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К вопросу оценки адекватности имитационных моделей банковских бизнес-процессов

Rumyantsev, Mikhail I. - 2010

This paper presents an overview of some general concepts and techniques of an adequacy estimation of simulation models of the banking business processes. A proposal on specific requirements for computer simulation models to banking activity re-engineering and optimization is formulated.

Persistent link: https://www.econbiz.de/10015237965

Изоморфизм и гомоморфизм в имитационном моделировании

Rumyantsev, Mikhail I. - 2011

The paper deals with the role of the isomorphism and homomorphism in the theory and practice of simulation. These concepts are considered as a methodological framework for models adequacy evaluation and for their suitability extent estimation to the study and improvement of economic systems,...

Persistent link: https://www.econbiz.de/10015237989

Параллельные вычисления в математическом моделировании региональной экономики // Параллельные вычислительные технологии - 2007. Труды первой международной научной конференции. Челябинск: Изд-во Южно-Уральского государственного университета, 2007. C.140-151.

Olenev, Nicholas - 2006

Parallel calculations on modern multiprocessing technics open new opportunities in application of mathematical models for research ekonomy of region. Use of normative models was limited to complexity of their identification due to a lot of unknown parameters. In work the technique of...

Persistent link: https://www.econbiz.de/10015255554

Обзор основных подходов к использованию моделей с меняющимися во времени параметрами в макроэкономическом моделировании (Main Approaches to the Use of Time-Varying Parameter Models in Macroeconomic Modeling)

Kazakova, Maria V - 2021

Russian Abstract: Оценка моделей с изменяющимися во времени параметрами нашла широкое распространение в макроэкономических исследованиях, реализуемых в течение...

Persistent link: https://www.econbiz.de/10013323430

Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk

Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

Persistent link: https://www.econbiz.de/10009190191

Investigation of cointegration of oil prices and Russian market indices

Alexeev, Alexander Gennadievich - Department of Economics, European University at St. … - 2010

We perform an econometric analysis of cointegration of the Brent oil price and general and industrial indices of the …. It is interesting to note that a cointegration between the oil price and industrial RTS index is not detected. A … cointegration between the oil price and the general indices is found both for the RTS and the MICEX, and in both cases it is …

Persistent link: https://www.econbiz.de/10008794572

Oil price influence on Russian macroeconomic indicators

Podkorytova, Olga; Chigvintseva, Tatiana Andreevna - Department of Economics, European University at St. … - 2010

We investigate macroeconomics effects of an oil price in Russia in 2000-2010. We find long-run relations associating the oil price, the GDP, the CPI and the interbank interest rate. (in Russian)

Persistent link: https://www.econbiz.de/10008794574

Структура экономического роста : внешний спрос в первом квартале 2021 г. (Structure of Economic Growth: External Demand in Q1 2021)

Volovik, Nadezhda; Izryadnova, Olga - 2021

Russian Abstract: Особенностью восстановления российской экономики в первом квартале 2021 г. стала опережающая динамика роста внешнеторгового оборота и инвестиций в...

Persistent link: https://www.econbiz.de/10013212484

Географическая Концентрация Советской Промышленности : Сравнительный Анализ (Geographical Concentration of the Soviet Industry: Comparative Analysis)

Kofanov, D - 2015

Russian Abstract: В этой работе мы изучаем географическую концентрацию отраслей промышленности в Советском Союзе. Распределение экономической активности в...

Persistent link: https://www.econbiz.de/10013014061

Международное сотрудничество : страны Восточного партнерства (International Cooperation: Eastern Partnership Countries)

Volovik, Nadezhda; Izryadnova, Olga - 2022

Russian Abstract: В последние годы наблюдается сокращение доли стран СНГ в общем объеме российской внешней торговли. Расширить свое влияние на их рынки стремятся...

Persistent link: https://www.econbiz.de/10013306103