08.00.13 Mathematical and instrumental methods of Economics
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SYSTEM OF MODELS AND METHODS OF TESTING THE HOMOGENEITY OF TWO INDEPENDENT SAMPLES
08.00.13 Mathematical and instrumental methods of Economics
Description
The new paradigm of mathematical research methods allows us to give a systematic analysis of various statements of statistical analysis problems and methods for solving them, based on a probabilistic-statistical model of generating data accepted by the researcher. Methods for testing the homogeneity of two independent samples - a classic area of mathematical statistics. For more than 110 years since the publication of the fundamental Student’s article, various criteria have been developed for testing the statistical hypothesis of homogeneity in various statements, and their properties have been studied. However, the need for streamlining the totality of the scientific results found is urgent. It is necessary to analyze the whole variety of problem statements for testing the statistical hypotheses of the homogeneity of two independent samples, as well as the corresponding statistical criteria. This analysis is devoted to this article. It contains a summary of the main results concerning the methods for testing the homogeneity of two independent samples, and a comparative study of them, allowing the system to analyze the diversity of such methods in order to select the most appropriate for processing specific data. Based on the basic probabilistic-statistical model, the main statements of the problem of testing the homogeneity of two independent samples are formulated. A comparative analysis of the Student and Cramer - Welch criteria, designed to test the homogeneity of mathematical expectations, is given, a recommendation on the widespread use of the Cramer - Welch criterion is substantiated. From nonparametric methods for testing homogeneity, the criteria of Wilcoxon, Smirnov, Lehmann - Rosenblatt are considered. Dismantled two myths about the Wilcoxon criteria. Based on the analysis of the publications of the founders, the incorrectness of the term "Kolmogorov – Smirnov criterion" is shown. To verify absolute homogeneity, i.e. coincidence of the distribution functions of samples, it is recommended to use the Lehmann - Rosenblatt criterion. The current problems of the development and application of nonparametric criteria are discussed, including the difference between nominal and real significance levels, making it difficult to compare power of criteria, and the need to take into account coincidences of sample values (from the point of view of the classical theory of mathematical statistics, the probability of coincidences is 0)
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08.00.13 Mathematical and instrumental methods of Economics
Description
In previous works, the authors solved the problem of cognitive structuring and formalization of the subject area, synthesis and verification of system-cognitive models, predicting the impact of nomenclature and sales volumes on the profit and profitability of the trading company, decision support for the selection of such nomenclature and sales volumes, which cause a given target profit and profitability of the company. This work is devoted to the study of the simulated subject area by studying its SC-model
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SCORING SYSTEM BASED ON INFORMATION-COGNITIVE MODELING
08.00.13 Mathematical and instrumental methods of Economics
Description
One of the key problems facing the credit institution is the late payment of the loan. Firstly, it is a deeper analysis - in order to be carried out “manually” it is not even required several days, but weeks. Secondly, it allows you to work with clients much faster. And most importantly scoring allows you to negate the influence of the human factor. An automated system, no matter how you look, cannot be liked or not. Data analysis is only based on facts. Scoring is beneficial to all. The bank is able to work faster and reduce the risk of loan defaults. Clients, in turn, can apply for a loan on terms that are more favorable
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08.00.13 Mathematical and instrumental methods of Economics
Description
The article provides a comparative analysis of assessments of the socio-economic development of the Krasnodar region from such well-known rating agencies as Standard & Poors, Moody’s, Fitch Ratings, which belong to the United States of America. The studied ratings are compared with the ratings of the national agency of the Russian Federation called “Expert RA”. The values of the established ratings are examined, as well as number of possible reasons why the ratings of the United States of America differ from the ratings of the Russian Federation, for example, economic and political reasons, and, subsequently, how these ratings affect the investment attractiveness of the Krasnodar region. The article explains positive and negative aspects of the integrated methodology used by international rating agencies, consisting of software and expert opinion, the level of access to it for study and analysis. We study another (local) source of information on the investment attractiveness of the Krasnodar region, which is a state institution, namely the Department of Investments and Development of Small and Medium Enterprises of the Krasnodar region. Options are proposed for improving the system of analysis of statistical data through methods that are based on a clear mathematical approach to provide an adequate assessment of the region and municipalities without the influence of subjective expert opinion
