Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
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Name

Kymratova Alfira Menligulovna

Scholastic degree


Academic rank

Honorary rank

Organization, job position

Karachaevo-Circassian state technological academy
   

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Articles count: 16

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270 kb

ACCURATE FORECAST AS AN EFFECTIVE WAY TO REDUCE THE ECONOMIC RISK OF AGRO-INDUSTRIAL COMPLEX

abstract 1031409019 issue 103 pp. 293 – 311 30.11.2014 ru 1680
This article discusses the ways of reducing the financial, economic and social risks on the basis of an accurate prediction. We study the importance of natural time series of winter wheat yield, minimum winter, winter-spring daily temperatures. The feature of the time series of this class is disobeying a normal distribution, there is no visible trend
197 kb

ANALYTICAL TOOLS OF VECTOR RISK ASSESSMENT OF THE FINANCIAL MARKET

abstract 1221608035 issue 122 pp. 481 – 495 31.10.2016 ru 457
In rapidly changing conditions of the modern world, analysts and decision makers are in need to use new formal means of analysis and evaluation of alternatives problems. This work is dedicated to the development of such tools. The article presents a detailed analysis and technical and economic characteristics of the subject area - the financial market and its specific components - the value of a time series of gold, silver, palladium, platinum, and two kinds of exchange rates: EUR / RUB, USD / RUB. The authors have proposed a 5-criteria economic-mathematical model of the main components of the ranking of the financial market. The authors argue the impossibility of using a single integrated set of criteria for the replacement of the criteria or the use of criteria convolution procedures as the standard procedure of solving the problem of multi-criteria optimization. It demonstrates that such criteria as criteria for "risk" must be considered as an estimate of the degree of deviation from the expected value of the possible values of this criterion. The practical significance of the results is determined by the fact that the main points, conclusions, recommendations, models and methods can be used in order to improve the management and planning of development strategies of banking systems, trading platforms, as well as by developers of information and analytical systems to support management decisionmaking
238 kb

ARTIFICIAL INTELLIGENCE METHODS FOR DECISION MAKING AND PREDICTING THE BEHAVIOR OF DYNAMICAL SYSTEMS

abstract 1031409021 issue 103 pp. 324 – 341 30.11.2014 ru 1302
This article proposes a modification and training the Cellular Automaton predictive model. The author presents a modified system of models and methods for time series prediction with memory based on the theory of fuzzy sets and linear cellular automata
174 kb

MATHEMATICAL FORMS OF CONSECUTIVE AND PARALLEL ECONOMIC RISKS

abstract 1131509019 issue 113 pp. 230 – 243 30.11.2015 ru 855
It is offered to expand the classification of risks by introducing a global risk of economic system, which separates stages burdened with the local risks having arbitrarily direction. Serial or parallel origin of these risks is modeled dyadic chain vectors or four-dimensional conglomerates of quaternions in Clifford spaces. Multivariate risk is to transform analytically, calculate quantitatively, construct geometric vector operations in the ensemble with the economic variables on which part of the cost of the risk and that is lost or after symptoms appear. Therefore, the cost of an asset depends on a comprehensive cost of the "basis", burdened risk ("common value"), and the magnitude of the risk of leaving part - "risky value" - from zero. Now, the risk emerges as a new economic and mathematical category. Through the study of risks and through research of their new multi-dimensional performance value it is possible to insight into understanding the mechanisms of action of the economic laws worldwide and in Russia
487 kb

MATHEMATICAL METHODS AND TOOLS OF TRENDS’ RESEARCH IN THE EVOLUTIONARY DEVELOPMENT OF THE NATURAL AND ECONOMIC PROCESSES

abstract 1111507027 issue 111 pp. 489 – 503 30.09.2015 ru 542
The present study was carried out in the view of the fact that there is no more or less complete theory of time series prediction memory to date. This determines the urgency and necessity of the development of new mathematical methods and algorithms to detect possible potential predictability of the series with the memory and the construction of adequate predictive models. Classical methods of forecasting economic time series are based on the mathematical apparatus of econometrics. It is carried out basing on the assumption that the observations that make up the projected time series are independent, whereby to perform the necessary subordination of the normal law. The latter, however, is the exception rather than the rule for economic time series that have so-called long-term memory. Toolkit implementations of nonlinear dynamics were the new computer technology that made it possible to study complex phenomena and processes “on the display screen”. The proposed approach differs from the classical methods of forecasting by the implementation of a new accounting trends (evolution of centers and the size of a bounding box), and is a new tool (phase portraits) to identify the cyclical components of the considered time series
279 kb

