МЕТОД РАНДОМИЗИРОВАННЫХ ТРАЕКТОРИЙ В ЗАДАЧАХ ПРОГНОЗИРОВАНИЯ ДИНАМИКИ ЭКОНОМИЧЕСКИХ ПОКАЗАТЕЛЕЙ Randomized Trajectories Method in the Problems of Forecasting Economic Parameters Dynamics
Research output: Contribution to journal › Article › peer-review
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 language
Russian
Pages (from-to)
120-131
Journal
ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА