On the base of stochastic processes with equally probable realizations theory, the randomized trajectories method is developed, which being a tool for forecasting economic parameters values. The method allows to receive specified numerical estimations on the basis of non-numerical ordinal and other additional information on economic parameters. The potential of the method developed is demonstrated by the example of forecasting bond's price dynamics.
Original languageRussian
Pages (from-to)120-131
JournalВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА
Issue number1
StatePublished - 2009

ID: 5022235