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Прогнозирование банкротства предприятий с применением статистических методов
Journal of International Scientific Publications: Economy & Business. 2012. Т. 6. № 5. С. 40-59.
In the paper an approach to forecasting of probability of companies bankruptcy is proposed. The approach is based on retrospective dynamics of changes in financial position of a company. A model for estimation of bankruptcy probability is developed. Typical scenarios of changes in financial position during few years before bankruptcy are described. Time horizons of bankruptcy probability forecasting, depending on the scenario of changes in financial position, are defined.
Research target:
Economics and Management
Language:
Russian
Lozinskaia A. M., Жемчужников В. А., Perm University Herald. Economy 2017 Vol. 12 No. 1 P. 49-60
The ability to predict the dynamics of financial instruments is an important topic for financial market players. In the context of large and heterogeneous information, there is a need to use effective methods to data processing for management decision-processing. In particular, machine learning techniques are becoming very popular in financial modeling. The aim of this ...
Added: December 24, 2016
Bogdanova T., Мамедова С. В., В кн. : Системное моделирование социально-экономических процессов: труды 37-ой Международной научной школы-семинара, г. Сочи, 30 сентября - 5 октября 2014 г. : Воронеж : Воронежский государственный педагогический университет, 2014. С. 227-230.
One of the most important criteria for selection of partners for the enterprise is the solvency of the entity. Insolvent Corporation does not attract any contractors or investors, as the interaction with them risk to lose their own money and resources. Although the insolvency does not always lead to bankruptcy or liquidation of the enterprise, ...
Added: December 23, 2015
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
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
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
Fomin A., Инвестиции и инновации 2012 № 3 С. 110-114
В настоящей статье представлен подход к моделированию динамики фармацевтического рынка. Подход основан на применени моделей системной динамики. Показан процесс применения многомерной модели для вычисления равновесных спроса и цен на лекарственные препараты с учетом различных внешних факторов и механизма государственного регулирования рынка. Разработанная равновесная модель реализована с использованием системы имитационного моделирования Powersim. ...
Added: December 6, 2012
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
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
Кирюшин С. А., Вестник экономической интеграции 2012 № 9(53) С. 56-64
In article value of network cooperation of links logistic systems is stated and the key directions of changes of branch structure taking into account international practice and interbranch specifics are reflected, the main terms are defined, components of cumulative efficiency of cooperation of links logistic systems are allocated and the mathematical model of minimization of ...
Added: December 17, 2012
Khachatryan N., Kravchenko T. K., Akopov A. S. et al., Аудит и финансовый анализ 2016 № 3 С. 128-133
This work is devoted to the analysis and forecasting of the main indicators of the Russian stock market ‒ the indices of the Russian Trading System and the Moscow Interbank Currency Exchange. Autoregressive models with distributed lags describing the behavior of these indices are constructed. On the basis of the proposed models, a retrospective forecasting ...
Added: June 26, 2016
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
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
Pokryshevskaya E. B., Antipov E. A., Economics Bulletin 2011 Vol. 31 No. 3 P. 2521-2528
In this paper an approach for automatic detection of segments where a regression model significantly underperforms and for detecting segments with systematically under- or overestimated prediction is introduced. This segmentational approach is applicable to various expert systems including, but not limited to, those used for the mass appraisal. The proposed approach may be useful for ...
Added: October 4, 2012
Svetunkov S., Чанцалмаа Б., Экономика и предпринимательство 2015 № 4 (ч.1) С. 486-488
Article considers problems of an assessment of efficiency of company’s activity on the basis of complex indicators of production results and resources. Tools of complex-valued economy – the new scientific direction having the theory of functions of complex variables as the basis – are used to modeling of economic dependences. The properties of exponential production ...
Added: June 5, 2015
М. : ИПУ РАН, 2014
Электронное издание является сборником материалов международной научно-практической конференции "Теория активных систем" (ТАС-2014) ...
Added: January 26, 2015
Saritas O., Dranev Y., Chulok A.A., Foresight 2017 Vol. 19 No. 5 P. 473-490
Purpose
Dynamic changes in the world bring challenges for making long-term future-oriented policy and strategy. A number of recent developments like drops in oil prices, increasing global conflicts, mass immigration, and economic stagnation have had disruptive effects on long-term policies and strategies. This new fast-changing landscape requires approaches and tools, which may help to practice adaptive ...
Added: September 12, 2017
Solodovnikov V. V., Логистика и управление цепями поставок 2016 № 1 (72) С. 14-30
The paper analyses the demand planning process from supply chain management perspective. The place of the analyzed process in SCOR and GSCF models is investigated. Main steps of the process are clarified: analysis and preparation of historical data; statistical forecasting; manual expert correction of the forecast; forecast verification and confirmation; quality monitoring of forecast and ...
Added: February 29, 2016
M. : Association of graduates and employees of AFEA named after prof. Zhukovsky, 2018
The materials of The International Scientific – Practical Conference is presented below.
The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
It is interesting for a wide range of researchers, teachers, graduate students and professionals in the field of innovation and information technologies. ...
Added: May 24, 2018
Ekaterina V. Rumyantseva, Kirill K. Furmanov, Business Informatics 2021 Vol. 15 No. 1 P. 7-18
The problem of assessing out-of-sample forecasting performance of event-history models is considered. Time-to-event data are usually incomplete because the event of interest can happen outside the period of observation or not happen at all. In this case, only the shortest possible time is observed and the data are right censored. Traditional accuracy measures like mean ...
Added: June 14, 2021
Antipov E. A., Pokryshevskaya E. B., Expert Systems with Applications 2012 Vol. 39 No. 2 P. 1772-1778
To the best knowledge of authors, the use of Random forest as a potential technique for residential estate mass appraisal has been attempted for the first time. In the empirical study using data on residential apartments the method performed better than such techniques as CHAID, CART, KNN, multiple regression analysis, Artificial Neural Networks (MLP and ...
Added: October 4, 2012
М. : МИЭМ НИУ ВШЭ, 2013
The materials of The Second International Scientific – Practical Conference is presented below. The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
Digest of Conference materials is presented in 4 parts. It is interesting for a wide range of researchers, teachers, graduate ...
Added: April 18, 2013
Ozhegov E. M., Ars Administrandi 2010 № 3 С. 47-54
In this paper was made a view over existing disadvantages of a legislative fixed regional departmental targeted socio-economical development programs efficiency estimation system, based on indicative indexes. To eliminate identified defects, the authors propose a new approach on an efficiency estimation system of economical segment programs design. An approach is based on principles of government ...
Added: November 23, 2012
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
Khasyanova S. Y., Проблемы управления 2017 № 4 С. 37-44
This research is devoted to the investigation of the changes in the nature of the largest Russian banks policies regarding the control of risks and capital adequacy caused by the implementation of the new international business standards. The dynamic analysis of indicators used by banks internally for the capital adequacy assessment was performed within this ...
Added: November 27, 2017