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NON-NUMERICAL DATA STATISTICS IS A CENTRAL PART OF MODERN APPLIED STATISTICS
08.00.13 Mathematical and instrumental methods of Economics
Description
In 1979, non-numerical data statistics was singled out as an independent area of applied statistics. Initially, the term "statistics of objects of non-numerical nature" was used to denote this area of mathematical methods of economics. Our basic non-numeric statistics textbook is called "Non-Numeric Statistics". Non-numerical data statistics is one of the four main areas of applied statistics (along with number statistics, multidimensional statistical analysis, statistics of time series and random processes). Statistics of non-numerical data are divided into statistics in spaces of a general nature and sections devoted to specific types of non-numerical data (statistics of interval data, statistics of fuzzy sets, statistics of binary relations, etc.). Currently, statistics in spaces of a general nature is the central part of applied statistics, and non-numeric data statistics including it is the main area of applied statistics. This statement is confirmed, in particular, by the analysis of publications in the section "Mathematical Research Methods" of the journal "Industrial Laboratory. Diagnostics of Materials" - the main place of publication of russian studies on applied statistics. This article is devoted to the analysis of the basic ideas of non-numerical data statistics against the background of the development of applied statistics from the perspective of a new paradigm of mathematical research methods. Various types of non-numeric data are described. The historical path of statistical science is analyzed. We have discussed the development of statistics of non-numerical data. The article analyzes basic ideas of statistics in spaces of a general nature: average values, laws of large numbers, extreme statistical problems, nonparametric estimates of the probability density, classification methods (diagnostics and cluster analysis), statistics of the integral type. Some statistical methods for analyzing data lying in specific spaces of non-numeric nature are briefly considered: non-parametric statistics (real distributions usually differ significantly from normal), statistics of fuzzy sets, theory of expert estimates (the Kemeny median is a sample average of expert orderings), etc. We have also discussed some unsolved problems in statistics of nonnumeric data
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STRATEGIC PLANNING AND MANAGEMENT OF A HOLDING BASED ON INFORMATION AND COGNITIVE TECHNOLOGIES
08.00.13 Mathematical and instrumental methods of Economics
Description
In the article, we develop the methodology of strategic planning and management of a holding, on the theoretical basis of automated system-cognitive analysis (ASC-analysis). This methodology provides scientific research of any holding by creating and researching its model. The methodology includes both the synthesis, adaptation and verification of system-cognitive models of the holding, and the use of these models for strategic planning and decision support for the management of the holding, as a complex, multiparametric, nonlinear system. The relevance of the research is due to the special role of holdings and other corporate integrated structures both in Russia as a whole and, in particular, in the Krasnodar region. Despite obvious system advantages, holdings face a wide range of problems related to management efficiency, ensuring their sustainable functioning, etc. The proposed methodology offers ways to solve these problems and can be successfully applied in holdings and other corporate integrated structures of various regions, volumes and areas of activity, which determines the relevance of the research topic. The level of significance and scientific novelty of the Research consists in the development of conceptual and theoretical and methodological provisions aimed at managing the development of holdings. The expected results and their significance are that the methodology developed as a result of the Research can be applied by holding companies and other corporate integrated structures and will significantly improve the quality of their management
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STRATEGY OF RETRO INNOVATIONS IN IMPORT SUBSTITUTION
08.00.13 Mathematical and instrumental methods of Economics
Description
Unfavorable changes in exchange rates, sanctions restrictions on the supply to Russia of spare parts necessary for the repair and maintenance of previously imported equipment have led to a significant reduction in the service life of imported machinery and equipment. For the solution, the authors propose to implement the strategy of retro-innovations providing the development of new technologies maintaining in working condition of machinery and equipment in conditions of shortage of spare parts and consumables. To do this, it is necessary to develop technologies for the restoration of complex technical devices in order to extend their service life under the restrictions created by the financial market and sanctions policy. The study of the problem was carried out on the example of the operation of trucks of foreign production, the evaluation of engine life and analyzed the structure of the market. On the basis of the obtained results, a model was proposed, on the basis of which it is possible to form a plan for the production of spare parts for high-quality engine repair by domestic enterprises. The strategy of retro-innovations does not solve all the problems of import substitution, but it allows to increase the level of economic security of strategically important economic activities, it creates jobs and provides an opportunity to significantly extend the life of expensive and complex technical devices
