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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 2, Pages 188–205 (Mi zvmmf8056)

This article is cited in 2 papers

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

I. A. Kondrakov, A. A. Shananin

Moscow Institute of Physics and Technology, Institutskii per. 9, Dolgoprudnyi, Moscow oblast, 141700 Russia

Abstract: 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.

Key words: idempotent analysis, nonnegative matrices, analysis of economic data, nonparametric method for market analysis.

UDC: 519.634

Received: 06.09.2010


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:2, 176–192

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