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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.

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@article{0c686f121b0640df837ca98e85363060,
title = "МЕТОД РАНДОМИЗИРОВАННЫХ ТРАЕКТОРИЙ В ЗАДАЧАХ ПРОГНОЗИРОВАНИЯ ДИНАМИКИ ЭКОНОМИЧЕСКИХ ПОКАЗАТЕЛЕЙ Randomized Trajectories Method in the Problems of Forecasting Economic Parameters Dynamics",
abstract = "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.",
author = "Михайлов, {М. В.} and Хованов, {Н. В.} and Чудовская, {Л. А.}",
year = "2009",
language = "русский",
pages = "120--131",
journal = " ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. ЭКОНОМИКА",
issn = "1026-356X",
publisher = "Издательство Санкт-Петербургского университета",
number = "1",

}

RIS

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