Maksishko N. The analysis and forecasting of economic systems development by methods of discrete nonlinear dynamics

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0510U000356

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

19-04-2010

Specialized Academic Board

Д26.006.06

Essay

The modern tendencies of the development of economic theory, the economic analysis and the problems of management of the economic systems are analyzed; the necessity of the analysis and forecasting of the development of economic systems is revealed in view of instability, nonlinearity and uncertainty. On the basis of the analysis of the existing methodological approaches the necessity of working out the models of nonlinear dynamics that take into account a discrete nature of the economic information and their further implementation with the purpose of the analysis and forecasting is proved. The concept of discrete nonlinear dynamics, the theoretical and methodological rules and complex mathematical toolkit for the analysis and forecasting of the development of economic systems is developed. The concept is founded on the basis of the dynamics series of the economical indices of the system's activity and can be used for the profound analysis and increase of accuracy of forecasting in view of instability, nonlinearity, and uncertainty of discrete nature of the economic information. The key characteristics of the development of economic system are determined; the system of the quantitative parameters of their estimation and the methodology of the comparative analysis of the development are elaborated. The forecasting models which are based on the theory of homogeneous structures, the theory of fuzzy measures, and the genetic algorithms are developed. The features of the application of the developed concept and the toolkit are examined at different levels of economy: the world market of precious metals, the base index of the industrial production volume, the local budgets' revenue.

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