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 оригиналарусский
Страницы (с-по)120-131
ЖурналВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА
Номер выпуска1
СостояниеОпубликовано - 2009

ID: 5022235