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EXISTENCE OF ASYMPTOTICALLY OPTIMAL PLANS IN DISCRETE PROBLEMS OF DYNAMIC PROGRAMMING
08.00.13 Mathematical and instrumental methods of Economics
Description
Dynamic programming is designed to solve discrete optimal control problems. According to this method, the optimal solution in a multidimensional problem is found by decomposing it into stages, each of which represents a subproblem with respect to one variable. In economic problems, the number of stages is the planning horizon. The choice of a planning horizon is necessary for a rigorous statement of the applied problem in the field of economics and management, but it is often difficult to justify. We see a way out in the use of asymptotically optimal plans for which the values of the optimization criterion differ little from its values for optimal plans for all sufficiently large planning horizons. The main result of the paper is the existence of an asymptotically optimal plan. The proof is carried out in several statements. If the sum of the maximums of the transition functions tends to 0, the existence of an asymptotically optimal plan is obtained in Theorem 1. A special case is models with a discount at a discount coefficient less than 1. The main part of the article is devoted to models with a discount coefficient equal to 1. Theorem 2 on the highway is proved for base set of a finite number of elements. In Theorem 3, a statement is obtained on the approximation of an arbitrary set by a finite one. In the final Theorem 4, the existence of an asymptotically optimal plan is proved in the general case. The term “magistral” is associated with a well-known recommendation to drivers: in order to get from point A to point B, it is advisable to go to the highway (magistral) at the initial section of the road, and then exit the highway and get to point B. The recommendation for choosing the optimal one is similar trajectories using the Pontryagin maximum principle in the model of the optimal distribution of time between obtaining knowledge and developing skills. This fact underlines the methodological proximity of dynamic programming and the Pontryagin maximum principle
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08.00.13 Mathematical and instrumental methods of Economics
Description
The article considers an approach to managing the production process in agriculture based on modeling and evaluation of added value chains. The work has proposed a scheme of links for the production chain of added value creation that contains source control and financing cash flow which comes first in the link of agricultural production, then produced products are supplied to the accumulator, and from there it sequentially passes through the links of the value chain of the cyclic processing facilities, from which finished products are marketed and the resulting revenue is directed to the source of funding and management. We have given mathematical descriptions of the movement of financial and material flows in the links of the developed value chain, and mathematical models for calculating the volume of material and financial flows are proposed. Financial flows were also investigated to compensate for the cost of converting material flows and their mathematical descriptions. The article obtains a mathematical model of the economic efficiency of the production process and proposes a mathematical model for calculating the minimum price for socially significant processing products
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08.00.13 Mathematical and instrumental methods of Economics
Description
In modern economic theory, there is no complete classification of innovative approaches to the management of knowledge-intensive and high-tech companies and enterprises. Among these approaches, we can highlight situational, structural, process, functional and project-based approaches. The project-oriented approach, as a purposeful method of future systems forming, is a kind of continuation of the process approach; however, it gives priority not to the process, but to the project, as the main production, innovation and competing business unit. This article provides a brief overview of carried out research in this subject area, analyzes the advantages and opportunities of existing project management validity models, and suggests the author's approach of building a model for identifying and evaluating the potential of modern project-oriented companies and enterprises. This article also shows that the economic efficiency of such companies and enterprises achieving by using the project-based method both in the integrated system of strategic management and in the main production activities. This leads to an increase in their ability to choose the right way of operational decision-making, contributes to the installation of advanced technological and technical equipment, and accelerates the commissioning of new production facilities
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