Geodesic
Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 2, pp. 188-205 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Problems arising in the analysis of economic data using idempotent analogs of theorems on nonnegative matrices are considered. Examples of such problems arise in the analysis of arbitrage chains in currency markets, in the calculation of economic indexes, and in the Kantorovich–Makarov model. It is shown that algorithms based on idempotent analogs of theorems on nonnegative matrices make it possible to develop a nonparametric method for the analysis of stock and currency markets. 
@article{ZVMMF_2011_51_2_a0,
     author = {I. A. Kondrakov and A. A. Shananin},
     title = {Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {188--205},
     year = {2011},
     volume = {51},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_2_a0/}
}
TY  - JOUR
AU  - I. A. Kondrakov
AU  - A. A. Shananin
TI  - Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2011
SP  - 188
EP  - 205
VL  - 51
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_2_a0/
LA  - ru
ID  - ZVMMF_2011_51_2_a0
ER  - 
%0 Journal Article
%A I. A. Kondrakov
%A A. A. Shananin
%T Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2011
%P 188-205
%V 51
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_2_a0/
%G ru
%F ZVMMF_2011_51_2_a0
I. A. Kondrakov; A. A. Shananin. Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 2, pp. 188-205. http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_2_a0/

[1] Kolokoltsov V. N., Maslov V. P., “Idempotentnyi analiz kak apparat teorii upravleniya. 1”, Funktsionalnyi analiz i ego prilozh., 23:1 (1989), 1–14 ; 2:4, 53–62 | MR | MR

[2] Afriat S. N., “On a system of inequalities in demand analysis and extension of the classical method”, Internat. Economic Rev., 14:2 (1973), 460–472 | DOI | MR | Zbl

[3] Varian H., “Non-parametric tests of consumer behavior”, Rev. Economic Studies, 50:1 (1983), 99–100 | DOI | MR

[4] Kevesh P., Teoriya indeksov i praktika ekonomicheskogo analiza, Finansy i statistika, M., 1990

[5] Konyus A. A., “Problema istinnogo indeksa stoimosti zhizni”, Ekonom. byul. Kon'yunkturnogo in-ta, 1924, no. 9–10

[6] Vratenkov S. D., Shananin A. A., Analiz struktury potrebitelskogo sprosa s pomoschyu ekonomicheskikh indeksov, VTs AN SSSR, M., 1991

[7] Pospelova L. Ya., Shananin A. A., “Pokazateli neratsionalnosti potrebitelskogo povedeniya i obobschennyi neparametricheskii metod”, Matem. modelirovanie, 1998, no. 4, 105–116

[8] Houtman M., Nonparametric consumer and producer analysis, Dis. No 95-32, Univ. Limburg, Maastricht, Netherlands, 1995, 208 pp.

[9] Pospelova L. Ya., Shananin A. A., Analiz torgovoi statistiki Niderlandov 1951–1977 gg. s pomoschyu obobschennogo neparametricheskogo metoda, VTs RAN, M., 1998

[10] Shananin A.A., “Problema integriruemosti i obobschennyi neparametricheskii metod analiza potrebitelskogo sprosa”, Tr. MFTI, 1, no. 4, M., 2009, 84–98