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- Xref: sparky sci.math.stat:2719 sci.econ:9591
- Path: sparky!uunet!paladin.american.edu!news.univie.ac.at!blekul11!frmop11!barilvm!technion!ierva01
- Organization: TECHNION - Israel Institute of Technology.
- Date: Wednesday, 6 Jan 1993 17:23:56 IST
- From: <IERVA01@TECHNION.BITNET>
- Message-ID: <93006.172356IERVA01@TECHNION.BITNET>
- Newsgroups: sci.math.stat,sci.econ
- Subject: Deterministic factorial analysis
- Lines: 35
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-
- Alexander Vaninsky, D.Sc.
- Fac. of Industrial Engineering
- Technion, Haifa,Israel
- 32161 Haifa, Israel
- Fax: (972-4)-235-194
- Tel. (972-4)-29-28-51(w)
- 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.
-
-