Mathematical Modeling in Economics


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Mathematical Modeling in Economics

  1. 1. ВЯТСКИЙ ГОСУДАРСТВЕННЫЙ УНИВЕРСИТЕТ«Роль ВятГУ в развитиибиотехнологииКировской области»Пименов Евгений ВасильевичII Международная конференциябиотехнологов «Международноесотрудничество и развитиебиотехнологий в Кировской области»Faculty of Economics andManagementDepartment of Mathematical Modeling inEconomicsPh.:64-48-16,
  2. 2. GRADUATE of the Department of mathematicalmodeling in economics -is qualified as:"Economist-mathematician", Bachelor"business informatics" profile"Mathematical and tool methods ofeconomy", and can work in enterprisesof any form of property and any profile.He has a competitive advantage by using thelatest software tools, combining the fruitfulimplementation of the system dynamicsmethods ("system dynamics") with successfulattempts to put into practice the dynamicbusiness models based on the fundamentalideas of modern science.
  3. 3. Mathematical Methods inEconomicsThat is ABILITY of modeling and mathematicalanalysis of economic problems;That is KNOWLEDGE of processes andfunctional management schemes;That is USE of efficient algorithms in problems ofmanagement optimization;That is APPLICATION of computer processingand data mining;That is TECHNOLOGY of modern specializedmathematical and analytical packages andprograms;That is PARTICIPATION in the research work atnational and international levels.
  4. 4. Research work• Application of the methods of nonlinear dynamics in economicand mathematical modeling (econophysics) - Head of theDepartment, Dr. A.V. Shatrov.• High-performance computing in the mathematical modeling ofeconomy and ecology. Ph.D., Associate professor in VyatSUN.N. Olenev• Modern methods of statistical analysis, data mining and financialtrading - Assistant Professor, Ph.D. V.N. Nikulin, V.A. Zarechnev• Simulation of logistics systems analysis and socio-economicsystems – Dr D.S. Sarancha and Assistant professor, PhD I.G.LukinykhПрименение аддитивной тренд-сезонной модели02000000400000060000008000000100000001 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20кварталсезонные колебанияисходные данные
  5. 5. Projects, carried out by the department• FASI grant (project number 2006 -RI-24.0/006 state contract 02.449.11.7026) Studyof innovative potential of the Kirov region, 2006• Implementation of projects in the DCI mathematical modeling of airbornecontaminants in the atmospheric boundary layer, 2007-08• Implementation of the project in AVTSP "New Information Technologies ofmathematical modeling of a developing economy based on high-performancecomputing cluster system LDCs" - 2010-12• Implementation of the project in AVTSP "Creating models and algorithms for theanalysis and forecasting of emerging regional economy based on high-performancecomputing cluster systems" - 2012-14• Implementation of the project "Establishment of a hydrodynamic model for theprediction of the consequences of potential accidents associated with the receipt ofpollutants in the Vyatka river“• Organization of the Scientific Conference "Mathematical modeling of a developingeconomy and ecology" ECOMOD-2006, 07, 08, 09, 10, 11, 12
  6. 6. Applications for grants• Russian Foundation for Basic Research (RFBR). Finished studies (projects05-07-90383-v, 07-01-00473, 07-01-06048, 09-01-06068-g, 10-01-06052-g, 10-06-09282-mob_z , 10-01-90723 - mob _ st, 11-01-06015-g, 12-01-06056-g)• Participation in RFBR projects 08-01-00473-a, 09-01-00377-a, 09-02-61201-A / TВ• In 2007-10 received 5 grants Intel, MathWork, MicroSoft to improve theskills and receive training on Parallel Programming
  7. 7. Scientific Conferences• Participation in the symposium Intel-Russia, PaVT-2006,2007, 2009, 2010, 2011 (N-Novgorod, St. Petersburg,Kazan, Chelyabinsk), HPC-2008 (Kazan), MCE (Dubna,Pushchino), EAC2009 Karlsruhe (Germany) , CeBIT-2011(Germany), CEDIMES-2010 (Canada), CEDIMES-2012(Paris), JRS 2012 (China), WWCC-2012 (Australia)• Participation with a report in the International Meeting ofNobel Laureates 2009 (St. Petersburg)• Participated in 10 exhibitions (Kirov:1st IndustrialExhibition, 2005, 2-nd, 3-rd and 4-th Regional TradeInformation Resource - 2005, 2006,2007, 4-th Exhibition -Fair Kirovstat, 2005, 1 - Exhibition "Logistics. Transport -2006", “Educational Environment 2005", "Innovation2008", Moscow, CeBIT-2011, Hannover).
