Standard

ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH. / Vyunenko, L.F.; Vorontsovsky, A.V.

PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP: Lappeenranta, Finland, 04-05 октября 2017 г.. Lappeenranta University of Technology, 2017. p. 7-9.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Vyunenko, LF & Vorontsovsky, AV 2017, ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH. in PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP: Lappeenranta, Finland, 04-05 октября 2017 г.. Lappeenranta University of Technology, pp. 7-9, ROW17 – REAL OPTION WORKSHOP, Lappeenranta, Finland, 4/10/17.

APA

Vyunenko, L. F., & Vorontsovsky, A. V. (2017). ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH. In PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP: Lappeenranta, Finland, 04-05 октября 2017 г. (pp. 7-9). Lappeenranta University of Technology.

Vancouver

Vyunenko LF, Vorontsovsky AV. ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH. In PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP: Lappeenranta, Finland, 04-05 октября 2017 г.. Lappeenranta University of Technology. 2017. p. 7-9

Author

Vyunenko, L.F. ; Vorontsovsky, A.V. / ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH. PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP: Lappeenranta, Finland, 04-05 октября 2017 г.. Lappeenranta University of Technology, 2017. pp. 7-9

BibTeX

@inproceedings{a8c730a0cb7c4ea39a387c80e2a9a1c6,
title = "ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH",
abstract = "This paper proposes and explores a model for analyzing and forecasting the development of the economy, formalized as the Cauchy problem for a system of stochastic differential equations. The corresponding computational problem is solved numerically with the Euler-Maruyama method, the random variable being considered as discretized Brownian motion. Stochastic simulation for different scenarios is performed using MATLAB. The simulation results are illustrated with the examples of GDP trajectories for Finland.",
keywords = "KEY MACROECONOMIC INDICATORS, DYNAMIC MODELS, STOCHASTIC SIMULATION, MATLAB",
author = "L.F. Vyunenko and A.V. Vorontsovsky",
year = "2017",
month = oct,
day = "4",
language = "English",
isbn = "978-952-335-148-6",
pages = "7--9",
booktitle = "PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP",
publisher = "Lappeenranta University of Technology",
address = "Finland",
note = "ROW17 – REAL OPTION WORKSHOP ; Conference date: 04-10-2017 Through 05-10-2017",

}

RIS

TY - GEN

T1 - ANALYZING THE DYNAMICS OF KEY MACROECONOMIC INDICATORS – A SIMULATION APPROACH

AU - Vyunenko, L.F.

AU - Vorontsovsky, A.V.

PY - 2017/10/4

Y1 - 2017/10/4

N2 - This paper proposes and explores a model for analyzing and forecasting the development of the economy, formalized as the Cauchy problem for a system of stochastic differential equations. The corresponding computational problem is solved numerically with the Euler-Maruyama method, the random variable being considered as discretized Brownian motion. Stochastic simulation for different scenarios is performed using MATLAB. The simulation results are illustrated with the examples of GDP trajectories for Finland.

AB - This paper proposes and explores a model for analyzing and forecasting the development of the economy, formalized as the Cauchy problem for a system of stochastic differential equations. The corresponding computational problem is solved numerically with the Euler-Maruyama method, the random variable being considered as discretized Brownian motion. Stochastic simulation for different scenarios is performed using MATLAB. The simulation results are illustrated with the examples of GDP trajectories for Finland.

KW - KEY MACROECONOMIC INDICATORS

KW - DYNAMIC MODELS

KW - STOCHASTIC SIMULATION

KW - MATLAB

UR - https://www.elibrary.ru/item.asp?id=35641348

M3 - Conference contribution

SN - 978-952-335-148-6

SP - 7

EP - 9

BT - PROCEEDINGS OF THE ROW17 – REAL OPTION WORKSHOP

PB - Lappeenranta University of Technology

T2 - ROW17 – REAL OPTION WORKSHOP

Y2 - 4 October 2017 through 5 October 2017

ER -

ID: 34933464