Аннотация
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.
Язык оригинала | русский |
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Страницы (с-по) | 120-131 |
Журнал | ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА |
Номер выпуска | 1 |
Состояние | Опубликовано - 2009 |