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Decision Making Modeling in Social and Economic Systems

2011

Коды по классификатору Elibrary:
06.00.00 Экономика. Экономические науки
06.35.00 Учетно-экономические науки
06.35.51 Экономико-математические методы и модели

Research objects: decision making models and methods.

Research goals: to obtain new theoretical results for a number of problems in decision making theory and game theory; to apply theoretical models from these disciplines to various real world problems.

Methodology: the paradigm has been provided by the rational choice theory and game theory. The principal methods of the research included various optimization procedures, numerical and combinatorial methods, statistical data analysis, correlation analysis, regression and clusterization, econometric techniques.

In applications voting databases, public statistics, statistical data of nongovernmental and international organizations, historical documents were used.

The results obtained are the following:
- a way of determining an a priori known number of winning candidates for membership on the stock company’s board of directors has been theorized;
- a behavioral model of the stock exchange has been developed;
- the operational efficiency of Russian banks has been analyzed;
- the properties of a stochastic voting model, where candidates are supposed to be guided by some other motives rather than by maximization of expected number of votes, have been studied;
- the fragmentation of the Soviet Union Communist Party’s Political Bureau has been estimated numerically for the period 1923-1927;
- the distribution of power in the Weimar Germany Reichstag has been evaluated;
- forecast models based on large-scale three-dimensional correlation functions have been developed.

Areas of application: results obtained can be used by all those who model socio-economic processes, provide analytical services for banks and financial companies, or conduct political research and analysis.

International partners:
1) Prof. Ahmet Alkan (Sabanci University, Turkey);
2) Prof. Hasan Ersel (Sabanci University, Turkey);
3) Prof. Shmuel Zamir (The Hebrew University of Jerusalem, Israel);
4) Prof. Roman Statnikov (Naval Postgraduate School Monterey, CA, USA);
5) Prof. Christian Seidl (University of Kiel, Germany);
6) Prof. Michel Grabisch (Université Paris I Panthéon-Sorbonne, France).

Publications:


Камалова Р. У. Моделирование коалиционных предпочтений в рейхстаге Веймарской Германии, in: Труды семинара «Математическое моделирование политических систем и процессов». Москва : Издательство Московского университета, 2011. С. 165-183. 
Aleskerov F. T., Egorova L. G. Так ли уж плохо, что мы не умеем распознавать черных лебедей? / Высшая школа экономики. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2010. No. 03. 
Алескеров Ф. Т., Егорова Л. Г. Черные лебеди и биржа // Экономический журнал Высшей школы экономики. 2010. Т. 14. № 4. C. 492-506.