Research output: Contribution to journal › Article › peer-review
МЕТОД РАНДОМИЗИРОВАННЫХ ТРАЕКТОРИЙ В ЗАДАЧАХ ПРОГНОЗИРОВАНИЯ ДИНАМИКИ ЭКОНОМИЧЕСКИХ ПОКАЗАТЕЛЕЙ Randomized Trajectories Method in the Problems of Forecasting Economic Parameters Dynamics. / Михайлов, М. В.; Хованов, Н. В.; Чудовская, Л. А.
In: ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА, No. 1, 2009, p. 120-131.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - МЕТОД РАНДОМИЗИРОВАННЫХ ТРАЕКТОРИЙ В ЗАДАЧАХ ПРОГНОЗИРОВАНИЯ ДИНАМИКИ ЭКОНОМИЧЕСКИХ ПОКАЗАТЕЛЕЙ Randomized Trajectories Method in the Problems of Forecasting Economic Parameters Dynamics
AU - Михайлов, М. В.
AU - Хованов, Н. В.
AU - Чудовская, Л. А.
PY - 2009
Y1 - 2009
N2 - 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.
AB - 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.
M3 - статья
SP - 120
EP - 131
JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ЭКОНОМИКА
JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ЭКОНОМИКА
SN - 1026-356X
IS - 1
ER -
ID: 5022235