Sergeeva L. Nonlinear models of complex economic systems

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0504U000190

Applicant for

Specialization

  • 08.03.02 - Економіко-математичне моделювання

24-03-2004

Specialized Academic Board

Д 11.051.01

Essay

Object of research: non-linear models of complex economic systems. Purpose of research: to develop theory and common conception of complex economic systems' behavior and struc-ture modeling by means of non-linear dynamics in order to in-crease efficiency of their behavior forecasting and managerial decisions support. Methods of research: methods of common systems theory and system analysis, methods of economic theory and economic analysis, mathematical methods of non-linear dynamics, graph theory, fractals theory, multi-agent systems simulation, multi-criteria analysis and statistics. Results: non-linearity of macroeconomic indicators' dynamics was concluded; problems of complex economic systems modeling were defined; conception of complex economic systems modeling was pro-posed; analysis of existing tools and technologies for complex systems' non-linear structure and behavior modeling was per-formed; principles and stages of experimental economy methods implementation were grounded; expediency of fractal graph theory mechanisms in complex economic systems' structure modeling was explored and grounded; method of meaningful economic indicators choice was proposed; complex economic systems' phase portrait (jokers) peculiarities diagnostic and clas-sification method was developed; method of forecasting models design using peculiarities of phase portraits was proposed; meth-ods of evolving complex economic systems analysis were devel-oped; stepwise procedure of complex economic time series analysis by means of non-linear dynamics and method of non-linear forecasting model (predictor) design were proposed; method of aggregated time series design and conception of non-linear dynamics methods implementation to the analysis of com-plex economic systems' behavior optimization models criteria range were developed; classical models of non-linear dynamics (logistic map) were generalized, their peculiarities were analyzed and their subordination to Feigenbaum universality theory was proved; commercial bank's capital management model was de-signed; possibility to bring economic growth model of Solow to generalized logistic map was proved, dynamics type of current Ukrainian economy conditions was defined; methodology of experimental economy application to multi-agent economic sys-tems modeling was developed, new class of models was intro-duced - "cell nets with mediate interaction"; methods of com-plex economic systems hierarchical structure modeling as fractal trees were proposed, method of economic system's structure self-similarity prove was grounded; regional goals structure model, commercial bank's activity structure model and goods evolution process model was designed; model of analyst's work station and efficiency scoring system of non-linear complex economic systems' models embedding into industrial enterprise management process were developed. Novelty: conception of complex economic systems modeling by means of non-linear dynamics and fractal analysis; method of complex economic systems' phase portrait and peculiarities diagnostics and classifi-cation and method of phase portrait forecast taking into account the peculiarities; methods of evolving complex economic sys-tems analysis; method of generalized time series construct and conception of non-linear dynamics methods implementation to analysis of optimization models criteria range that describe com-plex economic systems behavior; goods producers market, con-sumers behavior and enterprise personnel management models as multi-agent systems; method of complex economic systems hierarchical structure modeling as fractals trees; method of com-plex economic systems structure's self-similarity prove; regional goals structure, commercial bank's activities structure, goods evolution process structure models; complex economic systems non-linear behavior analysis methods; methods of complex eco-nomic systems dynamics modeling as repetitive maps at the expense of generalized logistic map model development; meth-ods of multi-agent economic systems modeling; methods of meaningful economic indicators choice. Field of use: enterprises level.

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