Idempotent analogs of theorems on nonnegative matrices and their applications to the analysis of economic information

被引：2

作者：

Kondrakov, I. A. ^{[1
]}

Shananin, A. A. ^{[1
]}

机构：

[1] Moscow Inst Phys & Technol, Dolgoprudnyi 141700, Moscow Oblast, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2011年 / 51卷 / 02期

基金：

俄罗斯基础研究基金会;

关键词：

idempotent analysis; nonnegative matrices; analysis of economic data; nonparametric method for market analysis;

D O I：

10.1134/S0965542511020102

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：176 / 192

页数：17

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