Title :
Financial system fragility fuzzy estimation based on simulation model
Author :
Ivliev, Sergei V.
Author_Institution :
Perm State Univ., Russia
Abstract :
Perm State University and JSC Prognoz are developing simulation model of Russian economy. The results of the model are applied for financial system fragility estimation.
Keywords :
econometrics; economic indicators; estimation theory; fuzzy systems; parameter estimation; simulation; JSC Prognoz; Perm State University; Russian economy; agent-based simulation; financial fragility; financial system; fuzzy estimation; fuzzy indicators; simulation model; Computational modeling; Economic forecasting; Economic indicators; Exchange rates; Fuzzy systems; Government; Microeconomics; Predictive models; State estimation; Unemployment;
Conference_Titel :
Intelligent Systems, 2004. Proceedings. 2004 2nd International IEEE Conference
Print_ISBN :
0-7803-8278-1
DOI :
10.1109/IS.2004.1344855
