Arkadiy Strel'nikov

Aktivnye Protsessy V Ekonometrike: Neparametricheskie Otsenki Defitsitnykh Riskov Arkadiy Strel'nikov Russian edition

Kharakternaya osobennost' aktivnykh protsessov zaklyuchaetsya v tom, chto v nikh uchastvuyut real'nye lyudi. Podobnye protsessy mozhno vstretit' gde ugodno. I odnoy iz vazhneyshikh zadach byla i ostaetsya zadacha upravleniya lyud'mi ili sistemoy, v kotoruyu vovlecheny lyudi. Udachnym polem dlya issledovaniy yavlyaetsya sfera ekonometriki, gde sochetayutsya matematicheskie metody i strategii vybora cheloveka. Poisk garmonichnogo balansa mezhdu tsiframi i lyud'mi yavlyaetsya tsel'yu opisannykh issledovaniy. V knige privedeny issledovaniya aktivnykh protsessov v ekonometrike. Postavleny zadachi modelirovaniya ozhidaemykh riskov, kotorye reshayutsya s pomoshch'yu klassicheskikh, parametricheskikh i neparametricheskikh algoritmov. V kachestve eksperimentov avtor ispol'zuet komp'yuternoe i imitatsionnoe modelirovanie. Takzhe razrabotannaya sistema modelirovaniya testiruetsya na real'noy zadache.