Economics and the Mathematical Methods最新文献

{"title":"Agent-based modeling for a complex world. Part 2","authors":"V. Makarov","doi":"10.31857/s042473880020009-8","DOIUrl":"https://doi.org/10.31857/s042473880020009-8","url":null,"abstract":"The main goal of this paper is to summarize selected developments in the field of artificial societies and agent-based modeling and to suggest, how this fundamentally new toolkit can contribute to solving some of the most complex scientific and practical problems of our time. The entire field of agent-based modeling has expanded dramatically over the last quarter century, with applications across a remarkable array of fields, at scales ranging from molecular to global.The models described in this paper are a small part of worldwide scientific and practical developments in the field of agent-based modelling and related areas. We have attempted to give an impression of the vast range of application areas (epidemiology, economics, demography, environment, urban dynamics, history, conflict, disaster preparedness), scales (from cellular to local to urban to planetary), and goals (simple exploratory models, optimization, generative explanation, forecasting, policy) of agent-based modeling. Agent-based models offer a new and powerful alternative, or complement, to traditional mathematical methods for addressing complex challenges.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123339659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On the monograph by Irina V. Novikova “Strategic development of labor resources in the Russian Far East”","authors":"A. Bakhtizin","doi":"10.31857/S042473880012447-0","DOIUrl":"https://doi.org/10.31857/S042473880012447-0","url":null,"abstract":"","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124601695","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Towards the theory of general economic equilibrium","authors":"V. Danilov","doi":"10.31857/s042473880020012-2","DOIUrl":"https://doi.org/10.31857/s042473880020012-2","url":null,"abstract":"The paper proposes a model of general economic equilibrium, when some firms can influence prices by their actions. Their primitives (that is, the description of production, distribution, and consumption) of the proposed model are the same as those of the Arrow–Debreu model. The difference lies in the behavior of oligopolistic firms: it is assumed that they (as in the original Cournot model) assign their production plans. The main innovation is the description of the decision-making process on production plans by oligopolistic firms. In previous models, it was assumed that oligopolistic firms seek to maximize profits at current prices. Here, a more natural assumption is made that oligopolistic firms make decisions about production plans through a vote of shareholders. It is shown how the Arrow–Debreu model can be modified to account for this circumstance. The concept of Condorcet–Cournot–Walras equilibrium is introduced, combining the ideas of these three classics. The question of the existence of equilibria is discussed. A simplified version of the model is also considered, in which each firm is owned by one agent. The simplification is that there is no need to turn to the voting.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"59 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132751469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Logical-linguistic method for assessing the risk of specialized lending (on the example of project financing)","authors":"Anna Krasavtseva","doi":"10.31857/s042473880020295-3","DOIUrl":"https://doi.org/10.31857/s042473880020295-3","url":null,"abstract":"Credit risk assessment is associated with uncertainty of many factors which are hard to describe mathematically. This reduces the probability of success of specialized lending as well. Among the various risk assessment methods suitable for specialized lending risk assessment, it’s possible to single out a scenario approach that uses the methods of fuzzy set theory to calculate the values of membership functions. However, the problem of ranking the set of project implementation scenarios for which a loan is requested is not studied enough. Despite the existing technical difficulties of risk factors management, the ranking of the risks of project implementation can be carried out by comparing with the ones from the database using the logical-linguistic classification method. The purpose of the study is to develop new methods of credit risk assessment based on the logical and linguistic classification of specialized lending projects as well as algorithms for assessing the credit risk of the project with determining its rating. The definition of a Project is used according to the concept of Project Finance as one of the classes of specialized lending. Methods: the assignment of weight factors for all subclasses of credit requirements, the assignment of risk levels for all values of the types of criteria, introduction of a table of the risk value assessment or the creditworthiness of the project, the formation of a database of reference attribute strings for all classes of projects, generating attribute strings for the analyzed project, assigning the analyzed project to the benchmark using the logical-linguistic classification method, assigning risk degree values for the analyzed project for all values of the criteria (attribute) types of the selected reference project, calculating the credit risk assessment of the analyzed project and determining the rating of the analyzed project for decision making. Results: based on the proposed risk assessment method, an algorithm for calculating the risk assessment of lending to the analyzed project with determining its rating was developed. Practical significance: the results of the research can be used in the development of computer program allowing to accelerate risk assessment of project financing.