Complex-Valued Modeling in Economics and Finance

ISBN-13: 9781489995858 / Angielski / Miękka / 2015 / 320 str.

Sergey Svetunkov

Opis

This book outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory. Coverage includes complex variables production in stock market modeling, modeling illegal economy, and time series forecasting.

Spis treści

​​​​Introduction.- Conceptual Foundations for A Complex-Valued Economy.- Conformal mapping of complex functions in Economics Modeling.- Basics of a complex-valued Econometrics.- Production functions with complex argument.- Production functions of complex variables.- Multivariable complex models in economics.- Economics Modeling and the stock market.- Modeling and forecasting of economics dynamics with complex-valued models.- Conclusion.- Bibliography. 

O autorze

Sergey Svetunkov is Professor of Economics at Saint-Petersburg State University of Economics and Finance.

Blurb

Complex-Valued Modeling in Economics and Finance outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory.  The theory of complex variables functions is widely used in many scientific fields, since work with complex variables can appropriately describe different complex real-life processes.  Many economic indicators and factors reflecting the properties of the same object can be represented in the form of complex variables. By describing the relationship between various indicators using the functions of these variables, new economic and financial models can be created which are often more accurate than the models of real variables.  This book pays critical attention to complex variables production in stock market modeling, modeling illegal economy, time series forecasting, complex auto-aggressive models, and economic dynamics modeling.  Very little has been published on this topic and its applications within the fields of economics and finance, and this volume appeals to graduate-level students studying economics, academic researchers in economics and finance, and economists.