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News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences, 2022, Issue 4, Pages 96–114
DOI: https://doi.org/10.35330/1991-6639-2022-4-108-96-114
(Mi izkab498)
 

MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS

Restoration of the event formation process parameters in the economy, set by the algorithmic model

Yu. A. Korablev

Financial University under the Government of the Russian Federation, 143444, Russia, Moscow, 16 Ogarev street
References:
Abstract: . Events in the economy are studied from the point of view of the processes that occur in the sources of these events. Processes can be represented by arbitrary algorithms. The article presents a software implementation in the language of R method for recovering unknown parameters of an algorithmic model of the event formation process. As an example, an algorithmic model from inventory management systems is considered. Based on a sample of events, it is possible to restore the maximum stock and nonstationary demand. An example of further use of the approach is demonstrated, which consists in extrapolating the found parameters to the future, starting the process itself and obtaining a forecast of future events
Keywords: rare events, event formation process, algorithmic model of the process, determination of process parameters, stationary parameters, dynamic parameters, cubic spline, software implementation.
Received: 06.07.2022
Revised: 14.07.2022
Accepted: 28.07.2022
Document Type: Article
UDC: 330.42(045), 51-77(045)
MSC: Primary C1; Secondary C15
Language: Russian
Citation: Yu. A. Korablev, “Restoration of the event formation process parameters in the economy, set by the algorithmic model”, News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences, 2022, no. 4, 96–114
Citation in format AMSBIB
\Bibitem{Kor22}
\by Yu.~A.~Korablev
\paper Restoration of the event formation process parameters in the economy,
set by the algorithmic model
\jour News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences
\yr 2022
\issue 4
\pages 96--114
\mathnet{http://mi.mathnet.ru/izkab498}
\crossref{https://doi.org/10.35330/1991-6639-2022-4-108-96-114}
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