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"59 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125616412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Forecast of anaemia prevalence in the regions of Russia using the agent-based model","authors":"A. Mashkova","doi":"10.31857/s042473880018351-5","DOIUrl":"https://doi.org/10.31857/s042473880018351-5","url":null,"abstract":"In the article development of the agent-based model of anemia prevalence in Russia is discussed. The structure of the model is presented, which includes agents-residents, food producers and sales agents. For each actor in the model, algorithms have been developed that determine their interactions. For food producers, their purchases, sales, production process and dynamics of investments in equipment are simulated. Simulation of sales agents includes the assortment formation and product prices, taking into account transport and trade margins. Households form their diet based on their income, composition, traditions and habits. The expected dynamics of anemia is modeled depending on the quality of the received food and the current stage of the disease. The article also discusses program realization and information support of the model, the user interface is presented. Three scenarios of the dynamics of the socio-economic environment of the model are formalized, taking into account epidemiological and external economic risks. A series of calculations was carried out to predict the dynamics of anemia prevalence under conditions of the developed scenarios. A program of subsidizing low-income families was proposed and its influence on availability of a balanced diet and anemia prevalence among Russian residents was studied.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115765795","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Network economy as a socio-economic model","authors":"E. Ustyuzhanina","doi":"10.31857/s042473880018967-2","DOIUrl":"https://doi.org/10.31857/s042473880018967-2","url":null,"abstract":"The paper analyzes fundamental changes in the economy that take place nowadays as a result of digitalization and globalization of economic relations. The research hypothesis of the paper is a suggestion of the crucial role of transformation processes which can be compared to the Industrial Revolution. The research methods are: historical analysis, institutional analysis as well as systems analysis. The author tries to separate technological, economic and institutional dimensions of economic development. These dimensions center around such concepts as “type of the economy” (technological dimension), “socio-economic model” (economic dimension) and “mode of production” (institutional dimension). The author shows that the industrial type of economy corresponds to the market economic system that can develop under different modes of production — capitalism and statism. Likewise, the digital type of economy corresponds to the network economic system, the basis features being division of labour, direct long-term cooperation and information links between economic agents, trust-based relationships and interdependence. Special emphasis is made on transformation of basic institutions of the market economy as well as transition to the network economy. The author shows that such basic laws of the market economy as pricing, distribution of economic surplus and control over economic activity are no longer valid.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124034207","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On the Spatial Dimension of General Equilibrium","authors":"A. Nekipelov","doi":"10.31857/s042473880019631-3","DOIUrl":"https://doi.org/10.31857/s042473880019631-3","url":null,"abstract":"Problems related to the spatial aspects of economic development are considered within the framework of such scientific disciplines as \"regional economy\", \"spatial economy\", \"new economic geography\", \"theory of international trade\" mainly from the point of view of partial analysis. The article proposes a \"basic model\" designed to integrate the spatial dimension into the theory of general equilibrium in relation to a simple exchange economy. Its analysis shows why the choice by economic agents of the place of residence and production activities is as important as the selection of the field of specialization. Key modifications in the functional relationships of the main economic variables linked to the spatial dimension of economic activity are formulated. At the same time, it is shown that the effects of the social division of labor, identified using the \"basic model\", are potential, since the model ignores huge transaction costs that inevitably accompany the interaction of partially rational economic agents. That is why anchoring in space of the place of transactions, which is the result of experience, becomes a natural way of adapting institutional conditions to the real abilities of economic agents to receive and process information. And these adjustments, in turn, lead to changes in the toolkit of the market mechanism – in particular, adding to it rent by location.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125480571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"An overview of different approaches to the interpretation of “Needham's Grand Question”","authors":"Yu Changlin","doi":"10.31857/s042473880018316-6","DOIUrl":"https://doi.org/10.31857/s042473880018316-6","url":null,"abstract":"The development of science and technological innovations are important factors of the economic prosperity of any country. After many centuries of advanced scientific and technological progress China had been retarding European countries for several centuries both in the field of basic scientific and technological researches. The article focuses on systematisation and analysis of scientists’ opinions on \" Needham's Grand Question \" that is formulated in the form of two interrelated questions: \"Why was the Chinese civilization more successful than the Western one in acquiring natural knowledge and applying it to the needs of human practice since I until the 15th century AD?\" and \"Why science has been developing in European civilization, but not in Chinese (or Indian) ones since the 16th century?\"\u0000The article offers the explanation of that phenomenon which is given by Chinese and foreign scientists. The explanation can be divided in three types: the mental characteristics of Chinese society (an organic understanding of nature, excessive respect for traditions, the philosophy of spirituality in combination with applied pragmatism, contempt for physical labor), environmental factors (vast territory, favorable climate, limited access to the sea) and institutional structure (a rigid estate-bureaucratic system with clearly built social elevators, a system of imperial examinations, academic stagnation).","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122030426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Determination of parameters for the formation process of rare events in the economy for their subsequent forecasting","authors":"Yu. D. Korablev","doi":"10.31857/s042473880020016-6","DOIUrl":"https://doi.org/10.31857/s042473880020016-6","url":null,"abstract":" \u0000The article presents a method for determining unknown parameters of the process that forms rare events in the economy.The idea behind the study of rare events in economy is to consider these events not just from a statistical point of view, but from the point of view of the processes that form these events, moreover, as well as a process can be an arbitrary algorithm. Such an event generation process will use parameters, which can be static or dynamic. For example, if we consider the consumption process, which forms discrete purchases of an uncontrolled customer, then such parameters can be the maximum stock and a dynamically changing consumption rate. In general, the process can be arbitrary and possess various parameters. The task is to determine these parameters of an unknown process obtaining only a sample of rare events. The idea of the method is to minimize the loss function, which is determined based on the differences between the events generated during the operation of the process and events from the initial sample of observations. Each event, in addition to the time of occurrence, is also characterized by additional information, for example, the purchase volume. We are trying to find out such parameters of such a process that would allow us to get a very similar sample of events. The dynamic parameters of the process are set in the form of cubic splines of a special structure. For an unambiguous determination of each dynamic parameter, a roughness penalty of the corresponding splines is introduced into the objective function. An example of a process and its structure of parameters to be determined is shown. Optimization is performed numerically, based on the Nelder–Mead algorithm, which runs on a grid to determine the global optimum. The process parameters are determined in steps, at the beginning just to get a few events, then the next events. That allows one large optimization task to be divided into a sequence of simple tasks, this significantly reduces the overall complexity. An assumption is described that must be fulfilled for such a technique to be valid. An example of determining unknown parameters is considered on the example of the consumption process. After determining the process parameters, one can proceed to extrapolation of parameters and forecast future events. \u0000 \u0000","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122178394","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Tendencies of labor content changes at different stages of historical development","authors":"Igor Rudakov","doi":"10.31857/s042473880023014-4","DOIUrl":"https://doi.org/10.31857/s042473880023014-4","url":null,"abstract":"\u0000The article investigates how the main characteristics of labor activity are manifested during different stages of historical development. The authors propose to classify labor activity by four labor relations layering directions: free and bonded labor, prestigious and ordinary types of activity, skilled and unskilled labor, creative and routine labor. The main approaches to history periodization were analyzed and presented on a unified time scale. Based on the analysis of existing approaches, a generalized approach to the history periodization is proposed. For each historical period the manifestation of labor relations layering directions is shown: how they are manifested, how this manifestation changes from period to period, how labor activity is distributed within these characteristics. The visualization of how the labor relations layering directions manifest themselves at different historical stages of the proposed periodization is presented. The conclusion is made that the differentiation of labor has a wave-like character; the identified labor relations layering directions are manifested practically at all periods of history of economic activity, they change in different directions and interrelated with each other; creative and skilled labor relations layering types reflect the process of new technologies introduction; labor differentiation increases during the periods of technological revolutions.","PeriodicalId":349012,"journal":{"name":"Economics and the Mathematical Methods","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127978703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}