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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 2, Pages 188–205 (Mi zvmmf8056)  
This article is cited in 2 scientific papers (total in 2 papers)

Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information

I. A. Kondrakov, A. A. Shananin

Moscow Institute of Physics and Technology, Institutskii per. 9, Dolgoprudnyi, Moscow oblast, 141700 Russia
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Abstract: Problems arising in the analysis of economic data using idempotent analogs of theorems on nonnegative matrices are considered. Examples of such problems arise in the analysis of arbitrage chains in currency markets, in the calculation of economic indexes, and in the Kantorovich–Makarov model. It is shown that algorithms based on idempotent analogs of theorems on nonnegative matrices make it possible to develop a nonparametric method for the analysis of stock and currency markets.
Key words: idempotent analysis, nonnegative matrices, analysis of economic data, nonparametric method for market analysis.
Received: 06.09.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 2, Pages 176–192
DOI: https://doi.org/10.1134/S0965542511020102
Bibliographic databases:
Document Type: Article
UDC: 519.634
Language: Russian
Citation: I. A. Kondrakov, A. A. Shananin, “Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information”, Zh. Vychisl. Mat. Mat. Fiz., 51:2 (2011), 188–205; Comput. Math. Math. Phys., 51:2 (2011), 176–192
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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