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Started by IERVA01
Fri, 08 Jan 1993 08:00
Deterministic factorial analysis
Author: IERVA01
Date: Fri, 08 Jan 1993 08:00
Date: Fri, 08 Jan 1993 08:00
31 lines
2080 bytes
2080 bytes
Alexander Vaninsky, D.Sc.
Fac. Industrial Engineering, Technion, Haifa, Israel
Taanach St., 40/36, Haifa 32161,Israel
Fax: (972-4)-235-194 ,Tel. (972-4)-292-851
Email: ierva01@techunix.technion.ac.il.bitnet
I am interested in setting up contacts with mathematicians,
statisticians and economists that are interested in providing
factorial analysis of economic systems using deterministic
approach and correspondingly relatively small amounts of data.
Mathematical statement of the problem is the following.
State of economic system is described as a system of equations
F(X)=0, where X is a vector, and F, vector function. Particularly
these equations may be regression ones. Objective function Z = f(X)
is supposed to be given and the system is supposed to move from
initial to final state along curve L due equations of dynamics. The
curve L may be the optimal trajectory or may correspond to economic
hypothesis on dynamics of Xi-es.
The problem that is solved is decomposition of increase of Z
into components corresponding to every of elements Xi.
Supposing Z equal consequently to Xi i=1...n, we obtain
decomposition of every of them into components conditioned by every
of other Xi-s. If L is optimal trajectory we provide post optimized
analysis.
Mathematical contents of this problem derives from necessity
of special axiomatic system for obtaining of substantial solution.
This solution in its turn have many interesting and important
applications in practice. Particularly, I have positive experience
of its usage in project evaluation, in developing of business games
for training of managers and in lecturing courses in the Moscow
State University.
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