Bauman Moscow State Technical University
Author list of organization
List of articles written by the authors of the organization
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Description
Estimates of the errors of the characteristics of financial flows of investment projects are needed to make adequate management decisions, particularly in the rocket and the space industry. Organizational-economic approaches to the estimations of the feasibility of innovation-investment projects to create rocket and space technologies require intensive use of numerical characteristics of the financial flows of long-term projects of this type. In organizational-economic support for control problems in the aerospace industry we must provide the need to obtain the estimates of the errors of the characteristics of financial flows. Such estimates are an integral part of the organizational-economic support of innovation activity in the aerospace industry. They can be compared with the predictions interval, i.e. confidence estimation of predictive values. Half the length of the confidence interval is the prediction error estimate. In this article we give the new method for estimating the errors of the main characteristics of the investment projects. We focus on the net present value called NPV. Our method of estimation of errors is based on the results of statistics interval data, which is an integral part of the system fuzzy interval mathematics. We construct asymptotic theory which corresponds to small deviations of discount coefficients. The error of NPV has been found as the asymptotic notna. With up to infinitesimals of higher orders the error of NPV is a linear function of the maximum possible error of discount coefficients
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THE PROBLEMS OF IMPLEMENTATION OF MATHEMATICAL AND TOOL METHODS OF CONTROLLING
01.00.00 Physical-mathematical sciences
DescriptionStatistical methods are based on the developed theory and demonstrated its usefulness in the sectors of the economy. However, the analysis of the situation in the application of statistical methods shows obvious distress, in which accumulated in our country's scientific potential is not used to the full. As practice shows, it is not enough to develop promising modern theory-based effective mathematical and instrumental methods of controlling. For using such methods in mass, it is necessary that they would be implemented. Management of innovations, i.e. innovation management, quite rightly is currently one of the most debated sections of the economy and the organization of production, of the entire economic science in general. However, the implementation of applied statistics and other statistical methods, more generally, mathematical and instrumental methods of controlling, has its own specifics. It is considered in the article. We have highlighted the developmental vulnerabilities - low scientific level of many individuals applying statistical methods, the lack of organizational structure of applied statistics as a field of applied activities and others. We regret to note that the very idea of the need to establish requirements for the methods of data analysis and project formulations such requirements remained outside the attention of those professionals who need them and were addressed. We have no adequate system of guidance for documents on concrete statistical methods performed on modern scientific level. According to the author, the desired future of applied statistics is reorganization according to the model of Metrology. We have analyzed the application of statistical methods as a specialty. The analysis of state standards on statistical methods and the causes of them blunders are given. We have discussed the status of documents for statistical methods for standardization and quality control. We discuss a new system of "Six Sigma" for implementation advanced mathematical and instrumental methods of controlling
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BASIC RESULTS OF THE MATHEMATICAL THEORY OF CLASSIFICATION
01.00.00 Physical-mathematical sciences
DescriptionThe mathematical theory of classification contains a large number of approaches, models, methods, algorithms. This theory is very diverse. We distinguish three basic results in it - the best method of diagnosis (discriminant analysis), an adequate indicator of the quality of discriminant analysis algorithm, the statement about stopping after a finite number of steps iterative algorithms of cluster analysis. Namely, on the basis of Neyman - Pearson Lemma we have shown that the optimal method of diagnosis exists and can be expressed through probability densities corresponding to the classes. If the densities are unknown, one should use non-parametric estimators of training samples. Often, we use the quality indicator of diagnostic algorithm as "the probability (or share) the correct classification (diagnosis)" - the more the figure is the better algorithm is. It is shown that widespread use of this indicator is unreasonable, and we have offered the other - "predictive power", obtained by the conversion in the model of linear discriminant analysis. A stop after a finite number of steps of iterative algorithms of cluster analysis method is demonstrated by the example of k-means. In our opinion, these results are fundamental to the theory of classification and every specialist should be familiar with them for developing and applying the theory of classification
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ABOUT NEW PROMISING MATHEMATICAL TOOLS OF CONTROLLING
01.00.00 Physical-mathematical sciences
DescriptionBased on an objective analysis, it must be noted that in the arsenal of managers, especially foreign ones, there is practically no fundamentally new methods and tools. However, promising mathematical and instrumental methods of controlling actively developed in our country. In the XXI century it developed a new paradigm of mathematical methods of economics and produced more than 10 books, developed in accordance with this paradigm. The new paradigm is based on the modern development of mathematics as a whole - on the system interval fuzzy math. The new paradigm offers tools used non-parametric statistics, which suggest that the distribution functions are arbitrary. In 1979 it was allocated one of the four major areas of modern applied statistics - statistics of objects of nonnumeric nature (statistics of non-numeric data, nonnumeric statistics). The other three - statistics of random variables, multivariate statistical analysis, statistics of random processes and time series. Statistics of objects of non-numeric nature is central to the modern mathematical methods of economics. On the basis of modern information-communication technologies we have developed a new economic theory - solidary information economy. New intellectual tools of controlling include an automated system-cognitive analysis (ASA) and its software - the system of "Eidos". The systems approach to solving specific applications often requires going beyond the economy. Very important are the procedures for the introduction of innovative methods and tools
