ru / en  #### name

Orlov Alexander Ivanovich

professor

#### Research interests

статистические методы, организационно-экономическое моделирование. Разработал новую область прикладной статистики — статистику объектов нечисловой природы

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## Articles count: 137

• Description
When considering the ecological safety of industrial productions, territory, etc., we usually allocate the constant (permanent) risk and the accident (emergency) risk. Permanent risk is given by the used technology, and cannot be changed substantially. Emergency risks are associated with uncertainty, in contrast to the constant risks. Let in adopted mathematical model the uncertainty is probabilistic in nature, and the loss describes as one-dimensional random variable. The distribution function of the loss, as a rule, is not normal. We have discussed in detail the seven characteristics of accidental loss: expectation; median and, more generally, quantile; dispersion; standard deviation; coefficient of variation; a linear combination of the expectation and standard deviation; the expectation of the loss function. Risk management may be to minimize these characteristics and their combinations (in different variants of multicriteria optimization). For example, in the two-criteria formulation it is required to minimize the expectation of loss and the standard deviation. Two-criteria formulation one way or another is reduced to a one-criteria formulation. In addition to probabilistic methods of risk modeling, sometimes we consider methods for describing risk using by means of objects of non-numeric nature, in particular qualitative characteristics, concepts of the theory of fuzzy sets, interval mathematical and econometric models and other mathematical tools. The main problems of the theory and practice of ecological insurance have been discussed
• Description
Econometrics is one of the most effective mathematical tools of controlling. The article deals with general problems of application of econometric methods in solving problems of controlling. Econometric methods - is primarily a statistical analysis of concrete economic data, of course, with the help of computers. In our country, they are still relatively little known, even though we have the most powerful scientific school in the foundations of econometrics - the probability theory. The article shows that to decide the problems of controlling is necessary to apply econometric methods. Classification of econometric tools can be carried out on various grounds: on methods, by type of data, in tasks, etc. Mass introduction of software products, including modern econometric analysis tools of concrete economic data can be regarded as one of the most effective ways to accelerate scientific and technological progress. The whole arsenal currently used econometric and statistical techniques (methods) can be divided into three streams: high econometric (statistical) technology; classical econometric (statistical) technology, low (inadequate, obsolete) econometric (statistical) technology. The main problem of modern econometrics is to ensure that the concrete econometric and statistical studies used only the first two types of technology. To get a broader representation of the use of econometric methods in the management of production organization we analyze basic textbook "Organization and planning of engineering production (production management)," prepared by the Department of "Economics and organization of production" of the Bauman Moscow State Technical University. It has more than 20 times using econometric methods and models that testify to the effectiveness of such a tool of manager as econometrics
• Description
Statistical methods are widely used in domestic feasibility studies. However, for most managers, economists and engineers, they are exotic. This is due to the fact that modern statistical methods are not taught in the universities. We discuss the situation, focusing on the statistical methods for economic and feasibility studies, ie, econometrics. In the world of science, econometrics has a rightful place. There are scientific journals in econometrics, Nobel Prizes in Economics are given to series of researches in econometrics. The situation in the field of scientific and practical work and especially the teaching of econometrics in Russia is disadvantaged. Often, individual particular constructions replace econometrics in general, such as those related to regression analysis. The article is devoted to econometrics as an academic discipline. Our course begins with a discussion of the structure of modern econometrics, the connections between applied statistics and econometric methods. We consider sample researches (analysis of surveys results), the elements of econometrics numbers, and methods of testing of statistical hypothesis about homogeneity. We have given the concepts of regression analysis, econometric classification methods, modern measurement theory. The important places are occupied by the statistics of non-numerical data (including fuzzy sets and their links with random sets) and the statistics of interval data. The problem of the stability of statistical procedures with respect to the tolerances of input data and model prerequisites is discussed. The representations of the econometric methods of expert research and quality control, analysis and forecasting of time series, econometrics of forecasting and risks are given
• Description
Requirements for the professional training of сontrollers include, in particular, the requirements for an intelligent tool that controllers must possess. One of such tools is the econometrics. Organization of training, in particular, preparation of curricula, programs, teaching materials and textbooks, involves discussion of the scope and content of the relevant discipline. We have given the description of the econometric tools of controlling, including the courses of "Econometrics-1" and "Econometrics-2", which the Department of the IBM-2 "Economics and organization of production" is on the faculty "Engineering and Business Management" of Bauman Moscow State Technical University. We have discussed the external environment of econometrics and the necessary changes in it. For example, the course of "Probability Theory and Mathematical Statistics" is the basis for the study of econometrics. However, it has to be brought into line with modern requirements. In particular, it is necessary to consider such things as random elements with values in an arbitrary space, empirical and theoretical means in such spaces, to prove the laws of large numbers in general statements. Simultaneously with the specified extension course content is reasonable to exclude from the program methods based on those assumptions are not met in the concrete economic situations. In particular, we have to eliminate the one-sample and two-sample Student's t tests and replace them with the corresponding nonparametric tests. We do not need the "classical" and geometric probability, etc. We have given the importance of the problem of constructing integral indicators in various problems of econometrics; issues of analysis of the situation by means of a system of indicators are discussed in detail
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