METHODS OF CLASSICAL STATISTICS IN STUDYING THE DEGREE OF "RISKINESS" OF TREND-SEASONAL PROCESSES

abstract 1001406114 issue 100 pp. 1734 – 1744 30.06.2014 ru 1397
The article studies the degree of "riskiness" of natural time series, which are inherent properties of the seasonal trend. The authors have made an analysis the result of which is the effect relationship between weather conditions and the dynamics of the behavior of the monthly volumes of mountain rivers
212 kb

METHODS OF WAVELET ANALYSIS AS A TOOL OF ECONOMIC SECURITY

abstract 1181604027 issue 118 pp. 507 – 519 29.04.2016 ru 642
In the context of the objective existence of risk and economic, human and other losses related with it, there is a need in a specific mechanism, which would allow the best way to predict the damage caused by the emergency. These risk management tools in emergency situations are monitoring and forecasting. In this research work, time series are used as a signal; they contain information about the number of fires in the Karachayevo-Cherkessia in the period of 1983- 2014. In solving the problem, the authors applied wavelet tools for data cleaning from noise, anomalies that have provided quality model building reliable forecast - possible number of fires in one quarter ahead. This example shows that for the construction of this forecast there is no need for a rigorous mathematical model specification, which is especially valuable in the analysis of poorly formalized processes. We have noted that most of the tasks in emergencies fall into this category of processes
535 kb

PRE-FORECASTING PHASE ANALYSIS OF THE EVOLUTIONARY DEVELOPMENT OF THE ELEMENTS OF THE FINANCIAL MARKET

abstract 1281704054 issue 128 pp. 771 – 784 28.04.2017 ru 422
Development of monitoring of the behavior of financial market, simulation, analysis, visualization, prediction in modern conditions is connected with a consistent increase in their level of formalization. The basis for this process is the requirements of significantly changed (in the direction of increasing) stochastics, turbulence, volatility, financial and economic processes. Particular relevance in the analysis of behavior of economic time series elements of the financial market is now becoming more systematic development of diverse, interdependent and mutually complementary economic and mathematical models. The models are linked, they are operating on the same source material, and their selection has improved the representativeness of the algorithms of modern economic processes of the financial market, which is important for transformational (transitional) market economies. In the article it is shown that the proposed usage of instrumentation and mathematical methods represent essentially new base for forecasting of discrete evolutionary processes
686 kb

PREDICTION OF A FINANCIAL MARKET EVOLUTION ON THE BASE OF SOFTWARE TOOLS FOR LINEAR CELLULAR AUTOMAT

abstract 1211607027 issue 121 pp. 568 – 580 30.09.2016 ru 660
The work used methods of system analysis, monographic, structural and logical, economic-statistical, mathematical continuous and discrete, settlement and constructive methods as well as software tools of linear cellular automata. Usage of each method was based on their functionality, thus ensuring the accuracy of the findings and scientific positions. In this article we attempt to predict the dynamic behavior of the financial market elements, to use on the basis of a linear cellular automaton computer tools and methods of nonlinear science for adequate numerical reflection measure various risks, primarily financial and economic risks, as well as to show the power of computer graphics, computer mathematics system linear cellular automata, to emphasize an important philosophical role of visualization. The authors of the work programmed linear cellular automaton based on Python 2.7 software platform in the form of application. The program validates the predictive model on the adequacy of the selected coloring, is forecast error and builds polygons predictive model and input data on the same graph. The proposed research area is relevant to the processes in the financial and economic system, bringing in useful innovative elements in the generalized forecast that do not exist in continuous classical methodology
229 kb

PROGNOSTIC RESEARCH ON THE NATURAL AND ECONOMIC PROCESSES

abstract 1161602093 issue 116 pp. 1449 – 1461 29.02.2016 ru 828
The increase in volume of processed data and the rapid development of environmental monitoring, modeling, forecasting, analysis, visualization, prediction in modern conditions is connected with the consistent increase in their level of formalization. The bases for all this are requirements of significantly changed stochastics natural and economic processes. A new method of nonlinear dynamics, namely the method of sequential R/S-analysis is proposed. In the article, the authors paid attention to the method of fractal analysis of time series. The founder of fractal analysis is a British hydrologist H.E Hurst. He showed that natural phenomena such as river flows, rainfall, temperature, solar activity is followed by «biased random walk», i.e. trend with noise. The noise level and trend resistance are estimated in change in the normalized amplitude levels of the time series for the expiration time, or, in other words, how they entered a quantity called the Hurst exponent exceeds the value of 0.5. Rather essential information is a cyclical component to forecast. Thus, there is a need for further study of natural and economic processes based on the new mathematical models. These methods bring to forecast new useful methodological elements that are not in continuous methodology, concepts such as «noise color» persistence and anti-persistent series, Hurst, «long-term memory», R/S-trajectory and the trajectory of the Hurst exponent, etc.
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