  8. 8. Publications• Shatrov А.V. Limit cycles, bifurcations and ducks in the interpretation of the dynamicinteraction of business structures. – Izvestia, 6 (26), 2006, pp. 141-150.• Glushkov V.N., Nedostupov E.V., Sarancha D.А., Yufereva I.V. Several problems inquantitative ecology. - Dynamics of heterogeneous systems. - 31(1). - M.​​: 2007. – pp.343-351.• Lipilin А.V. Current trends in the CTP market as a potential risk to the functioning andstable development of the transport system of Russia. - Reforms in Russia andmanagement issues - 2008: 23rd Scientific Conference of young scientists and students.4, The State University of Management - Moscow State University of Management,2008. - pp.235-237.• Оlenev N.N., Phetinina А.I. Parallel computing in the identification of the Vyatka regiondynamic model. - Bulletin of the Nizhny Novgorod University, 2009. N 6 (1), pp.184-191.• Shatrov А.V., Shvartz К.G. Numerical simulation of the effects of mesoscaleatmospheric transfer processes in the vicinity of Kirov. - Computational Technologies incontinuum mechanics, number 3, 2010, pp. 117-125.• Pimenov Е.V., Shatrov А.V. Criterion-parametric analysis of a mathematical model ofthe immune system. - Bulletin of the Ural academia 2/1, 2010, pp. 189-190.• Кoshcheev А.V., Оlenev N.N. Modeling the interaction of regional systems usingparallel computing. - Vol 2, № 1 (15), 2010, pp. 92-97.
  9. 9. Publications• Olenev N.N., Phetinina А.I. Economic Modeling of the Kirov region using parallelcomputing technologies. - Scientific and technical bulletin, January-February 2010, № 1(65), pp.108-113.• Chuchkalova S.V. The impact of demographic processes on the regional economy. -Federalism, № 1, 2010, pp.256-264.• Chuchkalova S.V., Starodumova О.Yu. Modeling of demographic processes in the Kirovregion. - The economy of the region, № 4, 2010, pp. 220-224.• Chuckalova S.V. Influence of demographic processes on economy of a region. - Theeconomy of the region, №4, 2010, pp.225-228.• Chuchkalova S.V. Problems of population size reducing.- Federalism, № 4, 2010, pp.204-210.• Zhukovskaya I.N., Kudryavtseva Yu.V., Chuprov А.V, Shatrov А.V. Physical model ofthe pathogenesis of the syndrome of "dry eye" associated with wearing soft contact lenses.- Modern technologies in medicine. - 2010, № 2. - pp. 79-81.• Barabashev А.V., Barantsev R.G., Vechtomov Е.М., Shatrov А.V. Mathematics andreality. - Bulletin of the Vyatka State University of Humanities, 2011. - № 1 (1). - pp. 6-27• Sarancha D.S., Nedostupov E.V., Chigerev Е.N., Yurezanskaya Yu.S. About someproperties of one-dimensional unimodal maps. - Reports of the Academy of Sciences, vol.430, № 1, 2010, pp.1-6.
  10. 10. Publications• Aprausheva N.N., Sarancha D.A., Sorokin S.V. About functional dependence of micro-relief and soil density in the semi-desert of the Northern Caspian. - Proceedings of theInstitute for Systems Analysis. 50 (1). The dynamics of heterogeneous systems. 2010.pp.148 -151• Bibik V.Yu., Sarancha D.A. The canonical variables for some biological models. -Mathematical modeling, 2010. Volume 22, № 3, pp.120-144.• Lopatin А.N., Sarancha D.А., Sudnitsyn I. I. Mathematical analysis of the effect of soil gasphase on the vegetation. - PROGRESS OF MODERN BIOLOGY, 2010, Volume 130, №5, pp. 474-483.• Gergel V.P., Gorbachyov V.А., Olenev N.N., Ryabov V.V., Sidorov S.V. Parallel globaloptimization methods in the identification of the regional economy dynamic balancenormative model. - Vestnik, № 25 (242), 2011. pp.4-15. (Series "Mathematical modelingand programming", 9).• Nabokikh А.V., Ryattel А.V. Foreign experience management market development ofcultivated mushrooms. - Kazan Science in 2011. - № 11. - pp.135-138.• Оkhapkin V.P. On the role of the financial security of the banking system in the countryseconomic security: methodological framework solutions. Actual Problems of Economicsand Law, № 4, 2012.• Оkhapkin V.P., Shatrov А.V. Optimal management of investment funds of the bank as afactor of economic stability. - Computer studies and modeling. - 2012, Volume 4, № 4. -pp.961-969• Nikulin V.N., Zubareva D.S., Palesheva S.А. On homogeneous ensembles using themethod of boosting in the appendix to the classification of unbalanced data. - Bulletin ofthe Perm State National University. Economics, № 1 January 2013, pp. 6-22.
