Приведены соображения о том, что положения линейной алгебры адекватны отображению баланса стоимостных потоков экономической системы. В зависимости от ее...

Systemic risk remains a major concern to policymakers since widespread defaults in the corporate and financial sectors could pose substantial costs to society. Forward-looking measures and/or indicators of systemic default risk are thus needed to identify potential buildups of vulnerability in...

This paper reviews the international business cycle among Group of Seven (G-7) countries since 1973 from two angles. An examination of business cycle synchronization among these countries using simple descriptive statistics shows that synchronized slowdowns have been the norm rather than the...

In this paper we develop algorithms to solve macro econometric models with forward-looking variables based on Newton method for nonlinear systems of equations. The most difficult step for New-ton methods represents the resolution of a large linear system for each iteration. Thus, we compare the...

Thermal load calculation based on dynamic models is widely used in simulation software and it is the method recommended by ASHRAE (American Society of Heating, Refrigeration and Air-Conditioning Engineers) and CEN (European Committee for Standardization, in French: Comité Européen de...

State the reasons that the situation in linear algebra adequate to display the balance of cost flows of the economic system. Depending on its structure and quantitative indicators - the situation is favorable, or the opposite - creates a very negative effects. In other words, the payment has its...

Our study contains application of Latent Semantic Indexing on financial crises prediction. Hypothesis to test was that equity markets are able to predict even sharp changes in monetary policy during a quarter ahead of such a change (which was searched during two quarters that followed). This...

Nowadays, the paradigm of parallel computing is changing. CUDA is now a popular programming model for general purpose computations on GPUs and a great number of applications were ported to CUDA obtaining speedups of orders of magnitude comparing to optimized CPU implementations. Hybrid...

Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: economics, scientific computing, computer vision, databases, data mining. GPUs are high performance many-core processors that can obtain very high FLOP rates. Since the...

The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison...