ОЦЕНКА РИСКОВ И ПРОГНОЗИРОВАНИЕ ДЛИННЫХ ВРЕМЕННЫХ РЯДОВ ЭКОНОМИЧЕСКИХ ПОКАЗАТЕЛЕЙ

Resultado de pesquisa: Articlerevisão de pares

Resumo

This paper reviews main approaches to risk assessment. The authors accented attention on the nonlinear approach to the theory of risks. It is proposed to define economic risk as the probability of threats that could have material adverse effect on the economic system under study and to change its current state. The method and the program product designed by the authors integrate a wide range of indicators of economic and financial activities at the regional level in the program-technical complex. This paper describes a new method for assessing synergistic and prediction of risk over long time rows of economic indicators at the regional level, including methods of nonlinear and chaotic dynamics, enabling a pseudo-phase and phase portraits, to determine the volatility, to calculate fractal characteristics and predict the behavior of socio-economic indicators with modernized method of Hurst, to model based on recovery probability distribution function of nonequilibrium potential function, to determine the local and global stability of the regional economy and to identify risks as the probability of the threats of an economic nature.
Título traduzido da contribuiçãoRISKS ASSESSMENT AND FORECASTING LONG TIME ROWS OF ECONOMIC INDICATORS
Idioma originalRussian
Páginas (de-até)240-249
Número de páginas10
RevistaEconomy of Region
Número de emissão3 (31)
Estado da publicaçãoPublished - 2012

GRNTI

  • 06.61.00

Level of Research Output

  • VAK List

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