2023/2024

Современные методы анализа и прогнозирования в международном бизнесe

Статус: Майнор

Кто читает: Базовая кафедра компании «Автопромимпорт»

Где читается: Факультет мировой экономики и мировой политики

Когда читается: 1, 2 модуль

Охват аудитории: для всех кампусов НИУ ВШЭ

Преподаватели: Аустер Иван Александрович, Ванина Светлана Сергеевна, Галкина Анастасия Николаевна, Подчуфаров Андрей Юрьевич, Рыбас Александр Леонидович, Шилов Максим Анатольевич

Язык: английский

Кредиты: 5

Контактные часы: 76

Course Syllabus

Abstract

The course "Modern Methods of Analysis and Forecasting in International Business" aims to introduce students to the basic concepts, classification and major methods of analysis and forecasting used in international business. The course will allow students to develop competencies in the field of time series analysis, dynamic stochastic general equilibrium models, risk assessment models, simulation modeling, factor analysis. Special focus will be given to financial economic models and competitiveness assessment models used for developing and implementing operational and strategic plans in business and government. The course is distinguished by presenting the mathematical component of the methods under consideration with an emphasis on their economic content and practical application for international business problem-solving. On completion of the course students will form a holistic view of modern methods of analysis and forecasting, their applicability for increasing the international company competitiveness and effective management decision-making.

Learning Objectives

• The aim of the course is to form a holistic view of modern methods of analysis and forecasting in international business, their applicability for increasing the international company competitiveness and effective management decision-making. To achieve this goal, the main areas of corporate financial reporting, basic tools of financial-economic analysis are considered, special attention is paid to the mathematical foundations and applied aspects of econometric methods of analysis and forecasting, models for assessing and forecasting competitiveness.

Expected Learning Outcomes

• Uses the principles of the systems-based approach to analyze the scope of factors determining the effectiveness of management decisions
• Develops and analyzes the main forms of corporate financial reporting and performance indicators of investment projects
• Solves the mathematical statistics problems and interprets the results from the international business perspective
• Solves differential equations and systems of differential equations and interprets the results from the international business perspective
• Solves linear and non-linear optimization problems and interprets the results from the international business perspective
• Justifies the possibilities of using different methods of modeling and forecasting in the management decisions practice and interprets the results from the international business perspective
• Makes regression and autoregression models and interprets results from the international business perspective
• Evaluates and analyzes the efficiency of the operating activities of an international company, the ratio of planned and actual financial-economic indicators, the impact on operating activities of ongoing investment projects and the reliability of the forecast indicators used. Substantiates the position of functional units in the context of a joint discussion of the final operating activities performance indicators in an international company

Course Contents

• Management decisions. System-based approach. General conditions of balancedness. Modeling and forecasting.
• Fundamentals of financial-economic analysis
• Fundamentals of mathematical statistics
• Systems of differential equations
• Optimization methods
• Modern modeling methods
• Business game. Development of a business project and assessment of its impact on the operational efficiency of an international company

Assessment Elements

• Defense of the homework and materials of the final business game based on the theory of the course
  Defenсe of the homework and materials of the final business game based on the theoretical parts of the course
• Test
  Тест
• Homework preparation and presentation
  Homework preparation and presentation
• Preparation and presentation of materials for the final business game
  Preparation and presentation of materials for the final business game
• Class attendance and activity in class
  Class attendance and activity in class

Interim Assessment

• 2023/2024 2nd module
  0.2 * Class attendance and activity in class + 0.25 * Defense of the homework and materials of the final business game based on the theory of the course + 0.2 * Homework preparation and presentation + 0.2 * Preparation and presentation of materials for the final business game + 0.15 * Test

Bibliography

Recommended Core Bibliography

• A first course in optimization theory, Sundaram, R. K., 2011
• Cope, A. T., & Robinson, T. R. (2015). International Financial Statement Analysis (Vol. Third edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=946119
• Dynamic optimization : the calculus of variations and optimal control in economics and management, Kamien, M. I., 2012
• Griffin, R. W., Pustay, M. W. (2019). International Business: a Managerial Perspective. Global Edition, Pearson Education Limited.
• Теория автоматического управления. Линейные системы : учеб. пособие для вузов, Мирошник, И. В., 2005
• Теория автоматического управления. Т.1: Линейные системы, Ким, Д. П., 2007
• Теория вероятностей и математическая статистика : учебник для вузов, Кремер, Н. Ш., 2006
• Теория управления. Теория линейных систем автоматического управления. : учеб. пособие, Туманов, М. П., 2005

Recommended Additional Bibliography

• Advanced macroeconomics, Romer, D., 2012
• International business, Peng, M., 2019
• Mathematics for economists, Simon, C. P., [2010]
• Математическая статистика : учеб. пособие для вузов, Ивченко, Г. И., 1992
• Оптимальные системы управления. Аналитическое конструирование : учеб. пособие, Афанасьев, В. Н., 2007
• Теория систем и системный анализ : учебник для вузов, Волкова, В. Н., 2010
• Эконометрика. Начальный курс : учебник для вузов, Магнус, Я. Р., 2007