  11. 11. Publications in international journals• Nikulin V. and McLachlan G.J. (2010) On the gradient-based algorithm for matrixfactorisation applied to dimensionality reduction. In Proceedings of BIOINFORMATICS2010, Edited by Ana Fred, Joaquim Filipe and Hugo Gamboa, Valencia, Spain, pp. 147-152.• Wojnarski M., Janusz A., Nguyen H.-S., Bazan J., Luo C., Chen Z., Hu F., Wang G., GuanL., Luo H., Gao J., Shen Y., Nikulin V., Huang T.-H., McLachlan G.J., Bosnjak M. andGamberger D. (2010) RSCTC2010 Discovery Challenge: Mining DNA Microarray Datafor Medical Diagnosis and Treatment. In M. Szczuka et al. (Eds.): RSCTC 2010, LNAI6086, Springer, Heidelberg, p. 4-19.• Nikulin V. and McLachlan G.J. (2010) Penalized principal component analysis ofmicroarray data. In P. Masulli, L. Peterson and R. Tagliaferri. (Eds.): CIBB 2009, LNBI6160, Springer-Verlag, Berlin Heidelberg, pp. 82-96.• Huang T.-H., Nikulin V. and McLachlan G.J. (2010) On Relations between Genes andMetagenes Obtained via Gradient-Based Matrix Factorization. In 2010 IEEE/ICMEInternational Conference on Complex Medical Engineering July 13-15, 2010, Gold Coast,Australia Crowne Plaza Surfers Paradise Hotel, Editors: Yan Li, Jiajia Yang, Peng Wenand Jinglong Wu, pp. 82-96.• Nikulin V. and McLachlan G.J. (2010) Identifying fiber bundles with regularised k-meansclustering applied to the grid-based data. In WCCI 2010 IEEE World Congress onComputational Intelligence July, 18-23, 2010 - CCIB, Barcelona, Spain, pp. 2281-2288.• Nikulin V. (2010) Web-mining with Wilcoxon-based feature selection, ensembling andmultiple binary classifiers. ECML/PKDD Workshop and Conference Proceedings,Discovery Challenge. Editors: Andras Benczur, Carlos Castillo, Zoltan Gyongyi and JulienMasanes ,Barcelona, Spain. 9 pages.
  12. 12. Publications in international journals• Nikulin V., Huang T.-H., and McLachlan G.J. (2010) A Comparative Study of Two MatrixFactorization Methods Applied to the Classification of Gene Expression Data. InProceedings of 2010 IEEE International Conference on Bioinformatics and Biomedicine,Editors: T. Park, L. Chen, L. Wong, S. Tsui, M. Ng and X. Hu, pp. 618-621.• Nikulin V. (2010) An Algorithm to Estimate a Nonuniform Convergence Bound in theCentral Limit Theorem, 16 pages. Library of the Cornell University, USA,• Nikulin V. (2010) On the Exponential Probability Bounds for the Bernoulli RandomVariables, 21 pages. Library of the Cornell University, USA,• Nikulin V. and McLachlan G.J. (2010) Strong Consistency of Prototype Based Clusteringin Probabilistic Space, 13 pages.Library of the Cornell University, USA.• Nikulin V. (2010) Mean-Variance Hedging for Pricing European Options UnderAssumption of Non-continuous Trading, 17 pages. Library of the Cornell University,USA.• Nikulin V., Huang T.-H., and McLachlan G.J. (2011) Classification of high-dimensionalmicroarray data with a two steps procedure via a Wilcoxon criterion and multilayerperceptron. International Journal of Computational Intelligence and Applications, 10(1),pp. 1-14.• Nikulin V., Huang T.-H., Ng S.-K., Rathnayake S. and McLachlan G.J. (2011) A VeryFast Algorithm for Matrix Factorization. Statistics and Probability Letters, 81, pp.773-782.