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ECONOMETRIC TOOLS OF CONTROLLING
01.00.00 Physical-mathematical sciences
DescriptionEconometrics 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
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OPTIMAL PLAN OF INVENTORY CONTROL CANNOT BE FOUND BASED ON THE FORMULA OF THE SQUARE ROOT
01.00.00 Physical-mathematical sciences
DescriptionInventory management (in other words, logistics) is an integral part of the work of firms, companies and organizations. We are talking about stocks of raw materials, fuel, tools, components, semi-finished products, finished products for industrial (or agricultural) firms, about stocks of goods to distribution centers, warehouses, shops, workplaces sellers, finally consumers. Stocks spent all the time and supplemented on various rules adopted in the firm. Optimization of these rules, ie, optimal inventory management, gives a big economic effect. The mathematical theory of inventory management, based on the models of movement of flows of goods, is an important area of economic-mathematical research. The classical model of inventory management proposed in 1915 by F. Harris is one of the simplest and most illustrative examples of application of the mathematical apparatus for decision-making in the economic field. This model is commonly referred to as the Wilson model, because this model became known after the publication of R.G. Wilson in 1934. The formula of the optimum batch size (the so-called "the formula of the square root"), obtained in the Wilson model, is widely used on various stages of production and distribution, since this formula is practically useful for decision-making in the inventory management, in particular, for generating significant economic effect. However, contrary to popular belief, by means of this formula it is impossible to calculate the optimal batch size (although it is a necessary step on the path of its finding). In strict economic-mathematical analysis of Wilson model, conducted in the article, it is shown that the formula of square root does not give the optimal batch size. We have given the algorithm for calculating the optimal batch size. It has been found that the formula of the square root gives asymptotically optimal plan. We have studied the stability of the conclusions in the economic-mathematical model and considered an example of the practical application of the classical model of inventory management
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ECONOMETRICS FOR THE CONNROLLERS
01.00.00 Physical-mathematical sciences
DescriptionRequirements 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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CONSEQUENCES OF DECISIONS FOR SCIENCE-TECHNOLOGY AND ECONOMIC DEVELOPMENT
DescriptionThe real facts presented in this article, demonstrate the great importance in today's world of strategic management, methods of analyses of innovations and investments and the role of the theory of decision-making in these economic disciplines. We have given the retrospective analysis of the development of nuclear physics research. For the development of fundamental and applied science in the second half of the twentieth century, we had a very great importance of the two events: the decision of US President Roosevelt to deploy nuclear program (adopted in response to a letter from Einstein) and the coincidence in time between the completion of the construction of nuclear bomb and the end of World War II. The nuclear bombing of Hiroshima and Nagasaki has determined the developments in science and technology for the entire second half of the twentieth century. For the first time in the entire history of the world the leaders of the leading countries clearly seen that fundamental research can bring great practical benefit (from the point of view of the leaders of countries). Namely, they can give the brand new super-powerful weapon. The consequence was a broad organizational and financial support of fundamental and deriving from them applied research. Is analyzed the influence of fundamental and applied research on the development and effective use of new technology and technical progress. We consider the development of mathematical methods of research and information technology, in particular, the myth of "artificial intelligence"
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MODERN ECONOMETRIC METHODS - INTELLECTUAL TOOLS OF ENGINEERS, MANAGERS AND ECONOMISTS
01.00.00 Physical-mathematical sciences
DescriptionStatistical methods are widely used in domestic feasibility studies. However, for most managers, economists and engineers, they are exotic. This is because 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 awarded 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. In econometrics we select three types of scientific and applied activities: development and study of methods of applied statistics, taking into account the specifics of economic data; development and study of econometric models, in accordance with the specific needs of economic science and practice; the use of econometric methods for statistical analysis of specific economic data. This article describes these three types of scientific and applied activities. We discuss the specificity of economic data. We show the importance of economic non-numeric values. We discuss the statistics of interval data - scientific direction at the joint of metrology and statistics. We give the representation of the econometric models. Problems of application of econometric methods are considered as an example of inflation. We discuss the statistics and econometrics as the field of scientific and practical activities. We have examined econometric methods in practical and training activities
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Description
The basic ideas of the developed by us solidary information economy are analyzed (the original name - the nonformal informational economy of the future). Its use as the base of modern organizational-economic theory in exchange for the term of “economics” is proved. The core of researches in the field of the NIEF is forecasting of development of the future society and its economy, working out of organizational-economic methods and models, necessary for the future and intended for increase of efficiency of managerial processes. The economy is a science how to make, instead of, how to divide profit. The basic kernel of the modern economic theory is an engineering economy. As the economic component of state ideology of Russia we offer solidary information economy. According to the solidary information economy the modern information technology and decision theory allow, based on the “open network society”, to build information and communication system designed to identify the needs of people and the organization of production in order to meet them. To implement this feature we must have political will of leadership of economic unit, aimed at transforming the management of this economic unit. In particular, as is already happening in all developed countries, the Russian state should become a major player in the economy