Economical-Mathematical Modeling.
Course description:
In the lectures the basic tasks of constructing and analyzing of probabilistic and statistical
models are presented. The first part of the course includes methods for constructing probabilistic
models in insurance, economics, sociology, queuing theory, etc. The second part of the course
focuses on the application of mathematical statistics to the analysis of probability models,
including network models of the stock market. The aim of the course is to master the skills to use
the standard methods and models to solving problems of data analysis, development and
implementation of new methods of computer analysis.
Instructor: Koldanov, P.A.
Credit points: 4,5
Faculty: Business informatics
Language: Russian
Level: Master
Academic hours: 56
Syllabus
1.
2.
3.
4.
5.
6.
7.
8.
Discrete probabilistic models in insurance.
Continuous probabilistic models in economics.
Life time distribution.
Numerical characteristics of similarity.
Network models.
Probability models of the market.
Market graph.
Sample market graph.
Readings
1. F. Bretz, T. Hothorn, P. Westfall. Multiple Comparisons Using R. Taylor & Francis
Group, 2011.
2. Erich L. Lehmann, Joseph P. Romano. Testing Statistical Hypotheses. Third edition,
Springer, 2005.
3. Pardalos, Panos M.; Rassias, Themistocles M. (Eds.). Essays in Mathematics and its
Applications In Honor of Stephen Smale´s 80th Birthday. Springer, 2012, 372 p, ISBN
978-3-642-28820-3.