Artificial intelligence in solving urgent social and economic problems of the XXI century", which was held on October 12-18, 2020 in Perm as part of the Perm natural science forum "Mathematics and global ...
Added: December 4, 2020
Шевяков А. Ю., Zharomsky V., Мигранова Л. А. et al., М. : ИСЭПН РАН, 2009
Added: April 16, 2013