vestreaВестник Российского экономического университета имени Г. В. ПлехановаVestnik of the Plekhanov Russian University of Economics2413-28292587-9251Plekhanov Russian University of Economics10.21686/2413-2829-2020-1-32-38vestrea-813Research ArticleЭКОНОМИКАECONOMICSМОДЕЛИ СЦЕНАРНОГО ПРОГНОЗИРОВАНИЯ ЭКОНОМИЧЕСКИХ КРИЗИСОВ НА ОСНОВЕ ГИБРИДНОГО ПОДХОДАMODELS OF SCENARIO FORECASTING OF ECONOMIC CRISES ON THE BASIS OF HYBRID APPROACHСавиноваВ. М.SavinovaV. M.Savinova.VM@rea.ruЯрушевС. А.YarushevS. A.YArushev.SA@rea.ruРоссийский экономический университет имени Г. В. ПлехановаРоссияPlekhanov Russian University of EconomicsRussian Federation202013022020113238Copyright © Савинова В.М., Ярушев С.А., 20202020Савинова В.М., Ярушев С.А.Savinova V.M., Yarushev S.A.Данная работа распространяется под лицензией Creative Commons Attribution 4.0.This work is licensed under a Creative Commons Attribution 4.0 License.https://vest.rea.ru/jour/article/view/813гибридные моделипрогнозированиевременной рядARIMAкластерный анализметод ближайшего соседаhybrid modelsforecasttime seriesARIMAcluster analysismethod of the closest neighborСтатья подготовлена по результатам исследования, проведенного в рамках внутреннего гранта «Разработка методики прогнозирования цен на финансовые инструменты на базе нейронных сетей» ФГБОУ ВО «РЭУ им. Г. В. Плеханова».ReferencesДубовик М. В., Зайцева Е. В., Литвишко О. В. Ценностный подход как методология оценки инновационного развития // Научные ведомости Белгородского государственного университета. Серия: Экономика. Информатика. – 2018. – Т. 45. – № 3. – С. 422–431.Dubovik M. V., Zaytseva E. V., Litvishko O. V. Tsennostnyy podkhod kak metodologiya otsenki innovatsionnogo razvitiya [Value Approach as Methodology of Estimating the Innovation Development]. Nauchnye vedomosti Belgorodskogo gosudarstvennogo universiteta. Seriya: Ekonomika. Informatika [Academic Bulletin of the Belgorod State University. Series: Economics. Information Science], 2018, Vol. 45, No. 3, pp. 422–431. (In Russ.).Литвишко О. В. Роль рынка первичных размещений в модернизации российской экономики // Вестник Российского экономического университета имени Г. В. Плеханова. – 2011. – № 5 (41). – С. 52–57.Litvishko O. V. Rol rynka pervichnykh razmeshcheniy v modernizatsii rossiyskoy ekonomiki [The Role of IPO in Modernizing Russian Economy]. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G. V. Plekhanova [Vestnik of the Plekhanov Russian University of Economics], 2011, No. 5 (41), pp. 52–57. (In Russ.).Титов В. А., Вейнберг Р. Р., Савинова В. М. Реализация мультиагентной модели «Стартап-инвестор – корпорация и государство» // Фундаментальные исследования. – 2017. – № 12-1. – С. 217–222.Titov V. A., Veynberg R. R., Savinova V. M. Realizatsiya multiagentnoy modeli «Startapinvestor – korporatsiya i gosudarstvo» [Realizing the Multi-Agent Model ‘Start-Up-InvestorCorporation and State’]. Fundamentalnye issledovaniya [Fundamental Research], 2017, No. 12-1, pp. 217–222. (In Russ.).Borodin A., Veynberg R, Litvishko O. Methods of Text Processing when Creating Chatbots // Humanitarian Balkan Research. – 2019. – Vol. 3 (5). – P. 108–111.Borodin A., Veynberg R, Litvishko O. Methods of Text Processing when Creating Chatbots. Humanitarian Balkan Research, 2019, Vol. 3 (5), pp. 108–111.Del Negro M., Giannoni M., Schorfheide F. Inflation in the Great Recession and New Keynesian Models : Staff Reports 618. – New York : Federal Reserve Bank of New York, 2014.Del Negro M., Giannoni M., Schorfheide F. Inflation in the Great Recession and New Keynesian Models : Staff Reports 618. New York, Federal Reserve Bank of New York, 2014.Diebold F., Mariano R. Comparing Predictive Accuracy // Journal of Business and Economic Statistics. – 1995. – N 13. – P. 253–263.Diebold F., Mariano R. Comparing Predictive Accuracy. Journal of Business and Economic Statistics, 1995, No. 13, pp. 253–263.Farmer J. D., Sidorowich J. J. Predicting Chaotic Time Series // Physical Review Letters. – 1987. – Vol. 59 (8). – P. 845–848.Farmer J. D., Sidorowich J. J. Predicting Chaotic Time Series. Physical Review Letters, 1987, Vol. 59 (8), pp. 845–848.Farmer R. The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence // Journal of Economic Dynamics and Control. – 2012. – Vol. 36 (5). – P. 693–707.Farmer R. The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence. Journal of Economic Dynamics and Control, 2012, Vol. 36 (5), pp. 693–707.Ferrara L., Guegan D., Rakotomarolahy P. GDP Nowcasting with Ragged-Edge Data: A Semi-Parametric Modeling // Journal of Forecasting. – 2010. – N 29. – P. 186–199.Ferrara L., Guegan D., Rakotomarolahy P. GDP Nowcasting with Ragged-Edge Data: A Semi-Parametric Modeling. Journal of Forecasting, 2010, No. 29, pp. 186–199.Guerr´on-Quintana P., Zhong M. Macroeconomic Forecasting in Times of Crises // Finance and Economics Discussion Series 2017–2018. – Washington : Board of Governors of the Federal Reserve System, 2017. – URL: https://doi.org/10.17016/FEDS.2017.018Guerr´on-Quintana P., Zhong M. Macroeconomic Forecasting in Times of Crises. Finance and Economics Discussion Series 2017–2018. Washington, Board of Governors of the Federal Reserve System, 2017. Available at: https://doi.org/10.17016/FEDS.2017.018Kavousi-Fard A., Samet H., Marzbani F. A New Hybrid Modified Firefly Algorithm and Support Vector Regression Model for Accurate Short Term Load Forecasting // Expert Systems with Applications. – 2014. – N 41. – P. 6047–6056.Kavousi-Fard A., Samet H., Marzbani F. A New Hybrid Modified Firefly Algorithm and Support Vector Regression Model for Accurate Short Term Load Forecasting. Expert Systems with Applications, 2014, No. 41, pp. 6047–6056.
The authors declare that there are no conflicts of interest present.