  13. 13. Publications in international journals• Nikulin V. (2011) Classification with Random Sets, Boosting and Distance-basedClustering. Chapter in the Book "Hands-On Pattern Recognition, Challenges in datarepresentation, model selection, and performance prediction", Editors: Isabelle Guyon,Gavin Cawley, Gideon Dror, Amir Saffari and Nicola Talbot, pp. 231-258.• Nikulin V. (2011) On the Evaluation Criterions for the Active Learning Processes, 13pages. Library of the Cornell University, USA.• Nikulin V. (2011) OpenStudy: recommendations of the following ten lectures afterviewing a set of three given lectures. ECML/PKDD Workshop and ConferenceProceedings, Discovery Challenge. Editors: Tomislav Smuc, Nino Antulov-Fantulin,Mikołaj Morzy, рр. 59-70.• Nikulin V. and Huang T.-H. (2012) Unsupervised dimensionality reduction via gradient-based matrix factorization with two learning rates and their automatic updates. Journal ofMachine Learning Research, Workshop and Conference Proceedings, V.27, pp.181-195.• Bakharia A. and Nikulin V. (2012) A nonparametric criterion for the selection of thenumber of factors and nonnegative extension for gradient-based matrix factorizationapplied to the classification of microarray data. World Congress on ComputationalIntelligence, June 10-15, Brisbane, Australia, pp. 3253-3260.• Nikulin V. (2012) On the Homogeneous Ensembling with Balanced Random Sets andBoosting. JRS 2012, Chengdu, China. LNAI Springer 7413, J.T.Yao (Eds.), pp. 180-189.• Nikulin V. (2012) On the Homogeneous Ensembling via Balanced Subsets Combined with• Wilcoxon-based Feature Selection. JRS 2012, Chengdu, China. LNAI Springer 7413,J.T.Yao (Eds.), pp. 455-462.
  14. 14. Publications in international journals• Nikulin V. (2012) On the solution for the high-dimensionality-small-sample-size problem.International Journal of Data Mining and Bioinformatics.• Nicholas Olenev A Simulation Game of Economically Interacting Countries // Symposiumof the Journal of Business and Economics in Times of Crisis 2012. 16th to 17th August2012. Munich, Bavaria, Germany.• Nicolas N. Olenev, Anatoly V. Shatrov Technology of High Performance Computing inResearch of Innovation Sector Impact on the Efficiency and Development for RegionalEconomy (Exponent of International Exposition). - Catalog of International IT ExpositionCeBIT 2011, Hannover, Germany• Shatrov A.V., Shvarts K.G. Numerical Modeling of Mesoscale Atmospheric ImpurityTransport Processes in the Environs of the City of Kirov . - Fluid Dynamics, 2011, Vol.46, No 2, pp. 333-340• Shatrov A.V., Shvarts K.G. Simulation of transport processes of aerosol impurity in aground boundary layer of above industrial centers. - European Aerosol Conference EAC-2009, Karlsrue, Germany, 6-11 September 2009/ Topics of section TA-1• Shatrov A.V., Shklyaev V.A., Shvarts K.G. Modeling of mesoscale vortices structure nearto a powerful hot source of impurity in a boundary layer of atmosphere . - EuropeanAerosol Conference EAC-2009, Karlsrue, Germany, 6-11 September 2009/ Topics ofsection TD-14
  15. 15. Students achievements in scientificactivities• April 2008 – Diploma for the best reports on the I All-RussianSchool of Parallel Programming (St. Petersburg);• May 2008 - Participation in the All-Russian competition onmathematical modeling in economics (Ufa) - 5th place;• May 2008 – 1st place in the competition of Stock Commercial Bank"Ak Bars";• Participation in the International students competition"Entrepreneurship and Management" -2006, 2007,2008,2009,2010,2011,2012 (section "Operations Research andMathematical Methods in Economics» I, II, III in various categories)• October 2008 – 1st place in the International Olympiad for Researchin Economics (St. Petersburg);• November 2008 – 1st place in the contest "The external reserve“;• December 2008 – 1st place in the contest for young scientists inDolgoprudniy (Koshcheev A.V., Okhapkin V.P.);• February 2009 – Kirov Board of Rectors scholarship;• 2011 – President of the Russian Federation scholarship (DolmatovaA.I.)• 2012 – E.T. Gaydar Foundation scholarship (Maltsev K.)• 2012 – Winner diploma in the contest of young scientists, Universityof Amsterdam (Maltsev K.)
  16. 16. -Summer school