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

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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. 
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     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},
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     publisher = {mathdoc},
     volume = {51},
     number = {2},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_2_a0/}
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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/